ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 16-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
148-14 |
147-10 |
-1-04 |
-0.8% |
146-00 |
High |
148-14 |
147-10 |
-1-04 |
-0.8% |
148-23 |
Low |
147-23 |
146-26 |
-0-29 |
-0.6% |
146-00 |
Close |
148-02 |
146-26 |
-1-08 |
-0.8% |
148-07 |
Range |
0-23 |
0-16 |
-0-07 |
-30.4% |
2-23 |
ATR |
0-29 |
0-30 |
0-01 |
2.6% |
0-00 |
Volume |
41 |
24 |
-17 |
-41.5% |
128 |
|
Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-15 |
148-05 |
147-03 |
|
R3 |
147-31 |
147-21 |
146-30 |
|
R2 |
147-15 |
147-15 |
146-29 |
|
R1 |
147-05 |
147-05 |
146-27 |
147-02 |
PP |
146-31 |
146-31 |
146-31 |
146-30 |
S1 |
146-21 |
146-21 |
146-25 |
146-18 |
S2 |
146-15 |
146-15 |
146-23 |
|
S3 |
145-31 |
146-05 |
146-22 |
|
S4 |
145-15 |
145-21 |
146-17 |
|
|
Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-26 |
154-23 |
149-23 |
|
R3 |
153-03 |
152-00 |
148-31 |
|
R2 |
150-12 |
150-12 |
148-23 |
|
R1 |
149-09 |
149-09 |
148-15 |
149-26 |
PP |
147-21 |
147-21 |
147-21 |
147-29 |
S1 |
146-18 |
146-18 |
147-31 |
147-04 |
S2 |
144-30 |
144-30 |
147-23 |
|
S3 |
142-07 |
143-27 |
147-15 |
|
S4 |
139-16 |
141-04 |
146-23 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
149-14 |
2.618 |
148-20 |
1.618 |
148-04 |
1.000 |
147-26 |
0.618 |
147-20 |
HIGH |
147-10 |
0.618 |
147-04 |
0.500 |
147-02 |
0.382 |
147-00 |
LOW |
146-26 |
0.618 |
146-16 |
1.000 |
146-10 |
1.618 |
146-00 |
2.618 |
145-16 |
4.250 |
144-22 |
|
|
Fisher Pivots for day following 16-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
147-02 |
147-24 |
PP |
146-31 |
147-14 |
S1 |
146-29 |
147-04 |
|