ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
149-28 |
150-17 |
0-21 |
0.4% |
148-03 |
| High |
150-23 |
151-00 |
0-09 |
0.2% |
150-02 |
| Low |
149-26 |
150-07 |
0-13 |
0.3% |
147-26 |
| Close |
150-19 |
151-00 |
0-13 |
0.3% |
149-28 |
| Range |
0-29 |
0-25 |
-0-04 |
-13.8% |
2-08 |
| ATR |
1-13 |
1-12 |
-0-01 |
-3.2% |
0-00 |
| Volume |
251,530 |
233,716 |
-17,814 |
-7.1% |
663,051 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-03 |
152-26 |
151-14 |
|
| R3 |
152-10 |
152-01 |
151-07 |
|
| R2 |
151-17 |
151-17 |
151-05 |
|
| R1 |
151-08 |
151-08 |
151-02 |
151-12 |
| PP |
150-24 |
150-24 |
150-24 |
150-26 |
| S1 |
150-15 |
150-15 |
150-30 |
150-20 |
| S2 |
149-31 |
149-31 |
150-27 |
|
| S3 |
149-06 |
149-22 |
150-25 |
|
| S4 |
148-13 |
148-29 |
150-18 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-00 |
155-06 |
151-04 |
|
| R3 |
153-24 |
152-30 |
150-16 |
|
| R2 |
151-16 |
151-16 |
150-09 |
|
| R1 |
150-22 |
150-22 |
150-03 |
151-03 |
| PP |
149-08 |
149-08 |
149-08 |
149-14 |
| S1 |
148-14 |
148-14 |
149-21 |
148-27 |
| S2 |
147-00 |
147-00 |
149-15 |
|
| S3 |
144-24 |
146-06 |
149-08 |
|
| S4 |
142-16 |
143-30 |
148-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-00 |
148-10 |
2-22 |
1.8% |
1-00 |
0.7% |
100% |
True |
False |
155,387 |
| 10 |
151-00 |
147-23 |
3-09 |
2.2% |
1-07 |
0.8% |
100% |
True |
False |
253,814 |
| 20 |
151-00 |
147-19 |
3-13 |
2.3% |
1-12 |
0.9% |
100% |
True |
False |
318,377 |
| 40 |
152-19 |
144-13 |
8-06 |
5.4% |
1-16 |
1.0% |
81% |
False |
False |
280,549 |
| 60 |
152-19 |
140-10 |
12-09 |
8.1% |
1-09 |
0.8% |
87% |
False |
False |
187,221 |
| 80 |
152-19 |
134-08 |
18-11 |
12.1% |
1-06 |
0.8% |
91% |
False |
False |
140,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
153-01 |
|
1.618 |
152-08 |
|
1.000 |
151-25 |
|
0.618 |
151-15 |
|
HIGH |
151-00 |
|
0.618 |
150-22 |
|
0.500 |
150-20 |
|
0.382 |
150-17 |
|
LOW |
150-07 |
|
0.618 |
149-24 |
|
1.000 |
149-14 |
|
1.618 |
148-31 |
|
2.618 |
148-06 |
|
4.250 |
146-29 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-28 |
150-20 |
| PP |
150-24 |
150-09 |
| S1 |
150-20 |
149-29 |
|