ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 16-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2012 |
16-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
151-21 |
151-08 |
-0-13 |
-0.3% |
149-28 |
| High |
151-28 |
152-10 |
0-14 |
0.3% |
151-28 |
| Low |
150-27 |
151-06 |
0-11 |
0.2% |
149-26 |
| Close |
151-06 |
151-25 |
0-19 |
0.4% |
151-06 |
| Range |
1-01 |
1-04 |
0-03 |
9.1% |
2-02 |
| ATR |
1-10 |
1-10 |
0-00 |
-1.1% |
0-00 |
| Volume |
267,988 |
262,613 |
-5,375 |
-2.0% |
1,364,831 |
|
| Daily Pivots for day following 16-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-04 |
154-19 |
152-13 |
|
| R3 |
154-00 |
153-15 |
152-03 |
|
| R2 |
152-28 |
152-28 |
152-00 |
|
| R1 |
152-11 |
152-11 |
151-28 |
152-20 |
| PP |
151-24 |
151-24 |
151-24 |
151-29 |
| S1 |
151-07 |
151-07 |
151-22 |
151-16 |
| S2 |
150-20 |
150-20 |
151-18 |
|
| S3 |
149-16 |
150-03 |
151-15 |
|
| S4 |
148-12 |
148-31 |
151-05 |
|
|
| 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 |
150-07 |
2-03 |
1.4% |
1-02 |
0.7% |
75% |
True |
False |
275,182 |
| 10 |
152-10 |
147-26 |
4-16 |
3.0% |
1-06 |
0.8% |
88% |
True |
False |
229,049 |
| 20 |
152-10 |
147-21 |
4-21 |
3.1% |
1-10 |
0.9% |
89% |
True |
False |
290,777 |
| 40 |
152-19 |
146-02 |
6-17 |
4.3% |
1-15 |
1.0% |
88% |
False |
False |
308,547 |
| 60 |
152-19 |
140-18 |
12-01 |
7.9% |
1-10 |
0.9% |
93% |
False |
False |
206,250 |
| 80 |
152-19 |
135-19 |
17-00 |
11.2% |
1-06 |
0.8% |
95% |
False |
False |
154,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-03 |
|
2.618 |
155-08 |
|
1.618 |
154-04 |
|
1.000 |
153-14 |
|
0.618 |
153-00 |
|
HIGH |
152-10 |
|
0.618 |
151-28 |
|
0.500 |
151-24 |
|
0.382 |
151-20 |
|
LOW |
151-06 |
|
0.618 |
150-16 |
|
1.000 |
150-02 |
|
1.618 |
149-12 |
|
2.618 |
148-08 |
|
4.250 |
146-13 |
|
|
| Fisher Pivots for day following 16-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-25 |
151-22 |
| PP |
151-24 |
151-19 |
| S1 |
151-24 |
151-16 |
|