ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 17-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
149-13 |
148-03 |
-1-10 |
-0.9% |
147-11 |
| High |
149-15 |
148-06 |
-1-09 |
-0.9% |
150-07 |
| Low |
148-01 |
146-11 |
-1-22 |
-1.1% |
147-10 |
| Close |
148-06 |
146-21 |
-1-17 |
-1.0% |
149-18 |
| Range |
1-14 |
1-27 |
0-13 |
28.3% |
2-29 |
| ATR |
1-08 |
1-09 |
0-01 |
3.4% |
0-00 |
| Volume |
306,049 |
412,962 |
106,913 |
34.9% |
1,405,984 |
|
| Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-19 |
151-15 |
147-21 |
|
| R3 |
150-24 |
149-20 |
147-05 |
|
| R2 |
148-29 |
148-29 |
147-00 |
|
| R1 |
147-25 |
147-25 |
146-26 |
147-14 |
| PP |
147-02 |
147-02 |
147-02 |
146-28 |
| S1 |
145-30 |
145-30 |
146-16 |
145-18 |
| S2 |
145-07 |
145-07 |
146-10 |
|
| S3 |
143-12 |
144-03 |
146-05 |
|
| S4 |
141-17 |
142-08 |
145-21 |
|
|
| 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 |
146-11 |
3-28 |
2.6% |
1-12 |
0.9% |
8% |
False |
True |
340,936 |
| 10 |
150-07 |
146-11 |
3-28 |
2.6% |
1-10 |
0.9% |
8% |
False |
True |
304,466 |
| 20 |
150-09 |
146-10 |
3-31 |
2.7% |
1-06 |
0.8% |
9% |
False |
False |
308,608 |
| 40 |
151-29 |
144-15 |
7-14 |
5.1% |
1-10 |
0.9% |
29% |
False |
False |
292,951 |
| 60 |
154-17 |
144-15 |
10-02 |
6.9% |
1-10 |
0.9% |
22% |
False |
False |
195,971 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-08 |
0.8% |
22% |
False |
False |
147,084 |
| 100 |
154-17 |
144-15 |
10-02 |
6.9% |
1-09 |
0.9% |
22% |
False |
False |
117,720 |
| 120 |
154-17 |
141-15 |
13-02 |
8.9% |
1-06 |
0.8% |
40% |
False |
False |
98,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-01 |
|
2.618 |
153-00 |
|
1.618 |
151-05 |
|
1.000 |
150-01 |
|
0.618 |
149-10 |
|
HIGH |
148-06 |
|
0.618 |
147-15 |
|
0.500 |
147-08 |
|
0.382 |
147-02 |
|
LOW |
146-11 |
|
0.618 |
145-07 |
|
1.000 |
144-16 |
|
1.618 |
143-12 |
|
2.618 |
141-17 |
|
4.250 |
138-16 |
|
|
| Fisher Pivots for day following 17-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-08 |
148-02 |
| PP |
147-02 |
147-19 |
| S1 |
146-28 |
147-04 |
|