ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-23 |
147-11 |
-1-12 |
-0.9% |
149-11 |
| High |
149-00 |
148-11 |
-0-21 |
-0.4% |
150-06 |
| Low |
147-11 |
147-10 |
-0-01 |
0.0% |
147-11 |
| Close |
147-16 |
148-08 |
0-24 |
0.5% |
147-16 |
| Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
2-27 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
373,059 |
51,279 |
-321,780 |
-86.3% |
1,617,090 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
150-22 |
148-26 |
|
| R3 |
150-01 |
149-21 |
148-17 |
|
| R2 |
149-00 |
149-00 |
148-14 |
|
| R1 |
148-20 |
148-20 |
148-11 |
148-26 |
| PP |
147-31 |
147-31 |
147-31 |
148-02 |
| S1 |
147-19 |
147-19 |
148-05 |
147-25 |
| S2 |
146-30 |
146-30 |
148-02 |
|
| S3 |
145-29 |
146-18 |
147-31 |
|
| S4 |
144-28 |
145-17 |
147-22 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
155-01 |
149-02 |
|
| R3 |
154-01 |
152-06 |
148-09 |
|
| R2 |
151-06 |
151-06 |
148-01 |
|
| R1 |
149-11 |
149-11 |
147-24 |
148-27 |
| PP |
148-11 |
148-11 |
148-11 |
148-03 |
| S1 |
146-16 |
146-16 |
147-08 |
146-00 |
| S2 |
145-16 |
145-16 |
146-31 |
|
| S3 |
142-21 |
143-21 |
146-23 |
|
| S4 |
139-26 |
140-26 |
145-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-06 |
147-10 |
2-28 |
1.9% |
1-04 |
0.8% |
33% |
False |
True |
260,032 |
| 10 |
150-09 |
147-10 |
2-31 |
2.0% |
1-04 |
0.8% |
32% |
False |
True |
306,850 |
| 20 |
150-09 |
144-15 |
5-26 |
3.9% |
1-09 |
0.9% |
65% |
False |
False |
319,338 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
51% |
False |
False |
236,281 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
38% |
False |
False |
157,788 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
38% |
False |
False |
118,435 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
38% |
False |
False |
94,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-23 |
|
2.618 |
151-01 |
|
1.618 |
150-00 |
|
1.000 |
149-12 |
|
0.618 |
148-31 |
|
HIGH |
148-11 |
|
0.618 |
147-30 |
|
0.500 |
147-26 |
|
0.382 |
147-23 |
|
LOW |
147-10 |
|
0.618 |
146-22 |
|
1.000 |
146-09 |
|
1.618 |
145-21 |
|
2.618 |
144-20 |
|
4.250 |
142-30 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
148-19 |
| PP |
147-31 |
148-15 |
| S1 |
147-26 |
148-12 |
|