ECBOT 30 Year Treasury Bond Future March 2013
| 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 |
147-20 |
146-27 |
-0-25 |
-0.5% |
146-05 |
| High |
147-20 |
148-00 |
0-12 |
0.3% |
146-22 |
| Low |
147-02 |
146-26 |
-0-08 |
-0.2% |
144-30 |
| Close |
147-09 |
147-30 |
0-21 |
0.4% |
146-21 |
| Range |
0-18 |
1-06 |
0-20 |
111.1% |
1-24 |
| ATR |
0-31 |
0-31 |
0-01 |
1.6% |
0-00 |
| Volume |
51 |
6 |
-45 |
-88.2% |
692 |
|
| Daily Pivots for day following 31-Oct-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-05 |
150-23 |
148-19 |
|
| R3 |
149-31 |
149-17 |
148-08 |
|
| R2 |
148-25 |
148-25 |
148-05 |
|
| R1 |
148-11 |
148-11 |
148-01 |
148-18 |
| PP |
147-19 |
147-19 |
147-19 |
147-22 |
| S1 |
147-05 |
147-05 |
147-27 |
147-12 |
| S2 |
146-13 |
146-13 |
147-23 |
|
| S3 |
145-07 |
145-31 |
147-20 |
|
| S4 |
144-01 |
144-25 |
147-09 |
|
|
| 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 |
153-02 |
|
2.618 |
151-03 |
|
1.618 |
149-29 |
|
1.000 |
149-06 |
|
0.618 |
148-23 |
|
HIGH |
148-00 |
|
0.618 |
147-17 |
|
0.500 |
147-13 |
|
0.382 |
147-09 |
|
LOW |
146-26 |
|
0.618 |
146-03 |
|
1.000 |
145-20 |
|
1.618 |
144-29 |
|
2.618 |
143-23 |
|
4.250 |
141-24 |
|
|
| Fisher Pivots for day following 31-Oct-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
147-24 |
| PP |
147-19 |
147-18 |
| S1 |
147-13 |
147-12 |
|