ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-17 |
146-23 |
-0-26 |
-0.6% |
149-20 |
| High |
147-23 |
148-04 |
0-13 |
0.3% |
149-26 |
| Low |
146-22 |
146-22 |
0-00 |
0.0% |
146-05 |
| Close |
147-04 |
147-24 |
0-20 |
0.4% |
147-18 |
| Range |
1-01 |
1-14 |
0-13 |
39.4% |
3-21 |
| ATR |
1-09 |
1-09 |
0-00 |
1.0% |
0-00 |
| Volume |
280,496 |
305,809 |
25,313 |
9.0% |
1,646,948 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-27 |
151-07 |
148-17 |
|
| R3 |
150-13 |
149-25 |
148-05 |
|
| R2 |
148-31 |
148-31 |
148-00 |
|
| R1 |
148-11 |
148-11 |
147-28 |
148-21 |
| PP |
147-17 |
147-17 |
147-17 |
147-22 |
| S1 |
146-29 |
146-29 |
147-20 |
147-07 |
| S2 |
146-03 |
146-03 |
147-16 |
|
| S3 |
144-21 |
145-15 |
147-11 |
|
| S4 |
143-07 |
144-01 |
146-31 |
|
|
| 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 |
148-06 |
146-05 |
2-01 |
1.4% |
1-12 |
0.9% |
78% |
False |
False |
341,423 |
| 10 |
150-07 |
146-05 |
4-02 |
2.7% |
1-11 |
0.9% |
39% |
False |
False |
331,518 |
| 20 |
150-09 |
146-05 |
4-04 |
2.8% |
1-07 |
0.8% |
39% |
False |
False |
316,904 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-10 |
0.9% |
44% |
False |
False |
320,707 |
| 60 |
153-05 |
144-15 |
8-22 |
5.9% |
1-10 |
0.9% |
38% |
False |
False |
217,476 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
33% |
False |
False |
163,234 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
33% |
False |
False |
130,648 |
| 120 |
154-17 |
142-00 |
12-17 |
8.5% |
1-07 |
0.8% |
46% |
False |
False |
108,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-08 |
|
2.618 |
151-28 |
|
1.618 |
150-14 |
|
1.000 |
149-18 |
|
0.618 |
149-00 |
|
HIGH |
148-04 |
|
0.618 |
147-18 |
|
0.500 |
147-13 |
|
0.382 |
147-08 |
|
LOW |
146-22 |
|
0.618 |
145-26 |
|
1.000 |
145-08 |
|
1.618 |
144-12 |
|
2.618 |
142-30 |
|
4.250 |
140-18 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-20 |
147-18 |
| PP |
147-17 |
147-11 |
| S1 |
147-13 |
147-05 |
|