ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 23-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2012 |
23-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
146-05 |
145-23 |
-0-14 |
-0.3% |
148-14 |
| High |
146-05 |
146-22 |
0-17 |
0.4% |
148-14 |
| Low |
145-11 |
145-23 |
0-12 |
0.3% |
144-27 |
| Close |
145-25 |
146-13 |
0-20 |
0.4% |
146-07 |
| Range |
0-26 |
0-31 |
0-05 |
19.2% |
3-19 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.2% |
0-00 |
| Volume |
118 |
120 |
2 |
1.7% |
256 |
|
| Daily Pivots for day following 23-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-06 |
148-24 |
146-30 |
|
| R3 |
148-07 |
147-25 |
146-22 |
|
| R2 |
147-08 |
147-08 |
146-19 |
|
| R1 |
146-26 |
146-26 |
146-16 |
147-01 |
| PP |
146-09 |
146-09 |
146-09 |
146-12 |
| S1 |
145-27 |
145-27 |
146-10 |
146-02 |
| S2 |
145-10 |
145-10 |
146-07 |
|
| S3 |
144-11 |
144-28 |
146-04 |
|
| S4 |
143-12 |
143-29 |
145-28 |
|
|
| Weekly Pivots for week ending 19-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
155-11 |
148-06 |
|
| R3 |
153-22 |
151-24 |
147-07 |
|
| R2 |
150-03 |
150-03 |
146-28 |
|
| R1 |
148-05 |
148-05 |
146-18 |
147-10 |
| PP |
146-16 |
146-16 |
146-16 |
146-03 |
| S1 |
144-18 |
144-18 |
145-28 |
143-24 |
| S2 |
142-29 |
142-29 |
145-18 |
|
| S3 |
139-10 |
140-31 |
145-07 |
|
| S4 |
135-23 |
137-12 |
144-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-26 |
|
2.618 |
149-07 |
|
1.618 |
148-08 |
|
1.000 |
147-21 |
|
0.618 |
147-09 |
|
HIGH |
146-22 |
|
0.618 |
146-10 |
|
0.500 |
146-06 |
|
0.382 |
146-03 |
|
LOW |
145-23 |
|
0.618 |
145-04 |
|
1.000 |
144-24 |
|
1.618 |
144-05 |
|
2.618 |
143-06 |
|
4.250 |
141-19 |
|
|
| Fisher Pivots for day following 23-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-11 |
146-07 |
| PP |
146-09 |
146-01 |
| S1 |
146-06 |
145-27 |
|