ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 31-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2012 |
31-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
148-25 |
148-15 |
-0-10 |
-0.2% |
147-17 |
| High |
149-04 |
149-11 |
0-07 |
0.1% |
148-06 |
| Low |
148-11 |
148-00 |
-0-11 |
-0.2% |
146-02 |
| Close |
148-20 |
149-10 |
0-22 |
0.5% |
148-00 |
| Range |
0-25 |
1-11 |
0-18 |
72.0% |
2-04 |
| ATR |
1-07 |
1-08 |
0-00 |
0.7% |
0-00 |
| Volume |
66,431 |
344,296 |
277,865 |
418.3% |
1,680,852 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-29 |
152-15 |
150-02 |
|
| R3 |
151-18 |
151-04 |
149-22 |
|
| R2 |
150-07 |
150-07 |
149-18 |
|
| R1 |
149-25 |
149-25 |
149-14 |
150-00 |
| PP |
148-28 |
148-28 |
148-28 |
149-00 |
| S1 |
148-14 |
148-14 |
149-06 |
148-21 |
| S2 |
147-17 |
147-17 |
149-02 |
|
| S3 |
146-06 |
147-03 |
148-30 |
|
| S4 |
144-27 |
145-24 |
148-18 |
|
|
| 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 |
149-11 |
146-02 |
3-09 |
2.2% |
1-06 |
0.8% |
99% |
True |
False |
256,577 |
| 10 |
149-11 |
146-02 |
3-09 |
2.2% |
1-05 |
0.8% |
99% |
True |
False |
290,219 |
| 20 |
150-07 |
146-02 |
4-05 |
2.8% |
1-08 |
0.8% |
78% |
False |
False |
297,342 |
| 40 |
150-28 |
144-15 |
6-13 |
4.3% |
1-10 |
0.9% |
76% |
False |
False |
318,021 |
| 60 |
151-29 |
144-15 |
7-14 |
5.0% |
1-08 |
0.8% |
65% |
False |
False |
244,205 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
183,294 |
| 100 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
146,715 |
| 120 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
48% |
False |
False |
122,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
152-28 |
|
1.618 |
151-17 |
|
1.000 |
150-22 |
|
0.618 |
150-06 |
|
HIGH |
149-11 |
|
0.618 |
148-27 |
|
0.500 |
148-22 |
|
0.382 |
148-16 |
|
LOW |
148-00 |
|
0.618 |
147-05 |
|
1.000 |
146-21 |
|
1.618 |
145-26 |
|
2.618 |
144-15 |
|
4.250 |
142-09 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-03 |
149-03 |
| PP |
148-28 |
148-28 |
| S1 |
148-22 |
148-22 |
|