ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 16-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2012 |
16-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
149-20 |
149-13 |
-0-07 |
-0.1% |
147-11 |
| High |
149-26 |
149-15 |
-0-11 |
-0.2% |
150-07 |
| Low |
149-00 |
148-01 |
-0-31 |
-0.7% |
147-10 |
| Close |
149-14 |
148-06 |
-1-08 |
-0.8% |
149-18 |
| Range |
0-26 |
1-14 |
0-20 |
76.9% |
2-29 |
| ATR |
1-07 |
1-08 |
0-00 |
1.2% |
0-00 |
| Volume |
220,089 |
306,049 |
85,960 |
39.1% |
1,405,984 |
|
| Daily Pivots for day following 16-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-28 |
151-31 |
148-31 |
|
| R3 |
151-14 |
150-17 |
148-19 |
|
| R2 |
150-00 |
150-00 |
148-14 |
|
| R1 |
149-03 |
149-03 |
148-10 |
148-26 |
| PP |
148-18 |
148-18 |
148-18 |
148-14 |
| S1 |
147-21 |
147-21 |
148-02 |
147-12 |
| S2 |
147-04 |
147-04 |
147-30 |
|
| S3 |
145-22 |
146-07 |
147-25 |
|
| S4 |
144-08 |
144-25 |
147-13 |
|
|
| Weekly Pivots for week ending 12-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-24 |
156-18 |
151-05 |
|
| R3 |
154-27 |
153-21 |
150-12 |
|
| R2 |
151-30 |
151-30 |
150-03 |
|
| R1 |
150-24 |
150-24 |
149-27 |
151-11 |
| PP |
149-01 |
149-01 |
149-01 |
149-10 |
| S1 |
147-27 |
147-27 |
149-09 |
148-14 |
| S2 |
146-04 |
146-04 |
149-01 |
|
| S3 |
143-07 |
144-30 |
148-24 |
|
| S4 |
140-10 |
142-01 |
147-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-07 |
147-15 |
2-24 |
1.9% |
1-10 |
0.9% |
26% |
False |
False |
321,613 |
| 10 |
150-07 |
147-10 |
2-29 |
2.0% |
1-07 |
0.8% |
30% |
False |
False |
293,345 |
| 20 |
150-09 |
145-19 |
4-22 |
3.2% |
1-05 |
0.8% |
55% |
False |
False |
303,103 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-09 |
0.9% |
50% |
False |
False |
282,788 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-10 |
0.9% |
37% |
False |
False |
189,105 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-07 |
0.8% |
37% |
False |
False |
141,926 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
37% |
False |
False |
113,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-18 |
|
2.618 |
153-07 |
|
1.618 |
151-25 |
|
1.000 |
150-29 |
|
0.618 |
150-11 |
|
HIGH |
149-15 |
|
0.618 |
148-29 |
|
0.500 |
148-24 |
|
0.382 |
148-19 |
|
LOW |
148-01 |
|
0.618 |
147-05 |
|
1.000 |
146-19 |
|
1.618 |
145-23 |
|
2.618 |
144-09 |
|
4.250 |
141-30 |
|
|
| Fisher Pivots for day following 16-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-24 |
149-04 |
| PP |
148-18 |
148-26 |
| S1 |
148-12 |
148-16 |
|