ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 05-Nov-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2012 |
05-Nov-2012 |
Change |
Change % |
Previous Week |
| Open |
147-09 |
147-08 |
-0-01 |
0.0% |
147-00 |
| High |
147-09 |
148-02 |
0-25 |
0.5% |
148-00 |
| Low |
146-08 |
147-04 |
0-28 |
0.6% |
146-08 |
| Close |
147-02 |
147-29 |
0-27 |
0.6% |
147-02 |
| Range |
1-01 |
0-30 |
-0-03 |
-9.1% |
1-24 |
| ATR |
1-00 |
1-00 |
0-00 |
0.1% |
0-00 |
| Volume |
615 |
274 |
-341 |
-55.4% |
1,369 |
|
| Daily Pivots for day following 05-Nov-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-16 |
150-05 |
148-14 |
|
| R3 |
149-18 |
149-07 |
148-05 |
|
| R2 |
148-20 |
148-20 |
148-02 |
|
| R1 |
148-09 |
148-09 |
148-00 |
148-14 |
| PP |
147-22 |
147-22 |
147-22 |
147-25 |
| S1 |
147-11 |
147-11 |
147-26 |
147-16 |
| S2 |
146-24 |
146-24 |
147-24 |
|
| S3 |
145-26 |
146-13 |
147-21 |
|
| S4 |
144-28 |
145-15 |
147-12 |
|
|
| 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 |
152-02 |
|
2.618 |
150-17 |
|
1.618 |
149-19 |
|
1.000 |
149-00 |
|
0.618 |
148-21 |
|
HIGH |
148-02 |
|
0.618 |
147-23 |
|
0.500 |
147-19 |
|
0.382 |
147-15 |
|
LOW |
147-04 |
|
0.618 |
146-17 |
|
1.000 |
146-06 |
|
1.618 |
145-19 |
|
2.618 |
144-21 |
|
4.250 |
143-04 |
|
|
| Fisher Pivots for day following 05-Nov-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-26 |
147-21 |
| PP |
147-22 |
147-13 |
| S1 |
147-19 |
147-05 |
|