ECBOT 30 Year Treasury Bond Future March 2013
| Trading Metrics calculated at close of trading on 26-Oct-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2012 |
26-Oct-2012 |
Change |
Change % |
Previous Week |
| Open |
145-25 |
145-28 |
0-03 |
0.1% |
146-05 |
| High |
145-26 |
146-21 |
0-27 |
0.6% |
146-22 |
| Low |
144-30 |
145-28 |
0-30 |
0.6% |
144-30 |
| Close |
145-12 |
146-21 |
1-09 |
0.9% |
146-21 |
| Range |
0-28 |
0-25 |
-0-03 |
-10.7% |
1-24 |
| ATR |
1-00 |
1-00 |
0-01 |
2.2% |
0-00 |
| Volume |
43 |
105 |
62 |
144.2% |
692 |
|
| Daily Pivots for day following 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-24 |
148-15 |
147-03 |
|
| R3 |
147-31 |
147-22 |
146-28 |
|
| R2 |
147-06 |
147-06 |
146-26 |
|
| R1 |
146-29 |
146-29 |
146-23 |
147-02 |
| PP |
146-13 |
146-13 |
146-13 |
146-15 |
| S1 |
146-04 |
146-04 |
146-19 |
146-08 |
| S2 |
145-20 |
145-20 |
146-16 |
|
| S3 |
144-27 |
145-11 |
146-14 |
|
| S4 |
144-02 |
144-18 |
146-07 |
|
|
| Weekly Pivots for week ending 26-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-11 |
150-24 |
147-20 |
|
| R3 |
149-19 |
149-00 |
147-04 |
|
| R2 |
147-27 |
147-27 |
146-31 |
|
| R1 |
147-08 |
147-08 |
146-26 |
147-18 |
| PP |
146-03 |
146-03 |
146-03 |
146-08 |
| S1 |
145-16 |
145-16 |
146-16 |
145-26 |
| S2 |
144-11 |
144-11 |
146-11 |
|
| S3 |
142-19 |
143-24 |
146-06 |
|
| S4 |
140-27 |
142-00 |
145-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-31 |
|
2.618 |
148-22 |
|
1.618 |
147-29 |
|
1.000 |
147-14 |
|
0.618 |
147-04 |
|
HIGH |
146-21 |
|
0.618 |
146-11 |
|
0.500 |
146-08 |
|
0.382 |
146-06 |
|
LOW |
145-28 |
|
0.618 |
145-13 |
|
1.000 |
145-03 |
|
1.618 |
144-20 |
|
2.618 |
143-27 |
|
4.250 |
142-18 |
|
|
| Fisher Pivots for day following 26-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-17 |
146-12 |
| PP |
146-13 |
146-03 |
| S1 |
146-08 |
145-26 |
|