ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-12 |
148-16 |
0-04 |
0.1% |
146-05 |
| High |
148-12 |
148-21 |
0-09 |
0.2% |
148-21 |
| Low |
147-28 |
147-31 |
0-03 |
0.1% |
146-05 |
| Close |
148-04 |
148-00 |
-0-04 |
-0.1% |
148-00 |
| Range |
0-16 |
0-22 |
0-06 |
37.5% |
2-16 |
| ATR |
|
|
|
|
|
| Volume |
12 |
17 |
5 |
41.7% |
61 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-09 |
149-26 |
148-12 |
|
| R3 |
149-19 |
149-04 |
148-06 |
|
| R2 |
148-29 |
148-29 |
148-04 |
|
| R1 |
148-14 |
148-14 |
148-02 |
148-10 |
| PP |
148-07 |
148-07 |
148-07 |
148-05 |
| S1 |
147-24 |
147-24 |
147-30 |
147-20 |
| S2 |
147-17 |
147-17 |
147-28 |
|
| S3 |
146-27 |
147-02 |
147-26 |
|
| S4 |
146-05 |
146-12 |
147-20 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-03 |
154-02 |
149-12 |
|
| R3 |
152-19 |
151-18 |
148-22 |
|
| R2 |
150-03 |
150-03 |
148-15 |
|
| R1 |
149-02 |
149-02 |
148-07 |
149-18 |
| PP |
147-19 |
147-19 |
147-19 |
147-28 |
| S1 |
146-18 |
146-18 |
147-25 |
147-02 |
| S2 |
145-03 |
145-03 |
147-17 |
|
| S3 |
142-19 |
144-02 |
147-10 |
|
| S4 |
140-03 |
141-18 |
146-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-18 |
|
2.618 |
150-15 |
|
1.618 |
149-25 |
|
1.000 |
149-11 |
|
0.618 |
149-03 |
|
HIGH |
148-21 |
|
0.618 |
148-13 |
|
0.500 |
148-10 |
|
0.382 |
148-07 |
|
LOW |
147-31 |
|
0.618 |
147-17 |
|
1.000 |
147-09 |
|
1.618 |
146-27 |
|
2.618 |
146-05 |
|
4.250 |
145-02 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-10 |
148-00 |
| PP |
148-07 |
148-00 |
| S1 |
148-03 |
148-00 |
|