ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 11-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2012 |
11-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-04 |
148-30 |
0-26 |
0.5% |
149-11 |
| High |
149-00 |
149-13 |
0-13 |
0.3% |
150-06 |
| Low |
147-15 |
147-31 |
0-16 |
0.3% |
147-11 |
| Close |
148-23 |
149-08 |
0-17 |
0.4% |
147-16 |
| Range |
1-17 |
1-14 |
-0-03 |
-6.1% |
2-27 |
| ATR |
1-08 |
1-08 |
0-00 |
1.2% |
0-00 |
| Volume |
316,345 |
424,829 |
108,484 |
34.3% |
1,617,090 |
|
| Daily Pivots for day following 11-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-06 |
152-21 |
150-01 |
|
| R3 |
151-24 |
151-07 |
149-21 |
|
| R2 |
150-10 |
150-10 |
149-16 |
|
| R1 |
149-25 |
149-25 |
149-12 |
150-02 |
| PP |
148-28 |
148-28 |
148-28 |
149-00 |
| S1 |
148-11 |
148-11 |
149-04 |
148-20 |
| S2 |
147-14 |
147-14 |
149-00 |
|
| S3 |
146-00 |
146-29 |
148-27 |
|
| S4 |
144-18 |
145-15 |
148-15 |
|
|
| 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 |
149-13 |
147-10 |
2-03 |
1.4% |
1-09 |
0.9% |
93% |
True |
False |
287,657 |
| 10 |
150-09 |
147-10 |
2-31 |
2.0% |
1-04 |
0.8% |
65% |
False |
False |
308,669 |
| 20 |
150-09 |
144-15 |
5-26 |
3.9% |
1-08 |
0.8% |
82% |
False |
False |
314,782 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
64% |
False |
False |
261,535 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-10 |
0.9% |
48% |
False |
False |
174,669 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
131,106 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
48% |
False |
False |
104,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-16 |
|
2.618 |
153-05 |
|
1.618 |
151-23 |
|
1.000 |
150-27 |
|
0.618 |
150-09 |
|
HIGH |
149-13 |
|
0.618 |
148-27 |
|
0.500 |
148-22 |
|
0.382 |
148-17 |
|
LOW |
147-31 |
|
0.618 |
147-03 |
|
1.000 |
146-17 |
|
1.618 |
145-21 |
|
2.618 |
144-07 |
|
4.250 |
141-28 |
|
|
| Fisher Pivots for day following 11-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-02 |
148-31 |
| PP |
148-28 |
148-23 |
| S1 |
148-22 |
148-14 |
|