ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 12-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2012 |
12-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-30 |
149-09 |
0-11 |
0.2% |
147-11 |
| High |
149-13 |
150-07 |
0-26 |
0.5% |
150-07 |
| Low |
147-31 |
148-26 |
0-27 |
0.6% |
147-10 |
| Close |
149-08 |
149-18 |
0-10 |
0.2% |
149-18 |
| Range |
1-14 |
1-13 |
-0-01 |
-2.2% |
2-29 |
| ATR |
1-08 |
1-08 |
0-00 |
0.9% |
0-00 |
| Volume |
424,829 |
340,754 |
-84,075 |
-19.8% |
1,405,984 |
|
| Daily Pivots for day following 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-24 |
153-02 |
150-11 |
|
| R3 |
152-11 |
151-21 |
149-30 |
|
| R2 |
150-30 |
150-30 |
149-26 |
|
| R1 |
150-08 |
150-08 |
149-22 |
150-19 |
| PP |
149-17 |
149-17 |
149-17 |
149-22 |
| S1 |
148-27 |
148-27 |
149-14 |
149-06 |
| S2 |
148-04 |
148-04 |
149-10 |
|
| S3 |
146-23 |
147-14 |
149-06 |
|
| S4 |
145-10 |
146-01 |
148-25 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
156-18 |
151-05 |
|
| R3 |
154-27 |
153-21 |
150-12 |
|
| R2 |
151-30 |
151-30 |
150-03 |
|
| R1 |
150-24 |
150-24 |
149-27 |
151-11 |
| PP |
149-01 |
149-01 |
149-01 |
149-10 |
| S1 |
147-27 |
147-27 |
149-09 |
148-14 |
| S2 |
146-04 |
146-04 |
149-01 |
|
| S3 |
143-07 |
144-30 |
148-24 |
|
| S4 |
140-10 |
142-01 |
147-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-07 |
147-10 |
2-29 |
1.9% |
1-08 |
0.8% |
77% |
True |
False |
281,196 |
| 10 |
150-07 |
147-10 |
2-29 |
1.9% |
1-05 |
0.8% |
77% |
True |
False |
302,307 |
| 20 |
150-09 |
144-15 |
5-26 |
3.9% |
1-05 |
0.8% |
88% |
False |
False |
306,212 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
68% |
False |
False |
269,946 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-10 |
0.9% |
51% |
False |
False |
180,346 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
51% |
False |
False |
135,361 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
51% |
False |
False |
108,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-06 |
|
2.618 |
153-29 |
|
1.618 |
152-16 |
|
1.000 |
151-20 |
|
0.618 |
151-03 |
|
HIGH |
150-07 |
|
0.618 |
149-22 |
|
0.500 |
149-16 |
|
0.382 |
149-11 |
|
LOW |
148-26 |
|
0.618 |
147-30 |
|
1.000 |
147-13 |
|
1.618 |
146-17 |
|
2.618 |
145-04 |
|
4.250 |
142-27 |
|
|
| Fisher Pivots for day following 12-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-18 |
149-10 |
| PP |
149-17 |
149-03 |
| S1 |
149-16 |
148-27 |
|