ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 05-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2012 |
05-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
150-23 |
150-11 |
-0-12 |
-0.2% |
148-09 |
| High |
150-31 |
150-26 |
-0-05 |
-0.1% |
150-25 |
| Low |
150-02 |
149-27 |
-0-07 |
-0.1% |
148-04 |
| Close |
150-07 |
149-31 |
-0-08 |
-0.2% |
150-16 |
| Range |
0-29 |
0-31 |
0-02 |
6.9% |
2-21 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
48,004 |
27,842 |
-20,162 |
-42.0% |
1,471,456 |
|
| Daily Pivots for day following 05-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-04 |
152-16 |
150-16 |
|
| R3 |
152-05 |
151-17 |
150-08 |
|
| R2 |
151-06 |
151-06 |
150-05 |
|
| R1 |
150-18 |
150-18 |
150-02 |
150-12 |
| PP |
150-07 |
150-07 |
150-07 |
150-04 |
| S1 |
149-19 |
149-19 |
149-28 |
149-14 |
| S2 |
149-08 |
149-08 |
149-25 |
|
| S3 |
148-09 |
148-20 |
149-22 |
|
| S4 |
147-10 |
147-21 |
149-14 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
156-25 |
151-31 |
|
| R3 |
155-04 |
154-04 |
151-07 |
|
| R2 |
152-15 |
152-15 |
151-00 |
|
| R1 |
151-15 |
151-15 |
150-24 |
151-31 |
| PP |
149-26 |
149-26 |
149-26 |
150-02 |
| S1 |
148-26 |
148-26 |
150-08 |
149-10 |
| S2 |
147-05 |
147-05 |
150-00 |
|
| S3 |
144-16 |
146-05 |
149-25 |
|
| S4 |
141-27 |
143-16 |
149-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-31 |
148-17 |
2-14 |
1.6% |
1-02 |
0.7% |
59% |
False |
False |
178,589 |
| 10 |
150-31 |
146-12 |
4-19 |
3.1% |
1-02 |
0.7% |
78% |
False |
False |
250,059 |
| 20 |
150-31 |
145-03 |
5-28 |
3.9% |
1-04 |
0.8% |
83% |
False |
False |
266,518 |
| 40 |
153-11 |
145-03 |
8-08 |
5.5% |
1-08 |
0.8% |
59% |
False |
False |
290,277 |
| 60 |
153-11 |
145-03 |
8-08 |
5.5% |
1-10 |
0.9% |
59% |
False |
False |
299,644 |
| 80 |
153-11 |
144-13 |
8-30 |
6.0% |
1-12 |
0.9% |
62% |
False |
False |
285,413 |
| 100 |
153-11 |
140-10 |
13-01 |
8.7% |
1-09 |
0.8% |
74% |
False |
False |
228,443 |
| 120 |
153-11 |
134-08 |
19-03 |
12.7% |
1-07 |
0.8% |
82% |
False |
False |
190,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-30 |
|
2.618 |
153-11 |
|
1.618 |
152-12 |
|
1.000 |
151-25 |
|
0.618 |
151-13 |
|
HIGH |
150-26 |
|
0.618 |
150-14 |
|
0.500 |
150-10 |
|
0.382 |
150-07 |
|
LOW |
149-27 |
|
0.618 |
149-08 |
|
1.000 |
148-28 |
|
1.618 |
148-09 |
|
2.618 |
147-10 |
|
4.250 |
145-23 |
|
|
| Fisher Pivots for day following 05-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-10 |
150-00 |
| PP |
150-07 |
149-31 |
| S1 |
150-03 |
149-31 |
|