ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 05-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2012 |
05-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
149-13 |
148-19 |
-0-26 |
-0.5% |
148-01 |
| High |
149-17 |
149-12 |
-0-05 |
-0.1% |
150-00 |
| Low |
148-10 |
148-14 |
0-04 |
0.1% |
147-23 |
| Close |
148-17 |
148-29 |
0-12 |
0.3% |
147-31 |
| Range |
1-07 |
0-30 |
-0-09 |
-23.1% |
2-09 |
| ATR |
1-17 |
1-15 |
-0-01 |
-2.7% |
0-00 |
| Volume |
258 |
250 |
-8 |
-3.1% |
1,642,720 |
|
| Daily Pivots for day following 05-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
151-08 |
149-14 |
|
| R3 |
150-25 |
150-10 |
149-05 |
|
| R2 |
149-27 |
149-27 |
149-02 |
|
| R1 |
149-12 |
149-12 |
149-00 |
149-20 |
| PP |
148-29 |
148-29 |
148-29 |
149-01 |
| S1 |
148-14 |
148-14 |
148-26 |
148-22 |
| S2 |
147-31 |
147-31 |
148-24 |
|
| S3 |
147-01 |
147-16 |
148-21 |
|
| S4 |
146-03 |
146-18 |
148-12 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-13 |
153-31 |
149-07 |
|
| R3 |
153-04 |
151-22 |
148-19 |
|
| R2 |
150-27 |
150-27 |
148-12 |
|
| R1 |
149-13 |
149-13 |
148-06 |
149-00 |
| PP |
148-18 |
148-18 |
148-18 |
148-11 |
| S1 |
147-04 |
147-04 |
147-24 |
146-22 |
| S2 |
146-09 |
146-09 |
147-18 |
|
| S3 |
144-00 |
144-27 |
147-11 |
|
| S4 |
141-23 |
142-18 |
146-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-02 |
147-23 |
2-11 |
1.6% |
1-18 |
1.0% |
51% |
False |
False |
235,402 |
| 10 |
150-02 |
147-23 |
2-11 |
1.6% |
1-12 |
0.9% |
51% |
False |
False |
272,961 |
| 20 |
150-10 |
146-28 |
3-14 |
2.3% |
1-17 |
1.0% |
59% |
False |
False |
346,308 |
| 40 |
152-19 |
142-26 |
9-25 |
6.6% |
1-16 |
1.0% |
62% |
False |
False |
261,244 |
| 60 |
152-19 |
139-11 |
13-08 |
8.9% |
1-09 |
0.9% |
72% |
False |
False |
174,285 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-05 |
0.8% |
80% |
False |
False |
130,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-27 |
|
1.618 |
150-29 |
|
1.000 |
150-10 |
|
0.618 |
149-31 |
|
HIGH |
149-12 |
|
0.618 |
149-01 |
|
0.500 |
148-29 |
|
0.382 |
148-25 |
|
LOW |
148-14 |
|
0.618 |
147-27 |
|
1.000 |
147-16 |
|
1.618 |
146-29 |
|
2.618 |
145-31 |
|
4.250 |
144-14 |
|
|
| Fisher Pivots for day following 05-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-29 |
148-30 |
| PP |
148-29 |
148-30 |
| S1 |
148-29 |
148-29 |
|