ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 25-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2012 |
25-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-26 |
147-08 |
-0-18 |
-0.4% |
149-20 |
| High |
147-29 |
147-09 |
-0-20 |
-0.4% |
149-26 |
| Low |
147-03 |
146-02 |
-1-01 |
-0.7% |
146-05 |
| Close |
147-15 |
146-23 |
-0-24 |
-0.5% |
147-18 |
| Range |
0-26 |
1-07 |
0-13 |
50.0% |
3-21 |
| ATR |
1-08 |
1-08 |
0-00 |
0.9% |
0-00 |
| Volume |
325,152 |
413,574 |
88,422 |
27.2% |
1,646,948 |
|
| Daily Pivots for day following 25-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
149-24 |
147-12 |
|
| R3 |
149-04 |
148-17 |
147-02 |
|
| R2 |
147-29 |
147-29 |
146-30 |
|
| R1 |
147-10 |
147-10 |
146-27 |
147-00 |
| PP |
146-22 |
146-22 |
146-22 |
146-17 |
| S1 |
146-03 |
146-03 |
146-19 |
145-25 |
| S2 |
145-15 |
145-15 |
146-16 |
|
| S3 |
144-08 |
144-28 |
146-12 |
|
| S4 |
143-01 |
143-21 |
146-02 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-26 |
156-27 |
149-18 |
|
| R3 |
155-05 |
153-06 |
148-18 |
|
| R2 |
151-16 |
151-16 |
148-07 |
|
| R1 |
149-17 |
149-17 |
147-29 |
148-22 |
| PP |
147-27 |
147-27 |
147-27 |
147-14 |
| S1 |
145-28 |
145-28 |
147-07 |
145-01 |
| S2 |
144-06 |
144-06 |
146-29 |
|
| S3 |
140-17 |
142-07 |
146-18 |
|
| S4 |
136-28 |
138-18 |
145-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-04 |
146-02 |
2-02 |
1.4% |
1-06 |
0.8% |
32% |
False |
True |
327,009 |
| 10 |
150-07 |
146-02 |
4-05 |
2.8% |
1-08 |
0.9% |
16% |
False |
True |
331,273 |
| 20 |
150-09 |
146-02 |
4-07 |
2.9% |
1-06 |
0.8% |
16% |
False |
True |
319,971 |
| 40 |
151-29 |
144-15 |
7-14 |
5.1% |
1-10 |
0.9% |
30% |
False |
False |
325,659 |
| 60 |
153-05 |
144-15 |
8-22 |
5.9% |
1-09 |
0.9% |
26% |
False |
False |
229,771 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-08 |
0.8% |
22% |
False |
False |
172,445 |
| 100 |
154-17 |
144-15 |
10-02 |
6.9% |
1-09 |
0.9% |
22% |
False |
False |
138,031 |
| 120 |
154-17 |
143-00 |
11-17 |
7.9% |
1-07 |
0.8% |
32% |
False |
False |
115,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-15 |
|
2.618 |
150-15 |
|
1.618 |
149-08 |
|
1.000 |
148-16 |
|
0.618 |
148-01 |
|
HIGH |
147-09 |
|
0.618 |
146-26 |
|
0.500 |
146-22 |
|
0.382 |
146-17 |
|
LOW |
146-02 |
|
0.618 |
145-10 |
|
1.000 |
144-27 |
|
1.618 |
144-03 |
|
2.618 |
142-28 |
|
4.250 |
140-28 |
|
|
| Fisher Pivots for day following 25-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-22 |
147-03 |
| PP |
146-22 |
146-31 |
| S1 |
146-22 |
146-27 |
|