ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 10-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2012 |
10-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-08 |
148-04 |
-0-04 |
-0.1% |
149-11 |
| High |
148-14 |
149-00 |
0-18 |
0.4% |
150-06 |
| Low |
147-21 |
147-15 |
-0-06 |
-0.1% |
147-11 |
| Close |
147-31 |
148-23 |
0-24 |
0.5% |
147-16 |
| Range |
0-25 |
1-17 |
0-24 |
96.0% |
2-27 |
| ATR |
1-07 |
1-08 |
0-01 |
1.9% |
0-00 |
| Volume |
272,777 |
316,345 |
43,568 |
16.0% |
1,617,090 |
|
| Daily Pivots for day following 10-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-00 |
152-12 |
149-18 |
|
| R3 |
151-15 |
150-27 |
149-04 |
|
| R2 |
149-30 |
149-30 |
149-00 |
|
| R1 |
149-10 |
149-10 |
148-27 |
149-20 |
| PP |
148-13 |
148-13 |
148-13 |
148-18 |
| S1 |
147-25 |
147-25 |
148-19 |
148-03 |
| S2 |
146-28 |
146-28 |
148-14 |
|
| S3 |
145-11 |
146-08 |
148-10 |
|
| S4 |
143-26 |
144-23 |
147-28 |
|
|
| 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 |
149-28 |
147-10 |
2-18 |
1.7% |
1-08 |
0.8% |
55% |
False |
False |
267,996 |
| 10 |
150-09 |
147-10 |
2-31 |
2.0% |
1-02 |
0.7% |
47% |
False |
False |
299,952 |
| 20 |
150-09 |
144-15 |
5-26 |
3.9% |
1-09 |
0.9% |
73% |
False |
False |
320,264 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
57% |
False |
False |
250,970 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
42% |
False |
False |
167,595 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
42% |
False |
False |
125,797 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
42% |
False |
False |
100,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
153-00 |
|
1.618 |
151-15 |
|
1.000 |
150-17 |
|
0.618 |
149-30 |
|
HIGH |
149-00 |
|
0.618 |
148-13 |
|
0.500 |
148-08 |
|
0.382 |
148-02 |
|
LOW |
147-15 |
|
0.618 |
146-17 |
|
1.000 |
145-30 |
|
1.618 |
145-00 |
|
2.618 |
143-15 |
|
4.250 |
140-31 |
|
|
| Fisher Pivots for day following 10-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-18 |
148-17 |
| PP |
148-13 |
148-11 |
| S1 |
148-08 |
148-05 |
|