ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 04-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2012 |
04-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-22 |
147-27 |
-0-27 |
-0.6% |
146-05 |
| High |
148-22 |
148-01 |
-0-21 |
-0.4% |
148-21 |
| Low |
148-10 |
147-14 |
-0-28 |
-0.6% |
146-05 |
| Close |
148-10 |
147-14 |
-0-28 |
-0.6% |
148-00 |
| Range |
0-12 |
0-19 |
0-07 |
58.3% |
2-16 |
| ATR |
0-28 |
0-28 |
0-00 |
0.1% |
0-00 |
| Volume |
6 |
3 |
-3 |
-50.0% |
61 |
|
| Daily Pivots for day following 04-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
149-01 |
147-24 |
|
| R3 |
148-26 |
148-14 |
147-19 |
|
| R2 |
148-07 |
148-07 |
147-17 |
|
| R1 |
147-27 |
147-27 |
147-16 |
147-24 |
| PP |
147-20 |
147-20 |
147-20 |
147-19 |
| S1 |
147-08 |
147-08 |
147-12 |
147-04 |
| S2 |
147-01 |
147-01 |
147-11 |
|
| S3 |
146-14 |
146-21 |
147-09 |
|
| S4 |
145-27 |
146-02 |
147-04 |
|
|
| 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 |
150-18 |
|
2.618 |
149-19 |
|
1.618 |
149-00 |
|
1.000 |
148-20 |
|
0.618 |
148-13 |
|
HIGH |
148-01 |
|
0.618 |
147-26 |
|
0.500 |
147-24 |
|
0.382 |
147-21 |
|
LOW |
147-14 |
|
0.618 |
147-02 |
|
1.000 |
146-27 |
|
1.618 |
146-15 |
|
2.618 |
145-28 |
|
4.250 |
144-29 |
|
|
| Fisher Pivots for day following 04-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
148-02 |
| PP |
147-20 |
147-27 |
| S1 |
147-17 |
147-21 |
|