ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 22-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2012 |
22-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
145-03 |
146-05 |
1-02 |
0.7% |
148-14 |
| High |
146-08 |
146-05 |
-0-03 |
-0.1% |
148-14 |
| Low |
145-00 |
145-11 |
0-11 |
0.2% |
144-27 |
| Close |
146-07 |
145-25 |
-0-14 |
-0.3% |
146-07 |
| Range |
1-08 |
0-26 |
-0-14 |
-35.0% |
3-19 |
| ATR |
1-00 |
1-00 |
0-00 |
-1.0% |
0-00 |
| Volume |
101 |
118 |
17 |
16.8% |
256 |
|
| Daily Pivots for day following 22-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-06 |
147-26 |
146-07 |
|
| R3 |
147-12 |
147-00 |
146-00 |
|
| R2 |
146-18 |
146-18 |
145-30 |
|
| R1 |
146-06 |
146-06 |
145-27 |
145-31 |
| PP |
145-24 |
145-24 |
145-24 |
145-21 |
| S1 |
145-12 |
145-12 |
145-23 |
145-05 |
| S2 |
144-30 |
144-30 |
145-20 |
|
| S3 |
144-04 |
144-18 |
145-18 |
|
| S4 |
143-10 |
143-24 |
145-11 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
155-11 |
148-06 |
|
| R3 |
153-22 |
151-24 |
147-07 |
|
| R2 |
150-03 |
150-03 |
146-28 |
|
| R1 |
148-05 |
148-05 |
146-18 |
147-10 |
| PP |
146-16 |
146-16 |
146-16 |
146-03 |
| S1 |
144-18 |
144-18 |
145-28 |
143-24 |
| S2 |
142-29 |
142-29 |
145-18 |
|
| S3 |
139-10 |
140-31 |
145-07 |
|
| S4 |
135-23 |
137-12 |
144-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-20 |
|
2.618 |
148-09 |
|
1.618 |
147-15 |
|
1.000 |
146-31 |
|
0.618 |
146-21 |
|
HIGH |
146-05 |
|
0.618 |
145-27 |
|
0.500 |
145-24 |
|
0.382 |
145-21 |
|
LOW |
145-11 |
|
0.618 |
144-27 |
|
1.000 |
144-17 |
|
1.618 |
144-01 |
|
2.618 |
143-07 |
|
4.250 |
141-28 |
|
|
| Fisher Pivots for day following 22-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-25 |
145-22 |
| PP |
145-24 |
145-20 |
| S1 |
145-24 |
145-18 |
|