ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 18-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-03 |
146-12 |
-1-23 |
-1.2% |
147-11 |
| High |
148-06 |
147-07 |
-0-31 |
-0.7% |
150-07 |
| Low |
146-11 |
146-05 |
-0-06 |
-0.1% |
147-10 |
| Close |
146-21 |
146-12 |
-0-09 |
-0.2% |
149-18 |
| Range |
1-27 |
1-02 |
-0-25 |
-42.4% |
2-29 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.2% |
0-00 |
| Volume |
412,962 |
397,831 |
-15,131 |
-3.7% |
1,405,984 |
|
| Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-25 |
149-04 |
146-31 |
|
| R3 |
148-23 |
148-02 |
146-21 |
|
| R2 |
147-21 |
147-21 |
146-18 |
|
| R1 |
147-00 |
147-00 |
146-15 |
146-29 |
| PP |
146-19 |
146-19 |
146-19 |
146-17 |
| S1 |
145-30 |
145-30 |
146-09 |
145-27 |
| S2 |
145-17 |
145-17 |
146-06 |
|
| S3 |
144-15 |
144-28 |
146-03 |
|
| S4 |
143-13 |
143-26 |
145-25 |
|
|
| 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 |
146-05 |
4-02 |
2.8% |
1-10 |
0.9% |
5% |
False |
True |
335,537 |
| 10 |
150-07 |
146-05 |
4-02 |
2.8% |
1-10 |
0.9% |
5% |
False |
True |
311,597 |
| 20 |
150-09 |
146-05 |
4-04 |
2.8% |
1-05 |
0.8% |
5% |
False |
True |
311,584 |
| 40 |
151-29 |
144-15 |
7-14 |
5.1% |
1-09 |
0.9% |
26% |
False |
False |
302,582 |
| 60 |
154-12 |
144-15 |
9-29 |
6.8% |
1-10 |
0.9% |
19% |
False |
False |
202,586 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-08 |
0.9% |
19% |
False |
False |
152,049 |
| 100 |
154-17 |
144-15 |
10-02 |
6.9% |
1-09 |
0.9% |
19% |
False |
False |
121,696 |
| 120 |
154-17 |
141-15 |
13-02 |
8.9% |
1-06 |
0.8% |
38% |
False |
False |
101,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
150-00 |
|
1.618 |
148-30 |
|
1.000 |
148-09 |
|
0.618 |
147-28 |
|
HIGH |
147-07 |
|
0.618 |
146-26 |
|
0.500 |
146-22 |
|
0.382 |
146-18 |
|
LOW |
146-05 |
|
0.618 |
145-16 |
|
1.000 |
145-03 |
|
1.618 |
144-14 |
|
2.618 |
143-12 |
|
4.250 |
141-20 |
|
|
| Fisher Pivots for day following 18-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-22 |
147-26 |
| PP |
146-19 |
147-11 |
| S1 |
146-15 |
146-27 |
|