ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 09-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2012 |
09-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-11 |
148-08 |
0-29 |
0.6% |
149-11 |
| High |
148-11 |
148-14 |
0-03 |
0.1% |
150-06 |
| Low |
147-10 |
147-21 |
0-11 |
0.2% |
147-11 |
| Close |
148-08 |
147-31 |
-0-09 |
-0.2% |
147-16 |
| Range |
1-01 |
0-25 |
-0-08 |
-24.2% |
2-27 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.7% |
0-00 |
| Volume |
51,279 |
272,777 |
221,498 |
431.9% |
1,617,090 |
|
| Daily Pivots for day following 09-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
149-30 |
148-13 |
|
| R3 |
149-19 |
149-05 |
148-06 |
|
| R2 |
148-26 |
148-26 |
148-04 |
|
| R1 |
148-12 |
148-12 |
148-01 |
148-06 |
| PP |
148-01 |
148-01 |
148-01 |
147-30 |
| S1 |
147-19 |
147-19 |
147-29 |
147-14 |
| S2 |
147-08 |
147-08 |
147-26 |
|
| S3 |
146-15 |
146-26 |
147-24 |
|
| S4 |
145-22 |
146-01 |
147-17 |
|
|
| Weekly Pivots for week ending 05-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-28 |
155-01 |
149-02 |
|
| R3 |
154-01 |
152-06 |
148-09 |
|
| R2 |
151-06 |
151-06 |
148-01 |
|
| R1 |
149-11 |
149-11 |
147-24 |
148-27 |
| PP |
148-11 |
148-11 |
148-11 |
148-03 |
| S1 |
146-16 |
146-16 |
147-08 |
146-00 |
| S2 |
145-16 |
145-16 |
146-31 |
|
| S3 |
142-21 |
143-21 |
146-23 |
|
| S4 |
139-26 |
140-26 |
145-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-06 |
147-10 |
2-28 |
1.9% |
1-04 |
0.8% |
23% |
False |
False |
265,078 |
| 10 |
150-09 |
147-10 |
2-31 |
2.0% |
1-02 |
0.7% |
22% |
False |
False |
302,291 |
| 20 |
150-09 |
144-15 |
5-26 |
3.9% |
1-09 |
0.9% |
60% |
False |
False |
321,141 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
47% |
False |
False |
243,075 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
35% |
False |
False |
162,328 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
35% |
False |
False |
121,843 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
35% |
False |
False |
97,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
150-15 |
|
1.618 |
149-22 |
|
1.000 |
149-07 |
|
0.618 |
148-29 |
|
HIGH |
148-14 |
|
0.618 |
148-04 |
|
0.500 |
148-02 |
|
0.382 |
147-31 |
|
LOW |
147-21 |
|
0.618 |
147-06 |
|
1.000 |
146-28 |
|
1.618 |
146-13 |
|
2.618 |
145-20 |
|
4.250 |
144-11 |
|
|
| Fisher Pivots for day following 09-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-02 |
148-05 |
| PP |
148-01 |
148-03 |
| S1 |
148-00 |
148-01 |
|