ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 03-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2012 |
03-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-28 |
148-22 |
0-26 |
0.5% |
146-05 |
| High |
148-17 |
148-22 |
0-05 |
0.1% |
148-21 |
| Low |
147-28 |
148-10 |
0-14 |
0.3% |
146-05 |
| Close |
148-17 |
148-10 |
-0-07 |
-0.1% |
148-00 |
| Range |
0-21 |
0-12 |
-0-09 |
-42.9% |
2-16 |
| ATR |
0-29 |
0-28 |
-0-01 |
-4.2% |
0-00 |
| Volume |
10 |
6 |
-4 |
-40.0% |
61 |
|
| Daily Pivots for day following 03-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-18 |
149-10 |
148-17 |
|
| R3 |
149-06 |
148-30 |
148-13 |
|
| R2 |
148-26 |
148-26 |
148-12 |
|
| R1 |
148-18 |
148-18 |
148-11 |
148-16 |
| PP |
148-14 |
148-14 |
148-14 |
148-13 |
| S1 |
148-06 |
148-06 |
148-09 |
148-04 |
| S2 |
148-02 |
148-02 |
148-08 |
|
| S3 |
147-22 |
147-26 |
148-07 |
|
| S4 |
147-10 |
147-14 |
148-03 |
|
|
| 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 |
150-09 |
|
2.618 |
149-21 |
|
1.618 |
149-09 |
|
1.000 |
149-02 |
|
0.618 |
148-29 |
|
HIGH |
148-22 |
|
0.618 |
148-17 |
|
0.500 |
148-16 |
|
0.382 |
148-15 |
|
LOW |
148-10 |
|
0.618 |
148-03 |
|
1.000 |
147-30 |
|
1.618 |
147-23 |
|
2.618 |
147-11 |
|
4.250 |
146-23 |
|
|
| Fisher Pivots for day following 03-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-16 |
148-10 |
| PP |
148-14 |
148-09 |
| S1 |
148-12 |
148-08 |
|