ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
147-12 |
148-12 |
1-00 |
0.7% |
143-12 |
| High |
148-16 |
148-12 |
-0-04 |
-0.1% |
145-21 |
| Low |
147-12 |
147-28 |
0-16 |
0.3% |
143-08 |
| Close |
148-16 |
148-04 |
-0-12 |
-0.3% |
145-19 |
| Range |
1-04 |
0-16 |
-0-20 |
-55.6% |
2-13 |
| ATR |
|
|
|
|
|
| Volume |
10 |
12 |
2 |
20.0% |
29 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-20 |
149-12 |
148-13 |
|
| R3 |
149-04 |
148-28 |
148-08 |
|
| R2 |
148-20 |
148-20 |
148-07 |
|
| R1 |
148-12 |
148-12 |
148-05 |
148-08 |
| PP |
148-04 |
148-04 |
148-04 |
148-02 |
| S1 |
147-28 |
147-28 |
148-03 |
147-24 |
| S2 |
147-20 |
147-20 |
148-01 |
|
| S3 |
147-04 |
147-12 |
148-00 |
|
| S4 |
146-20 |
146-28 |
147-27 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
151-07 |
146-29 |
|
| R3 |
149-21 |
148-26 |
146-08 |
|
| R2 |
147-08 |
147-08 |
146-01 |
|
| R1 |
146-13 |
146-13 |
145-26 |
146-26 |
| PP |
144-27 |
144-27 |
144-27 |
145-01 |
| S1 |
144-00 |
144-00 |
145-12 |
144-14 |
| S2 |
142-14 |
142-14 |
145-05 |
|
| S3 |
140-01 |
141-19 |
144-30 |
|
| S4 |
137-20 |
139-06 |
144-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-16 |
|
2.618 |
149-22 |
|
1.618 |
149-06 |
|
1.000 |
148-28 |
|
0.618 |
148-22 |
|
HIGH |
148-12 |
|
0.618 |
148-06 |
|
0.500 |
148-04 |
|
0.382 |
148-02 |
|
LOW |
147-28 |
|
0.618 |
147-18 |
|
1.000 |
147-12 |
|
1.618 |
147-02 |
|
2.618 |
146-18 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
147-28 |
| PP |
148-04 |
147-20 |
| S1 |
148-04 |
147-12 |
|