ECBOT 30 Year Treasury Bond Future March 2013
Trading Metrics calculated at close of trading on 24-Oct-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2012 |
24-Oct-2012 |
Change |
Change % |
Previous Week |
Open |
145-23 |
146-06 |
0-15 |
0.3% |
148-14 |
High |
146-22 |
146-08 |
-0-14 |
-0.3% |
148-14 |
Low |
145-23 |
145-27 |
0-04 |
0.1% |
144-27 |
Close |
146-13 |
146-04 |
-0-09 |
-0.2% |
146-07 |
Range |
0-31 |
0-13 |
-0-18 |
-58.1% |
3-19 |
ATR |
1-00 |
0-31 |
-0-01 |
-3.1% |
0-00 |
Volume |
120 |
306 |
186 |
155.0% |
256 |
|
Daily Pivots for day following 24-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-09 |
147-04 |
146-11 |
|
R3 |
146-28 |
146-23 |
146-08 |
|
R2 |
146-15 |
146-15 |
146-06 |
|
R1 |
146-10 |
146-10 |
146-05 |
146-06 |
PP |
146-02 |
146-02 |
146-02 |
146-00 |
S1 |
145-29 |
145-29 |
146-03 |
145-25 |
S2 |
145-21 |
145-21 |
146-02 |
|
S3 |
145-08 |
145-16 |
146-00 |
|
S4 |
144-27 |
145-03 |
145-29 |
|
|
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 |
147-31 |
2.618 |
147-10 |
1.618 |
146-29 |
1.000 |
146-21 |
0.618 |
146-16 |
HIGH |
146-08 |
0.618 |
146-03 |
0.500 |
146-02 |
0.382 |
146-00 |
LOW |
145-27 |
0.618 |
145-19 |
1.000 |
145-14 |
1.618 |
145-06 |
2.618 |
144-25 |
4.250 |
144-04 |
|
|
Fisher Pivots for day following 24-Oct-2012 |
Pivot |
1 day |
3 day |
R1 |
146-03 |
146-03 |
PP |
146-02 |
146-02 |
S1 |
146-02 |
146-00 |
|