ECBOT 30 Year Treasury Bond Future March 2013
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Oct-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    04-Oct-2012 | 
                    05-Oct-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        147-27 | 
                        147-07 | 
                        -0-20 | 
                        -0.4% | 
                        148-12 | 
                     
                    
                        | High | 
                        148-01 | 
                        147-07 | 
                        -0-26 | 
                        -0.5% | 
                        148-22 | 
                     
                    
                        | Low | 
                        147-14 | 
                        146-04 | 
                        -1-10 | 
                        -0.9% | 
                        146-04 | 
                     
                    
                        | Close | 
                        147-14 | 
                        146-04 | 
                        -1-10 | 
                        -0.9% | 
                        146-04 | 
                     
                    
                        | Range | 
                        0-19 | 
                        1-03 | 
                        0-16 | 
                        84.2% | 
                        2-18 | 
                     
                    
                        | ATR | 
                        0-28 | 
                        0-29 | 
                        0-01 | 
                        3.7% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        3 | 
                        19 | 
                        16 | 
                        533.3% | 
                        47 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                149-25 | 
                149-01 | 
                146-23 | 
                 | 
             
            
                | R3 | 
                148-22 | 
                147-30 | 
                146-14 | 
                 | 
             
            
                | R2 | 
                147-19 | 
                147-19 | 
                146-10 | 
                 | 
             
            
                | R1 | 
                146-27 | 
                146-27 | 
                146-07 | 
                146-22 | 
             
            
                | PP | 
                146-16 | 
                146-16 | 
                146-16 | 
                146-13 | 
             
            
                | S1 | 
                145-24 | 
                145-24 | 
                146-01 | 
                145-18 | 
             
            
                | S2 | 
                145-13 | 
                145-13 | 
                145-30 | 
                 | 
             
            
                | S3 | 
                144-10 | 
                144-21 | 
                145-26 | 
                 | 
             
            
                | S4 | 
                143-07 | 
                143-18 | 
                145-17 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Oct-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154-21 | 
                152-31 | 
                147-17 | 
                 | 
             
            
                | R3 | 
                152-03 | 
                150-13 | 
                146-27 | 
                 | 
             
            
                | R2 | 
                149-17 | 
                149-17 | 
                146-19 | 
                 | 
             
            
                | R1 | 
                147-27 | 
                147-27 | 
                146-12 | 
                147-13 | 
             
            
                | PP | 
                146-31 | 
                146-31 | 
                146-31 | 
                146-24 | 
             
            
                | S1 | 
                145-09 | 
                145-09 | 
                145-28 | 
                144-27 | 
             
            
                | S2 | 
                144-13 | 
                144-13 | 
                145-21 | 
                 | 
             
            
                | S3 | 
                141-27 | 
                142-23 | 
                145-13 | 
                 | 
             
            
                | S4 | 
                139-09 | 
                140-05 | 
                144-23 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            151-28 | 
         
        
            | 
2.618             | 
            150-03 | 
         
        
            | 
1.618             | 
            149-00 | 
         
        
            | 
1.000             | 
            148-10 | 
         
        
            | 
0.618             | 
            147-29 | 
         
        
            | 
HIGH             | 
            147-07 | 
         
        
            | 
0.618             | 
            146-26 | 
         
        
            | 
0.500             | 
            146-22 | 
         
        
            | 
0.382             | 
            146-17 | 
         
        
            | 
LOW             | 
            146-04 | 
         
        
            | 
0.618             | 
            145-14 | 
         
        
            | 
1.000             | 
            145-01 | 
         
        
            | 
1.618             | 
            144-11 | 
         
        
            | 
2.618             | 
            143-08 | 
         
        
            | 
4.250             | 
            141-15 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 05-Oct-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                146-22 | 
                                147-13 | 
                             
                            
                                | PP | 
                                146-16 | 
                                146-31 | 
                             
                            
                                | S1 | 
                                146-10 | 
                                146-18 | 
                             
             
         |