ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 29-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2012 |
29-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
146-25 |
148-08 |
1-15 |
1.0% |
147-17 |
| High |
148-06 |
149-00 |
0-26 |
0.5% |
148-06 |
| Low |
146-19 |
148-02 |
1-15 |
1.0% |
146-02 |
| Close |
148-00 |
148-23 |
0-23 |
0.5% |
148-00 |
| Range |
1-19 |
0-30 |
-0-21 |
-41.2% |
2-04 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.6% |
0-00 |
| Volume |
355,821 |
102,764 |
-253,057 |
-71.1% |
1,680,852 |
|
| Daily Pivots for day following 29-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-13 |
151-00 |
149-08 |
|
| R3 |
150-15 |
150-02 |
148-31 |
|
| R2 |
149-17 |
149-17 |
148-28 |
|
| R1 |
149-04 |
149-04 |
148-26 |
149-10 |
| PP |
148-19 |
148-19 |
148-19 |
148-22 |
| S1 |
148-06 |
148-06 |
148-20 |
148-12 |
| S2 |
147-21 |
147-21 |
148-18 |
|
| S3 |
146-23 |
147-08 |
148-15 |
|
| S4 |
145-25 |
146-10 |
148-06 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
153-01 |
149-05 |
|
| R3 |
151-21 |
150-29 |
148-19 |
|
| R2 |
149-17 |
149-17 |
148-12 |
|
| R1 |
148-25 |
148-25 |
148-06 |
149-05 |
| PP |
147-13 |
147-13 |
147-13 |
147-20 |
| S1 |
146-21 |
146-21 |
147-26 |
147-01 |
| S2 |
145-09 |
145-09 |
147-20 |
|
| S3 |
143-05 |
144-17 |
147-13 |
|
| S4 |
141-01 |
142-13 |
146-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-00 |
146-02 |
2-30 |
2.0% |
1-06 |
0.8% |
90% |
True |
False |
300,624 |
| 10 |
149-15 |
146-02 |
3-13 |
2.3% |
1-09 |
0.9% |
78% |
False |
False |
321,047 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-07 |
0.8% |
64% |
False |
False |
304,271 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-10 |
0.9% |
57% |
False |
False |
323,648 |
| 60 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.8% |
57% |
False |
False |
237,395 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
42% |
False |
False |
178,168 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
42% |
False |
False |
142,610 |
| 120 |
154-17 |
143-00 |
11-17 |
7.8% |
1-08 |
0.8% |
50% |
False |
False |
118,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-00 |
|
2.618 |
151-15 |
|
1.618 |
150-17 |
|
1.000 |
149-30 |
|
0.618 |
149-19 |
|
HIGH |
149-00 |
|
0.618 |
148-21 |
|
0.500 |
148-17 |
|
0.382 |
148-13 |
|
LOW |
148-02 |
|
0.618 |
147-15 |
|
1.000 |
147-04 |
|
1.618 |
146-17 |
|
2.618 |
145-19 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 29-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-21 |
148-10 |
| PP |
148-19 |
147-30 |
| S1 |
148-17 |
147-17 |
|