ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 13-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2012 |
13-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-23 |
151-21 |
0-30 |
0.6% |
149-28 |
| High |
151-22 |
151-28 |
0-06 |
0.1% |
151-28 |
| Low |
150-22 |
150-27 |
0-05 |
0.1% |
149-26 |
| Close |
151-20 |
151-06 |
-0-14 |
-0.3% |
151-06 |
| Range |
1-00 |
1-01 |
0-01 |
3.1% |
2-02 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.7% |
0-00 |
| Volume |
273,736 |
267,988 |
-5,748 |
-2.1% |
1,364,831 |
|
| Daily Pivots for day following 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-13 |
153-26 |
151-24 |
|
| R3 |
153-12 |
152-25 |
151-15 |
|
| R2 |
152-11 |
152-11 |
151-12 |
|
| R1 |
151-24 |
151-24 |
151-09 |
151-17 |
| PP |
151-10 |
151-10 |
151-10 |
151-06 |
| S1 |
150-23 |
150-23 |
151-03 |
150-16 |
| S2 |
150-09 |
150-09 |
151-00 |
|
| S3 |
149-08 |
149-22 |
150-29 |
|
| S4 |
148-07 |
148-21 |
150-20 |
|
|
| 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 |
151-28 |
149-26 |
2-02 |
1.4% |
1-00 |
0.7% |
67% |
True |
False |
272,966 |
| 10 |
151-28 |
147-23 |
4-05 |
2.7% |
1-09 |
0.8% |
83% |
True |
False |
249,335 |
| 20 |
151-28 |
147-21 |
4-07 |
2.8% |
1-10 |
0.9% |
84% |
True |
False |
292,428 |
| 40 |
152-19 |
145-26 |
6-25 |
4.5% |
1-16 |
1.0% |
79% |
False |
False |
302,182 |
| 60 |
152-19 |
140-18 |
12-01 |
8.0% |
1-10 |
0.9% |
88% |
False |
False |
201,874 |
| 80 |
152-19 |
135-19 |
17-00 |
11.2% |
1-06 |
0.8% |
92% |
False |
False |
151,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-08 |
|
2.618 |
154-18 |
|
1.618 |
153-17 |
|
1.000 |
152-29 |
|
0.618 |
152-16 |
|
HIGH |
151-28 |
|
0.618 |
151-15 |
|
0.500 |
151-12 |
|
0.382 |
151-08 |
|
LOW |
150-27 |
|
0.618 |
150-07 |
|
1.000 |
149-26 |
|
1.618 |
149-06 |
|
2.618 |
148-05 |
|
4.250 |
146-15 |
|
|
| Fisher Pivots for day following 13-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-12 |
151-06 |
| PP |
151-10 |
151-05 |
| S1 |
151-08 |
151-05 |
|