ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 17-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2012 |
17-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
147-10 |
146-20 |
-0-22 |
-0.5% |
146-00 |
High |
147-10 |
146-20 |
-0-22 |
-0.5% |
148-23 |
Low |
146-26 |
145-04 |
-1-22 |
-1.1% |
146-00 |
Close |
146-26 |
145-09 |
-1-17 |
-1.0% |
148-07 |
Range |
0-16 |
1-16 |
1-00 |
200.0% |
2-23 |
ATR |
0-30 |
1-00 |
0-02 |
5.6% |
0-00 |
Volume |
24 |
38 |
14 |
58.3% |
128 |
|
Daily Pivots for day following 17-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-06 |
149-07 |
146-03 |
|
R3 |
148-22 |
147-23 |
145-22 |
|
R2 |
147-06 |
147-06 |
145-18 |
|
R1 |
146-07 |
146-07 |
145-13 |
145-30 |
PP |
145-22 |
145-22 |
145-22 |
145-17 |
S1 |
144-23 |
144-23 |
145-05 |
144-14 |
S2 |
144-06 |
144-06 |
145-00 |
|
S3 |
142-22 |
143-07 |
144-28 |
|
S4 |
141-06 |
141-23 |
144-15 |
|
|
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 |
153-00 |
2.618 |
150-18 |
1.618 |
149-02 |
1.000 |
148-04 |
0.618 |
147-18 |
HIGH |
146-20 |
0.618 |
146-02 |
0.500 |
145-28 |
0.382 |
145-22 |
LOW |
145-04 |
0.618 |
144-06 |
1.000 |
143-20 |
1.618 |
142-22 |
2.618 |
141-06 |
4.250 |
138-24 |
|
|
Fisher Pivots for day following 17-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
145-28 |
146-25 |
PP |
145-22 |
146-09 |
S1 |
145-15 |
145-25 |
|