ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
146-03 |
146-13 |
0-10 |
0.2% |
148-26 |
| High |
146-15 |
148-02 |
1-19 |
1.1% |
149-09 |
| Low |
145-03 |
146-12 |
1-09 |
0.9% |
145-04 |
| Close |
146-09 |
147-19 |
1-10 |
0.9% |
145-28 |
| Range |
1-12 |
1-22 |
0-10 |
22.7% |
4-05 |
| ATR |
1-11 |
1-12 |
0-01 |
2.4% |
0-00 |
| Volume |
293,918 |
359,439 |
65,521 |
22.3% |
1,472,914 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-13 |
151-22 |
148-17 |
|
| R3 |
150-23 |
150-00 |
148-02 |
|
| R2 |
149-01 |
149-01 |
147-29 |
|
| R1 |
148-10 |
148-10 |
147-24 |
148-22 |
| PP |
147-11 |
147-11 |
147-11 |
147-17 |
| S1 |
146-20 |
146-20 |
147-14 |
147-00 |
| S2 |
145-21 |
145-21 |
147-09 |
|
| S3 |
143-31 |
144-30 |
147-04 |
|
| S4 |
142-09 |
143-08 |
146-21 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-07 |
156-23 |
148-05 |
|
| R3 |
155-02 |
152-18 |
147-01 |
|
| R2 |
150-29 |
150-29 |
146-20 |
|
| R1 |
148-13 |
148-13 |
146-08 |
147-18 |
| PP |
146-24 |
146-24 |
146-24 |
146-11 |
| S1 |
144-08 |
144-08 |
145-16 |
143-14 |
| S2 |
142-19 |
142-19 |
145-04 |
|
| S3 |
138-14 |
140-03 |
144-23 |
|
| S4 |
134-09 |
135-30 |
143-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-02 |
145-03 |
2-31 |
2.0% |
1-09 |
0.9% |
84% |
True |
False |
293,303 |
| 10 |
149-09 |
145-03 |
4-06 |
2.8% |
1-08 |
0.9% |
60% |
False |
False |
290,431 |
| 20 |
153-06 |
145-03 |
8-03 |
5.5% |
1-14 |
1.0% |
31% |
False |
False |
315,374 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
30% |
False |
False |
292,253 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-15 |
1.0% |
30% |
False |
False |
335,946 |
| 80 |
153-11 |
141-09 |
12-02 |
8.2% |
1-12 |
0.9% |
52% |
False |
False |
258,755 |
| 100 |
153-11 |
135-19 |
17-24 |
12.0% |
1-09 |
0.9% |
68% |
False |
False |
207,037 |
| 120 |
153-11 |
134-08 |
19-03 |
12.9% |
1-05 |
0.8% |
70% |
False |
False |
172,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-08 |
|
2.618 |
152-15 |
|
1.618 |
150-25 |
|
1.000 |
149-24 |
|
0.618 |
149-03 |
|
HIGH |
148-02 |
|
0.618 |
147-13 |
|
0.500 |
147-07 |
|
0.382 |
147-01 |
|
LOW |
146-12 |
|
0.618 |
145-11 |
|
1.000 |
144-22 |
|
1.618 |
143-21 |
|
2.618 |
141-31 |
|
4.250 |
139-06 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-15 |
147-08 |
| PP |
147-11 |
146-29 |
| S1 |
147-07 |
146-18 |
|