ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 30-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2012 |
30-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-08 |
148-25 |
0-17 |
0.4% |
147-17 |
| High |
149-00 |
149-04 |
0-04 |
0.1% |
148-06 |
| Low |
148-02 |
148-11 |
0-09 |
0.2% |
146-02 |
| Close |
148-23 |
148-20 |
-0-03 |
-0.1% |
148-00 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
2-04 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.7% |
0-00 |
| Volume |
102,764 |
66,431 |
-36,333 |
-35.4% |
1,680,852 |
|
| Daily Pivots for day following 30-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-01 |
150-20 |
149-02 |
|
| R3 |
150-08 |
149-27 |
148-27 |
|
| R2 |
149-15 |
149-15 |
148-25 |
|
| R1 |
149-02 |
149-02 |
148-22 |
148-28 |
| PP |
148-22 |
148-22 |
148-22 |
148-20 |
| S1 |
148-09 |
148-09 |
148-18 |
148-03 |
| S2 |
147-29 |
147-29 |
148-15 |
|
| S3 |
147-04 |
147-16 |
148-13 |
|
| S4 |
146-11 |
146-23 |
148-06 |
|
|
| 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 |
149-04 |
146-02 |
3-02 |
2.1% |
1-02 |
0.7% |
84% |
True |
False |
252,748 |
| 10 |
149-04 |
146-02 |
3-02 |
2.1% |
1-07 |
0.8% |
84% |
True |
False |
297,085 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-07 |
0.8% |
62% |
False |
False |
295,215 |
| 40 |
151-24 |
144-15 |
7-09 |
4.9% |
1-09 |
0.9% |
57% |
False |
False |
316,424 |
| 60 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.8% |
56% |
False |
False |
238,484 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
41% |
False |
False |
178,992 |
| 100 |
154-17 |
144-15 |
10-02 |
6.8% |
1-08 |
0.8% |
41% |
False |
False |
143,273 |
| 120 |
154-17 |
144-00 |
10-17 |
7.1% |
1-08 |
0.8% |
44% |
False |
False |
119,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-14 |
|
2.618 |
151-05 |
|
1.618 |
150-12 |
|
1.000 |
149-29 |
|
0.618 |
149-19 |
|
HIGH |
149-04 |
|
0.618 |
148-26 |
|
0.500 |
148-24 |
|
0.382 |
148-21 |
|
LOW |
148-11 |
|
0.618 |
147-28 |
|
1.000 |
147-18 |
|
1.618 |
147-03 |
|
2.618 |
146-10 |
|
4.250 |
145-01 |
|
|
| Fisher Pivots for day following 30-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-24 |
148-12 |
| PP |
148-22 |
148-04 |
| S1 |
148-21 |
147-28 |
|