ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 08-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2012 |
08-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-07 |
146-00 |
-1-07 |
-0.8% |
148-12 |
| High |
147-07 |
146-29 |
-0-10 |
-0.2% |
148-22 |
| Low |
146-04 |
146-00 |
-0-04 |
-0.1% |
146-04 |
| Close |
146-04 |
146-28 |
0-24 |
0.5% |
146-04 |
| Range |
1-03 |
0-29 |
-0-06 |
-17.1% |
2-18 |
| ATR |
0-29 |
0-29 |
0-00 |
0.1% |
0-00 |
| Volume |
19 |
39 |
20 |
105.3% |
47 |
|
| Daily Pivots for day following 08-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-10 |
149-00 |
147-12 |
|
| R3 |
148-13 |
148-03 |
147-04 |
|
| R2 |
147-16 |
147-16 |
147-01 |
|
| R1 |
147-06 |
147-06 |
146-31 |
147-11 |
| PP |
146-19 |
146-19 |
146-19 |
146-22 |
| S1 |
146-09 |
146-09 |
146-25 |
146-14 |
| S2 |
145-22 |
145-22 |
146-23 |
|
| S3 |
144-25 |
145-12 |
146-20 |
|
| S4 |
143-28 |
144-15 |
146-12 |
|
|
| 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 |
150-24 |
|
2.618 |
149-09 |
|
1.618 |
148-12 |
|
1.000 |
147-26 |
|
0.618 |
147-15 |
|
HIGH |
146-29 |
|
0.618 |
146-18 |
|
0.500 |
146-14 |
|
0.382 |
146-11 |
|
LOW |
146-00 |
|
0.618 |
145-14 |
|
1.000 |
145-03 |
|
1.618 |
144-17 |
|
2.618 |
143-20 |
|
4.250 |
142-05 |
|
|
| Fisher Pivots for day following 08-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-24 |
147-00 |
| PP |
146-19 |
146-31 |
| S1 |
146-14 |
146-30 |
|