ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 02-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
151-17 |
150-17 |
-1-00 |
-0.7% |
151-29 |
High |
151-19 |
152-04 |
0-17 |
0.4% |
153-11 |
Low |
150-07 |
149-16 |
-0-23 |
-0.5% |
149-08 |
Close |
150-09 |
151-16 |
1-07 |
0.8% |
150-01 |
Range |
1-12 |
2-20 |
1-08 |
90.9% |
4-03 |
ATR |
1-11 |
1-14 |
0-03 |
6.7% |
0-00 |
Volume |
348,621 |
446,015 |
97,394 |
27.9% |
1,815,458 |
|
Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-29 |
157-27 |
152-30 |
|
R3 |
156-09 |
155-07 |
152-07 |
|
R2 |
153-21 |
153-21 |
151-31 |
|
R1 |
152-19 |
152-19 |
151-24 |
153-04 |
PP |
151-01 |
151-01 |
151-01 |
151-10 |
S1 |
149-31 |
149-31 |
151-08 |
150-16 |
S2 |
148-13 |
148-13 |
151-01 |
|
S3 |
145-25 |
147-11 |
150-25 |
|
S4 |
143-05 |
144-23 |
150-02 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163-05 |
160-22 |
152-09 |
|
R3 |
159-02 |
156-19 |
151-05 |
|
R2 |
154-31 |
154-31 |
150-25 |
|
R1 |
152-16 |
152-16 |
150-13 |
151-22 |
PP |
150-28 |
150-28 |
150-28 |
150-15 |
S1 |
148-13 |
148-13 |
149-21 |
147-19 |
S2 |
146-25 |
146-25 |
149-09 |
|
S3 |
142-22 |
144-10 |
148-29 |
|
S4 |
138-19 |
140-07 |
147-25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-14 |
149-08 |
3-06 |
2.1% |
1-29 |
1.3% |
71% |
False |
False |
394,780 |
10 |
153-11 |
149-08 |
4-03 |
2.7% |
1-19 |
1.1% |
55% |
False |
False |
353,078 |
20 |
153-11 |
148-26 |
4-17 |
3.0% |
1-09 |
0.9% |
59% |
False |
False |
312,724 |
40 |
153-11 |
146-28 |
6-15 |
4.3% |
1-13 |
0.9% |
71% |
False |
False |
329,516 |
60 |
153-11 |
142-26 |
10-17 |
7.0% |
1-14 |
0.9% |
82% |
False |
False |
278,404 |
80 |
153-11 |
139-11 |
14-00 |
9.2% |
1-09 |
0.8% |
87% |
False |
False |
208,895 |
100 |
153-11 |
134-08 |
19-03 |
12.6% |
1-06 |
0.8% |
90% |
False |
False |
167,122 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
163-09 |
2.618 |
159-00 |
1.618 |
156-12 |
1.000 |
154-24 |
0.618 |
153-24 |
HIGH |
152-04 |
0.618 |
151-04 |
0.500 |
150-26 |
0.382 |
150-16 |
LOW |
149-16 |
0.618 |
147-28 |
1.000 |
146-28 |
1.618 |
145-08 |
2.618 |
142-20 |
4.250 |
138-11 |
|
|
Fisher Pivots for day following 02-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
151-09 |
151-09 |
PP |
151-01 |
151-01 |
S1 |
150-26 |
150-26 |
|