ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
149-00 |
-0-04 |
-0.1% |
145-28 |
| High |
149-12 |
149-22 |
0-10 |
0.2% |
149-04 |
| Low |
148-17 |
148-28 |
0-11 |
0.2% |
145-03 |
| Close |
148-31 |
149-19 |
0-20 |
0.4% |
148-12 |
| Range |
0-27 |
0-26 |
-0-01 |
-3.7% |
4-01 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
| Volume |
501,127 |
218,085 |
-283,042 |
-56.5% |
1,452,439 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-26 |
151-17 |
150-01 |
|
| R3 |
151-00 |
150-23 |
149-26 |
|
| R2 |
150-06 |
150-06 |
149-24 |
|
| R1 |
149-29 |
149-29 |
149-21 |
150-02 |
| PP |
149-12 |
149-12 |
149-12 |
149-15 |
| S1 |
149-03 |
149-03 |
149-17 |
149-08 |
| S2 |
148-18 |
148-18 |
149-14 |
|
| S3 |
147-24 |
148-09 |
149-12 |
|
| S4 |
146-30 |
147-15 |
149-05 |
|
|
| 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 |
149-22 |
148-04 |
1-18 |
1.0% |
0-29 |
0.6% |
94% |
True |
False |
332,003 |
| 10 |
149-22 |
145-03 |
4-19 |
3.1% |
1-01 |
0.7% |
98% |
True |
False |
303,636 |
| 20 |
151-19 |
145-03 |
6-16 |
4.3% |
1-06 |
0.8% |
69% |
False |
False |
297,964 |
| 40 |
153-11 |
145-03 |
8-08 |
5.5% |
1-08 |
0.8% |
55% |
False |
False |
305,344 |
| 60 |
153-11 |
145-03 |
8-08 |
5.5% |
1-11 |
0.9% |
55% |
False |
False |
318,999 |
| 80 |
153-11 |
142-26 |
10-17 |
7.0% |
1-12 |
0.9% |
64% |
False |
False |
283,294 |
| 100 |
153-11 |
139-11 |
14-00 |
9.4% |
1-08 |
0.8% |
73% |
False |
False |
226,709 |
| 120 |
153-11 |
134-08 |
19-03 |
12.8% |
1-06 |
0.8% |
80% |
False |
False |
188,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-04 |
|
2.618 |
151-26 |
|
1.618 |
151-00 |
|
1.000 |
150-16 |
|
0.618 |
150-06 |
|
HIGH |
149-22 |
|
0.618 |
149-12 |
|
0.500 |
149-09 |
|
0.382 |
149-06 |
|
LOW |
148-28 |
|
0.618 |
148-12 |
|
1.000 |
148-02 |
|
1.618 |
147-18 |
|
2.618 |
146-24 |
|
4.250 |
145-14 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-16 |
149-14 |
| PP |
149-12 |
149-09 |
| S1 |
149-09 |
149-04 |
|