ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 19-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2012 |
19-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-27 |
150-29 |
0-02 |
0.0% |
149-28 |
| High |
151-17 |
151-04 |
-0-13 |
-0.3% |
151-28 |
| Low |
150-24 |
150-11 |
-0-13 |
-0.3% |
149-26 |
| Close |
151-09 |
150-19 |
-0-22 |
-0.5% |
151-06 |
| Range |
0-25 |
0-25 |
0-00 |
0.0% |
2-02 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.8% |
0-00 |
| Volume |
196,096 |
322,754 |
126,658 |
64.6% |
1,364,831 |
|
| Daily Pivots for day following 19-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-01 |
152-19 |
151-01 |
|
| R3 |
152-08 |
151-26 |
150-26 |
|
| R2 |
151-15 |
151-15 |
150-24 |
|
| R1 |
151-01 |
151-01 |
150-21 |
150-28 |
| PP |
150-22 |
150-22 |
150-22 |
150-19 |
| S1 |
150-08 |
150-08 |
150-17 |
150-02 |
| S2 |
149-29 |
149-29 |
150-14 |
|
| S3 |
149-04 |
149-15 |
150-12 |
|
| S4 |
148-11 |
148-22 |
150-05 |
|
|
| Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-05 |
156-07 |
152-10 |
|
| R3 |
155-03 |
154-05 |
151-24 |
|
| R2 |
153-01 |
153-01 |
151-18 |
|
| R1 |
152-03 |
152-03 |
151-12 |
152-18 |
| PP |
150-31 |
150-31 |
150-31 |
151-06 |
| S1 |
150-01 |
150-01 |
151-00 |
150-16 |
| S2 |
148-29 |
148-29 |
150-26 |
|
| S3 |
146-27 |
147-31 |
150-20 |
|
| S4 |
144-25 |
145-29 |
150-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-10 |
150-11 |
1-31 |
1.3% |
0-30 |
0.6% |
13% |
False |
True |
267,137 |
| 10 |
152-10 |
148-26 |
3-16 |
2.3% |
1-00 |
0.7% |
51% |
False |
False |
272,371 |
| 20 |
152-10 |
147-23 |
4-19 |
3.1% |
1-06 |
0.8% |
63% |
False |
False |
272,666 |
| 40 |
152-19 |
146-13 |
6-06 |
4.1% |
1-14 |
1.0% |
68% |
False |
False |
327,807 |
| 60 |
152-19 |
140-18 |
12-01 |
8.0% |
1-10 |
0.9% |
83% |
False |
False |
219,654 |
| 80 |
152-19 |
135-19 |
17-00 |
11.3% |
1-07 |
0.8% |
88% |
False |
False |
164,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-14 |
|
2.618 |
153-05 |
|
1.618 |
152-12 |
|
1.000 |
151-29 |
|
0.618 |
151-19 |
|
HIGH |
151-04 |
|
0.618 |
150-26 |
|
0.500 |
150-24 |
|
0.382 |
150-21 |
|
LOW |
150-11 |
|
0.618 |
149-28 |
|
1.000 |
149-18 |
|
1.618 |
149-03 |
|
2.618 |
148-10 |
|
4.250 |
147-01 |
|
|
| Fisher Pivots for day following 19-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-24 |
151-02 |
| PP |
150-22 |
150-29 |
| S1 |
150-20 |
150-24 |
|