ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-25 |
149-24 |
-0-01 |
0.0% |
150-05 |
| High |
150-11 |
149-30 |
-0-13 |
-0.3% |
152-04 |
| Low |
149-17 |
148-10 |
-1-07 |
-0.8% |
149-08 |
| Close |
149-29 |
148-21 |
-1-08 |
-0.8% |
149-17 |
| Range |
0-26 |
1-20 |
0-26 |
100.0% |
2-28 |
| ATR |
1-15 |
1-15 |
0-00 |
0.8% |
0-00 |
| Volume |
199,688 |
261,266 |
61,578 |
30.8% |
1,792,864 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-27 |
152-28 |
149-18 |
|
| R3 |
152-07 |
151-08 |
149-03 |
|
| R2 |
150-19 |
150-19 |
148-31 |
|
| R1 |
149-20 |
149-20 |
148-26 |
149-10 |
| PP |
148-31 |
148-31 |
148-31 |
148-26 |
| S1 |
148-00 |
148-00 |
148-16 |
147-22 |
| S2 |
147-11 |
147-11 |
148-11 |
|
| S3 |
145-23 |
146-12 |
148-07 |
|
| S4 |
144-03 |
144-24 |
147-24 |
|
|
| 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 |
148-10 |
3-26 |
2.6% |
1-24 |
1.2% |
9% |
False |
True |
319,459 |
| 10 |
153-11 |
148-10 |
5-01 |
3.4% |
1-21 |
1.1% |
7% |
False |
True |
340,751 |
| 20 |
153-11 |
148-10 |
5-01 |
3.4% |
1-12 |
0.9% |
7% |
False |
True |
314,036 |
| 40 |
153-11 |
147-19 |
5-24 |
3.9% |
1-12 |
0.9% |
18% |
False |
False |
316,207 |
| 60 |
153-11 |
144-13 |
8-30 |
6.0% |
1-15 |
1.0% |
48% |
False |
False |
291,711 |
| 80 |
153-11 |
140-10 |
13-01 |
8.8% |
1-10 |
0.9% |
64% |
False |
False |
218,925 |
| 100 |
153-11 |
134-08 |
19-03 |
12.8% |
1-07 |
0.8% |
75% |
False |
False |
175,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-27 |
|
2.618 |
154-06 |
|
1.618 |
152-18 |
|
1.000 |
151-18 |
|
0.618 |
150-30 |
|
HIGH |
149-30 |
|
0.618 |
149-10 |
|
0.500 |
149-04 |
|
0.382 |
148-30 |
|
LOW |
148-10 |
|
0.618 |
147-10 |
|
1.000 |
146-22 |
|
1.618 |
145-22 |
|
2.618 |
144-02 |
|
4.250 |
141-13 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-04 |
149-30 |
| PP |
148-31 |
149-17 |
| S1 |
148-26 |
149-03 |
|