ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 24-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2012 |
24-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
147-31 |
148-09 |
0-10 |
0.2% |
145-28 |
| High |
148-19 |
149-04 |
0-17 |
0.4% |
149-04 |
| Low |
147-21 |
148-04 |
0-15 |
0.3% |
145-03 |
| Close |
148-16 |
148-12 |
-0-04 |
-0.1% |
148-12 |
| Range |
0-30 |
1-00 |
0-02 |
6.7% |
4-01 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
307,403 |
286,448 |
-20,955 |
-6.8% |
1,452,439 |
|
| Daily Pivots for day following 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-17 |
150-31 |
148-30 |
|
| R3 |
150-17 |
149-31 |
148-21 |
|
| R2 |
149-17 |
149-17 |
148-18 |
|
| R1 |
148-31 |
148-31 |
148-15 |
149-08 |
| PP |
148-17 |
148-17 |
148-17 |
148-22 |
| S1 |
147-31 |
147-31 |
148-09 |
148-08 |
| S2 |
147-17 |
147-17 |
148-06 |
|
| S3 |
146-17 |
146-31 |
148-03 |
|
| S4 |
145-17 |
145-31 |
147-26 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
158-01 |
150-19 |
|
| R3 |
155-19 |
154-00 |
149-15 |
|
| R2 |
151-18 |
151-18 |
149-04 |
|
| R1 |
149-31 |
149-31 |
148-24 |
150-24 |
| PP |
147-17 |
147-17 |
147-17 |
147-30 |
| S1 |
145-30 |
145-30 |
148-00 |
146-24 |
| S2 |
143-16 |
143-16 |
147-20 |
|
| S3 |
139-15 |
141-29 |
147-09 |
|
| S4 |
135-14 |
137-28 |
146-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-04 |
145-03 |
4-01 |
2.7% |
1-07 |
0.8% |
81% |
True |
False |
290,487 |
| 10 |
149-09 |
145-03 |
4-06 |
2.8% |
1-07 |
0.8% |
78% |
False |
False |
292,535 |
| 20 |
152-04 |
145-03 |
7-01 |
4.7% |
1-11 |
0.9% |
47% |
False |
False |
301,844 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
40% |
False |
False |
291,939 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-13 |
0.9% |
40% |
False |
False |
331,370 |
| 80 |
153-11 |
141-18 |
11-25 |
7.9% |
1-12 |
0.9% |
58% |
False |
False |
266,168 |
| 100 |
153-11 |
137-02 |
16-09 |
11.0% |
1-09 |
0.9% |
69% |
False |
False |
212,974 |
| 120 |
153-11 |
134-08 |
19-03 |
12.9% |
1-05 |
0.8% |
74% |
False |
False |
177,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-24 |
|
1.618 |
150-24 |
|
1.000 |
150-04 |
|
0.618 |
149-24 |
|
HIGH |
149-04 |
|
0.618 |
148-24 |
|
0.500 |
148-20 |
|
0.382 |
148-16 |
|
LOW |
148-04 |
|
0.618 |
147-16 |
|
1.000 |
147-04 |
|
1.618 |
146-16 |
|
2.618 |
145-16 |
|
4.250 |
143-28 |
|
|
| Fisher Pivots for day following 24-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-20 |
148-05 |
| PP |
148-17 |
147-31 |
| S1 |
148-15 |
147-24 |
|