ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 20-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2012 |
20-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
150-19 |
-0-10 |
-0.2% |
151-08 |
| High |
151-04 |
152-01 |
0-29 |
0.6% |
152-10 |
| Low |
150-11 |
150-19 |
0-08 |
0.2% |
150-11 |
| Close |
150-19 |
151-25 |
1-06 |
0.8% |
151-25 |
| Range |
0-25 |
1-14 |
0-21 |
84.0% |
1-31 |
| ATR |
1-07 |
1-08 |
0-00 |
1.2% |
0-00 |
| Volume |
322,754 |
264,167 |
-58,587 |
-18.2% |
1,331,868 |
|
| Daily Pivots for day following 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-25 |
155-07 |
152-18 |
|
| R3 |
154-11 |
153-25 |
152-06 |
|
| R2 |
152-29 |
152-29 |
152-01 |
|
| R1 |
152-11 |
152-11 |
151-29 |
152-20 |
| PP |
151-15 |
151-15 |
151-15 |
151-20 |
| S1 |
150-29 |
150-29 |
151-21 |
151-06 |
| S2 |
150-01 |
150-01 |
151-17 |
|
| S3 |
148-19 |
149-15 |
151-12 |
|
| S4 |
147-05 |
148-01 |
151-00 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-12 |
156-18 |
152-28 |
|
| R3 |
155-13 |
154-19 |
152-10 |
|
| R2 |
153-14 |
153-14 |
152-05 |
|
| R1 |
152-20 |
152-20 |
151-31 |
153-01 |
| PP |
151-15 |
151-15 |
151-15 |
151-22 |
| S1 |
150-21 |
150-21 |
151-19 |
151-02 |
| S2 |
149-16 |
149-16 |
151-13 |
|
| S3 |
147-17 |
148-22 |
151-08 |
|
| S4 |
145-18 |
146-23 |
150-22 |
|
|
| 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% |
1-01 |
0.7% |
73% |
False |
False |
266,373 |
| 10 |
152-10 |
149-26 |
2-16 |
1.6% |
1-00 |
0.7% |
79% |
False |
False |
269,669 |
| 20 |
152-10 |
147-23 |
4-19 |
3.0% |
1-06 |
0.8% |
88% |
False |
False |
266,292 |
| 40 |
152-19 |
146-13 |
6-06 |
4.1% |
1-14 |
1.0% |
87% |
False |
False |
333,324 |
| 60 |
152-19 |
141-00 |
11-19 |
7.6% |
1-10 |
0.9% |
93% |
False |
False |
224,052 |
| 80 |
152-19 |
135-19 |
17-00 |
11.2% |
1-07 |
0.8% |
95% |
False |
False |
168,066 |
| 100 |
152-19 |
134-08 |
18-11 |
12.1% |
1-02 |
0.7% |
96% |
False |
False |
134,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-04 |
|
2.618 |
155-25 |
|
1.618 |
154-11 |
|
1.000 |
153-15 |
|
0.618 |
152-29 |
|
HIGH |
152-01 |
|
0.618 |
151-15 |
|
0.500 |
151-10 |
|
0.382 |
151-05 |
|
LOW |
150-19 |
|
0.618 |
149-23 |
|
1.000 |
149-05 |
|
1.618 |
148-09 |
|
2.618 |
146-27 |
|
4.250 |
144-16 |
|
|
| Fisher Pivots for day following 20-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-20 |
151-19 |
| PP |
151-15 |
151-12 |
| S1 |
151-10 |
151-06 |
|