ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
147-08 |
146-25 |
-0-15 |
-0.3% |
147-17 |
| High |
147-09 |
148-06 |
0-29 |
0.6% |
148-06 |
| Low |
146-02 |
146-19 |
0-17 |
0.4% |
146-02 |
| Close |
146-23 |
148-00 |
1-09 |
0.9% |
148-00 |
| Range |
1-07 |
1-19 |
0-12 |
30.8% |
2-04 |
| ATR |
1-08 |
1-09 |
0-01 |
1.9% |
0-00 |
| Volume |
413,574 |
355,821 |
-57,753 |
-14.0% |
1,680,852 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-12 |
151-25 |
148-28 |
|
| R3 |
150-25 |
150-06 |
148-14 |
|
| R2 |
149-06 |
149-06 |
148-09 |
|
| R1 |
148-19 |
148-19 |
148-05 |
148-28 |
| PP |
147-19 |
147-19 |
147-19 |
147-24 |
| S1 |
147-00 |
147-00 |
147-27 |
147-10 |
| S2 |
146-00 |
146-00 |
147-23 |
|
| S3 |
144-13 |
145-13 |
147-18 |
|
| S4 |
142-26 |
143-26 |
147-04 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
153-01 |
149-05 |
|
| R3 |
151-21 |
150-29 |
148-19 |
|
| R2 |
149-17 |
149-17 |
148-12 |
|
| R1 |
148-25 |
148-25 |
148-06 |
149-05 |
| PP |
147-13 |
147-13 |
147-13 |
147-20 |
| S1 |
146-21 |
146-21 |
147-26 |
147-01 |
| S2 |
145-09 |
145-09 |
147-20 |
|
| S3 |
143-05 |
144-17 |
147-13 |
|
| S4 |
141-01 |
142-13 |
146-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-06 |
146-02 |
2-04 |
1.4% |
1-07 |
0.8% |
91% |
True |
False |
336,170 |
| 10 |
149-26 |
146-02 |
3-24 |
2.5% |
1-09 |
0.9% |
52% |
False |
False |
332,780 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-07 |
0.8% |
47% |
False |
False |
317,543 |
| 40 |
151-29 |
144-15 |
7-14 |
5.0% |
1-10 |
0.9% |
47% |
False |
False |
330,939 |
| 60 |
152-15 |
144-15 |
8-00 |
5.4% |
1-09 |
0.9% |
44% |
False |
False |
235,694 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
35% |
False |
False |
176,885 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.9% |
35% |
False |
False |
141,584 |
| 120 |
154-17 |
143-00 |
11-17 |
7.8% |
1-08 |
0.8% |
43% |
False |
False |
118,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-31 |
|
2.618 |
152-12 |
|
1.618 |
150-25 |
|
1.000 |
149-25 |
|
0.618 |
149-06 |
|
HIGH |
148-06 |
|
0.618 |
147-19 |
|
0.500 |
147-12 |
|
0.382 |
147-06 |
|
LOW |
146-19 |
|
0.618 |
145-19 |
|
1.000 |
145-00 |
|
1.618 |
144-00 |
|
2.618 |
142-13 |
|
4.250 |
139-26 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-26 |
147-23 |
| PP |
147-19 |
147-13 |
| S1 |
147-12 |
147-04 |
|