ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 05-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2012 |
05-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
147-27 |
147-07 |
-0-20 |
-0.4% |
148-12 |
High |
148-01 |
147-07 |
-0-26 |
-0.5% |
148-22 |
Low |
147-14 |
146-04 |
-1-10 |
-0.9% |
146-04 |
Close |
147-14 |
146-04 |
-1-10 |
-0.9% |
146-04 |
Range |
0-19 |
1-03 |
0-16 |
84.2% |
2-18 |
ATR |
0-28 |
0-29 |
0-01 |
3.7% |
0-00 |
Volume |
3 |
19 |
16 |
533.3% |
47 |
|
Daily Pivots for day following 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-25 |
149-01 |
146-23 |
|
R3 |
148-22 |
147-30 |
146-14 |
|
R2 |
147-19 |
147-19 |
146-10 |
|
R1 |
146-27 |
146-27 |
146-07 |
146-22 |
PP |
146-16 |
146-16 |
146-16 |
146-13 |
S1 |
145-24 |
145-24 |
146-01 |
145-18 |
S2 |
145-13 |
145-13 |
145-30 |
|
S3 |
144-10 |
144-21 |
145-26 |
|
S4 |
143-07 |
143-18 |
145-17 |
|
|
Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-21 |
152-31 |
147-17 |
|
R3 |
152-03 |
150-13 |
146-27 |
|
R2 |
149-17 |
149-17 |
146-19 |
|
R1 |
147-27 |
147-27 |
146-12 |
147-13 |
PP |
146-31 |
146-31 |
146-31 |
146-24 |
S1 |
145-09 |
145-09 |
145-28 |
144-27 |
S2 |
144-13 |
144-13 |
145-21 |
|
S3 |
141-27 |
142-23 |
145-13 |
|
S4 |
139-09 |
140-05 |
144-23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-28 |
2.618 |
150-03 |
1.618 |
149-00 |
1.000 |
148-10 |
0.618 |
147-29 |
HIGH |
147-07 |
0.618 |
146-26 |
0.500 |
146-22 |
0.382 |
146-17 |
LOW |
146-04 |
0.618 |
145-14 |
1.000 |
145-01 |
1.618 |
144-11 |
2.618 |
143-08 |
4.250 |
141-15 |
|
|
Fisher Pivots for day following 05-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
146-22 |
147-13 |
PP |
146-16 |
146-31 |
S1 |
146-10 |
146-18 |
|