ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 02-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2012 |
02-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
147-23 |
147-09 |
-0-14 |
-0.3% |
147-00 |
| High |
147-23 |
147-09 |
-0-14 |
-0.3% |
148-00 |
| Low |
146-28 |
146-08 |
-0-20 |
-0.4% |
146-08 |
| Close |
147-08 |
147-02 |
-0-06 |
-0.1% |
147-02 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
1-24 |
| ATR |
1-00 |
1-00 |
0-00 |
0.3% |
0-00 |
| Volume |
630 |
615 |
-15 |
-2.4% |
1,369 |
|
| Daily Pivots for day following 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-31 |
149-17 |
147-20 |
|
| R3 |
148-30 |
148-16 |
147-11 |
|
| R2 |
147-29 |
147-29 |
147-08 |
|
| R1 |
147-15 |
147-15 |
147-05 |
147-06 |
| PP |
146-28 |
146-28 |
146-28 |
146-23 |
| S1 |
146-14 |
146-14 |
146-31 |
146-04 |
| S2 |
145-27 |
145-27 |
146-28 |
|
| S3 |
144-26 |
145-13 |
146-25 |
|
| S4 |
143-25 |
144-12 |
146-16 |
|
|
| Weekly Pivots for week ending 02-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-11 |
151-15 |
148-01 |
|
| R3 |
150-19 |
149-23 |
147-17 |
|
| R2 |
148-27 |
148-27 |
147-12 |
|
| R1 |
147-31 |
147-31 |
147-07 |
148-13 |
| PP |
147-03 |
147-03 |
147-03 |
147-10 |
| S1 |
146-07 |
146-07 |
146-29 |
146-21 |
| S2 |
145-11 |
145-11 |
146-24 |
|
| S3 |
143-19 |
144-15 |
146-19 |
|
| S4 |
141-27 |
142-23 |
146-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-21 |
|
2.618 |
149-31 |
|
1.618 |
148-30 |
|
1.000 |
148-10 |
|
0.618 |
147-29 |
|
HIGH |
147-09 |
|
0.618 |
146-28 |
|
0.500 |
146-24 |
|
0.382 |
146-21 |
|
LOW |
146-08 |
|
0.618 |
145-20 |
|
1.000 |
145-07 |
|
1.618 |
144-19 |
|
2.618 |
143-18 |
|
4.250 |
141-28 |
|
|
| Fisher Pivots for day following 02-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-31 |
147-04 |
| PP |
146-28 |
147-03 |
| S1 |
146-24 |
147-03 |
|