ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 10-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2012 |
10-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-17 |
148-17 |
0-00 |
0.0% |
150-23 |
| High |
150-01 |
148-30 |
-1-03 |
-0.7% |
150-31 |
| Low |
147-21 |
147-30 |
0-09 |
0.2% |
147-21 |
| Close |
148-17 |
148-06 |
-0-11 |
-0.2% |
148-17 |
| Range |
2-12 |
1-00 |
-1-12 |
-57.9% |
3-10 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
| Volume |
23,729 |
18,851 |
-4,878 |
-20.6% |
119,632 |
|
| Daily Pivots for day following 10-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-11 |
150-25 |
148-24 |
|
| R3 |
150-11 |
149-25 |
148-15 |
|
| R2 |
149-11 |
149-11 |
148-12 |
|
| R1 |
148-25 |
148-25 |
148-09 |
148-18 |
| PP |
148-11 |
148-11 |
148-11 |
148-08 |
| S1 |
147-25 |
147-25 |
148-03 |
147-18 |
| S2 |
147-11 |
147-11 |
148-00 |
|
| S3 |
146-11 |
146-25 |
147-29 |
|
| S4 |
145-11 |
145-25 |
147-20 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
157-02 |
150-11 |
|
| R3 |
155-22 |
153-24 |
149-14 |
|
| R2 |
152-12 |
152-12 |
149-04 |
|
| R1 |
150-14 |
150-14 |
148-27 |
149-24 |
| PP |
149-02 |
149-02 |
149-02 |
148-22 |
| S1 |
147-04 |
147-04 |
148-07 |
146-14 |
| S2 |
145-24 |
145-24 |
147-30 |
|
| S3 |
142-14 |
143-26 |
147-20 |
|
| S4 |
139-04 |
140-16 |
146-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-31 |
147-21 |
3-10 |
2.2% |
1-11 |
0.9% |
16% |
False |
False |
27,696 |
| 10 |
150-31 |
147-21 |
3-10 |
2.2% |
1-06 |
0.8% |
16% |
False |
False |
160,993 |
| 20 |
150-31 |
145-03 |
5-28 |
4.0% |
1-07 |
0.8% |
53% |
False |
False |
226,764 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
38% |
False |
False |
269,853 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
38% |
False |
False |
277,378 |
| 80 |
153-11 |
145-03 |
8-08 |
5.6% |
1-13 |
0.9% |
38% |
False |
False |
286,018 |
| 100 |
153-11 |
140-18 |
12-25 |
8.6% |
1-10 |
0.9% |
60% |
False |
False |
229,066 |
| 120 |
153-11 |
135-19 |
17-24 |
12.0% |
1-07 |
0.8% |
71% |
False |
False |
190,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-06 |
|
2.618 |
151-18 |
|
1.618 |
150-18 |
|
1.000 |
149-30 |
|
0.618 |
149-18 |
|
HIGH |
148-30 |
|
0.618 |
148-18 |
|
0.500 |
148-14 |
|
0.382 |
148-10 |
|
LOW |
147-30 |
|
0.618 |
147-10 |
|
1.000 |
146-30 |
|
1.618 |
146-10 |
|
2.618 |
145-10 |
|
4.250 |
143-22 |
|
|
| Fisher Pivots for day following 10-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-14 |
148-27 |
| PP |
148-11 |
148-20 |
| S1 |
148-09 |
148-13 |
|