ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
151-14 |
149-25 |
-1-21 |
-1.1% |
150-05 |
| High |
151-19 |
150-11 |
-1-08 |
-0.8% |
152-04 |
| Low |
149-08 |
149-17 |
0-09 |
0.2% |
149-08 |
| Close |
149-17 |
149-29 |
0-12 |
0.3% |
149-17 |
| Range |
2-11 |
0-26 |
-1-17 |
-65.3% |
2-28 |
| ATR |
1-16 |
1-15 |
-0-02 |
-3.3% |
0-00 |
| Volume |
341,705 |
199,688 |
-142,017 |
-41.6% |
1,792,864 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-12 |
151-30 |
150-11 |
|
| R3 |
151-18 |
151-04 |
150-04 |
|
| R2 |
150-24 |
150-24 |
150-02 |
|
| R1 |
150-10 |
150-10 |
149-31 |
150-17 |
| PP |
149-30 |
149-30 |
149-30 |
150-01 |
| S1 |
149-16 |
149-16 |
149-27 |
149-23 |
| S2 |
149-04 |
149-04 |
149-24 |
|
| S3 |
148-10 |
148-22 |
149-22 |
|
| S4 |
147-16 |
147-28 |
149-15 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-03 |
151-04 |
|
| R3 |
156-02 |
154-07 |
150-10 |
|
| R2 |
153-06 |
153-06 |
150-02 |
|
| R1 |
151-11 |
151-11 |
149-25 |
150-26 |
| PP |
150-10 |
150-10 |
150-10 |
150-01 |
| S1 |
148-15 |
148-15 |
149-09 |
147-30 |
| S2 |
147-14 |
147-14 |
149-00 |
|
| S3 |
144-18 |
145-19 |
148-24 |
|
| S4 |
141-22 |
142-23 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-04 |
149-08 |
2-28 |
1.9% |
1-21 |
1.1% |
23% |
False |
False |
332,953 |
| 10 |
153-11 |
149-08 |
4-03 |
2.7% |
1-20 |
1.1% |
16% |
False |
False |
349,731 |
| 20 |
153-11 |
149-08 |
4-03 |
2.7% |
1-11 |
0.9% |
16% |
False |
False |
312,658 |
| 40 |
153-11 |
146-28 |
6-15 |
4.3% |
1-13 |
0.9% |
47% |
False |
False |
319,777 |
| 60 |
153-11 |
143-29 |
9-14 |
6.3% |
1-14 |
1.0% |
64% |
False |
False |
287,384 |
| 80 |
153-11 |
140-00 |
13-11 |
8.9% |
1-10 |
0.9% |
74% |
False |
False |
215,660 |
| 100 |
153-11 |
134-08 |
19-03 |
12.7% |
1-07 |
0.8% |
82% |
False |
False |
172,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-26 |
|
2.618 |
152-15 |
|
1.618 |
151-21 |
|
1.000 |
151-05 |
|
0.618 |
150-27 |
|
HIGH |
150-11 |
|
0.618 |
150-01 |
|
0.500 |
149-30 |
|
0.382 |
149-27 |
|
LOW |
149-17 |
|
0.618 |
149-01 |
|
1.000 |
148-23 |
|
1.618 |
148-07 |
|
2.618 |
147-13 |
|
4.250 |
146-02 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-30 |
150-22 |
| PP |
149-30 |
150-14 |
| S1 |
149-29 |
150-05 |
|