ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 09-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-20 |
148-06 |
-0-14 |
-0.3% |
150-05 |
| High |
149-03 |
148-15 |
-0-20 |
-0.4% |
152-04 |
| Low |
148-00 |
147-10 |
-0-22 |
-0.5% |
149-08 |
| Close |
148-12 |
148-08 |
-0-04 |
-0.1% |
149-17 |
| Range |
1-03 |
1-05 |
0-02 |
5.7% |
2-28 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
284,895 |
353,699 |
68,804 |
24.2% |
1,792,864 |
|
| Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-15 |
151-01 |
148-28 |
|
| R3 |
150-10 |
149-28 |
148-18 |
|
| R2 |
149-05 |
149-05 |
148-15 |
|
| R1 |
148-23 |
148-23 |
148-11 |
148-30 |
| PP |
148-00 |
148-00 |
148-00 |
148-04 |
| S1 |
147-18 |
147-18 |
148-05 |
147-25 |
| S2 |
146-27 |
146-27 |
148-01 |
|
| S3 |
145-22 |
146-13 |
147-30 |
|
| S4 |
144-17 |
145-08 |
147-20 |
|
|
| 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 |
151-19 |
147-10 |
4-09 |
2.9% |
1-13 |
0.9% |
22% |
False |
True |
288,250 |
| 10 |
152-14 |
147-10 |
5-04 |
3.5% |
1-21 |
1.1% |
18% |
False |
True |
341,515 |
| 20 |
153-11 |
147-10 |
6-01 |
4.1% |
1-12 |
0.9% |
16% |
False |
True |
315,386 |
| 40 |
153-11 |
147-10 |
6-01 |
4.1% |
1-11 |
0.9% |
16% |
False |
True |
309,022 |
| 60 |
153-11 |
145-07 |
8-04 |
5.5% |
1-15 |
1.0% |
37% |
False |
False |
302,257 |
| 80 |
153-11 |
140-18 |
12-25 |
8.6% |
1-10 |
0.9% |
60% |
False |
False |
226,904 |
| 100 |
153-11 |
134-14 |
18-29 |
12.8% |
1-07 |
0.8% |
73% |
False |
False |
181,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-16 |
|
1.618 |
150-11 |
|
1.000 |
149-20 |
|
0.618 |
149-06 |
|
HIGH |
148-15 |
|
0.618 |
148-01 |
|
0.500 |
147-28 |
|
0.382 |
147-24 |
|
LOW |
147-10 |
|
0.618 |
146-19 |
|
1.000 |
146-05 |
|
1.618 |
145-14 |
|
2.618 |
144-09 |
|
4.250 |
142-13 |
|
|
| Fisher Pivots for day following 09-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
148-20 |
| PP |
148-00 |
148-16 |
| S1 |
147-28 |
148-12 |
|