ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 19-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2012 |
19-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
146-12 |
146-10 |
-0-02 |
0.0% |
149-20 |
| High |
147-07 |
147-21 |
0-14 |
0.3% |
149-26 |
| Low |
146-05 |
146-06 |
0-01 |
0.0% |
146-05 |
| Close |
146-12 |
147-18 |
1-06 |
0.8% |
147-18 |
| Range |
1-02 |
1-15 |
0-13 |
38.2% |
3-21 |
| ATR |
1-09 |
1-09 |
0-00 |
1.1% |
0-00 |
| Volume |
397,831 |
310,017 |
-87,814 |
-22.1% |
1,646,948 |
|
| Daily Pivots for day following 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-17 |
151-01 |
148-12 |
|
| R3 |
150-02 |
149-18 |
147-31 |
|
| R2 |
148-19 |
148-19 |
147-27 |
|
| R1 |
148-03 |
148-03 |
147-22 |
148-11 |
| PP |
147-04 |
147-04 |
147-04 |
147-08 |
| S1 |
146-20 |
146-20 |
147-14 |
146-28 |
| S2 |
145-21 |
145-21 |
147-09 |
|
| S3 |
144-06 |
145-05 |
147-05 |
|
| S4 |
142-23 |
143-22 |
146-24 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-26 |
156-27 |
149-18 |
|
| R3 |
155-05 |
153-06 |
148-18 |
|
| R2 |
151-16 |
151-16 |
148-07 |
|
| R1 |
149-17 |
149-17 |
147-29 |
148-22 |
| PP |
147-27 |
147-27 |
147-27 |
147-14 |
| S1 |
145-28 |
145-28 |
147-07 |
145-01 |
| S2 |
144-06 |
144-06 |
146-29 |
|
| S3 |
140-17 |
142-07 |
146-18 |
|
| S4 |
136-28 |
138-18 |
145-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-26 |
146-05 |
3-21 |
2.5% |
1-10 |
0.9% |
38% |
False |
False |
329,389 |
| 10 |
150-07 |
146-05 |
4-02 |
2.8% |
1-09 |
0.9% |
35% |
False |
False |
305,293 |
| 20 |
150-09 |
146-05 |
4-04 |
2.8% |
1-06 |
0.8% |
34% |
False |
False |
313,119 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
42% |
False |
False |
309,886 |
| 60 |
153-10 |
144-15 |
8-27 |
6.0% |
1-10 |
0.9% |
35% |
False |
False |
207,739 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.9% |
31% |
False |
False |
155,917 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
31% |
False |
False |
124,792 |
| 120 |
154-17 |
142-00 |
12-17 |
8.5% |
1-07 |
0.8% |
44% |
False |
False |
104,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-29 |
|
2.618 |
151-16 |
|
1.618 |
150-01 |
|
1.000 |
149-04 |
|
0.618 |
148-18 |
|
HIGH |
147-21 |
|
0.618 |
147-03 |
|
0.500 |
146-30 |
|
0.382 |
146-24 |
|
LOW |
146-06 |
|
0.618 |
145-09 |
|
1.000 |
144-23 |
|
1.618 |
143-26 |
|
2.618 |
142-11 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 19-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-11 |
147-14 |
| PP |
147-04 |
147-10 |
| S1 |
146-30 |
147-06 |
|