ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 18-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2012 |
18-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
146-20 |
145-05 |
-1-15 |
-1.0% |
146-00 |
High |
146-20 |
145-26 |
-0-26 |
-0.6% |
148-23 |
Low |
145-04 |
144-27 |
-0-09 |
-0.2% |
146-00 |
Close |
145-09 |
145-01 |
-0-08 |
-0.2% |
148-07 |
Range |
1-16 |
0-31 |
-0-17 |
-35.4% |
2-23 |
ATR |
1-00 |
1-00 |
0-00 |
-0.2% |
0-00 |
Volume |
38 |
52 |
14 |
36.8% |
128 |
|
Daily Pivots for day following 18-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-04 |
147-18 |
145-18 |
|
R3 |
147-05 |
146-19 |
145-10 |
|
R2 |
146-06 |
146-06 |
145-07 |
|
R1 |
145-20 |
145-20 |
145-04 |
145-14 |
PP |
145-07 |
145-07 |
145-07 |
145-04 |
S1 |
144-21 |
144-21 |
144-30 |
144-14 |
S2 |
144-08 |
144-08 |
144-27 |
|
S3 |
143-09 |
143-22 |
144-24 |
|
S4 |
142-10 |
142-23 |
144-16 |
|
|
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 |
149-30 |
2.618 |
148-11 |
1.618 |
147-12 |
1.000 |
146-25 |
0.618 |
146-13 |
HIGH |
145-26 |
0.618 |
145-14 |
0.500 |
145-10 |
0.382 |
145-07 |
LOW |
144-27 |
0.618 |
144-08 |
1.000 |
143-28 |
1.618 |
143-09 |
2.618 |
142-10 |
4.250 |
140-23 |
|
|
Fisher Pivots for day following 18-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
145-10 |
146-02 |
PP |
145-07 |
145-23 |
S1 |
145-04 |
145-12 |
|