ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
146-24 |
144-20 |
-2-04 |
-1.4% |
148-17 |
| High |
146-26 |
145-12 |
-1-14 |
-1.0% |
148-30 |
| Low |
144-07 |
144-05 |
-0-02 |
0.0% |
144-07 |
| Close |
144-18 |
145-05 |
0-19 |
0.4% |
144-18 |
| Range |
2-19 |
1-07 |
-1-12 |
-53.0% |
4-23 |
| ATR |
1-13 |
1-12 |
0-00 |
-0.9% |
0-00 |
| Volume |
5,660 |
5,284 |
-376 |
-6.6% |
52,523 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-18 |
148-02 |
145-26 |
|
| R3 |
147-11 |
146-27 |
145-16 |
|
| R2 |
146-04 |
146-04 |
145-12 |
|
| R1 |
145-20 |
145-20 |
145-09 |
145-28 |
| PP |
144-29 |
144-29 |
144-29 |
145-00 |
| S1 |
144-13 |
144-13 |
145-01 |
144-21 |
| S2 |
143-22 |
143-22 |
144-30 |
|
| S3 |
142-15 |
143-06 |
144-26 |
|
| S4 |
141-08 |
141-31 |
144-16 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
157-01 |
147-05 |
|
| R3 |
155-11 |
152-10 |
145-28 |
|
| R2 |
150-20 |
150-20 |
145-14 |
|
| R1 |
147-19 |
147-19 |
145-00 |
146-24 |
| PP |
145-29 |
145-29 |
145-29 |
145-16 |
| S1 |
142-28 |
142-28 |
144-04 |
142-01 |
| S2 |
141-06 |
141-06 |
143-22 |
|
| S3 |
136-15 |
138-05 |
143-08 |
|
| S4 |
131-24 |
133-14 |
141-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-22 |
144-05 |
4-17 |
3.1% |
1-18 |
1.1% |
22% |
False |
True |
7,791 |
| 10 |
150-31 |
144-05 |
6-26 |
4.7% |
1-15 |
1.0% |
15% |
False |
True |
17,743 |
| 20 |
150-31 |
144-05 |
6-26 |
4.7% |
1-10 |
0.9% |
15% |
False |
True |
155,066 |
| 40 |
153-11 |
144-05 |
9-06 |
6.3% |
1-12 |
0.9% |
11% |
False |
True |
237,530 |
| 60 |
153-11 |
144-05 |
9-06 |
6.3% |
1-10 |
0.9% |
11% |
False |
True |
247,118 |
| 80 |
153-11 |
144-05 |
9-06 |
6.3% |
1-13 |
1.0% |
11% |
False |
True |
285,427 |
| 100 |
153-11 |
141-00 |
12-11 |
8.5% |
1-11 |
0.9% |
34% |
False |
False |
229,443 |
| 120 |
153-11 |
135-19 |
17-24 |
12.2% |
1-09 |
0.9% |
54% |
False |
False |
191,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-18 |
|
2.618 |
148-18 |
|
1.618 |
147-11 |
|
1.000 |
146-19 |
|
0.618 |
146-04 |
|
HIGH |
145-12 |
|
0.618 |
144-29 |
|
0.500 |
144-24 |
|
0.382 |
144-20 |
|
LOW |
144-05 |
|
0.618 |
143-13 |
|
1.000 |
142-30 |
|
1.618 |
142-06 |
|
2.618 |
140-31 |
|
4.250 |
138-31 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-01 |
145-28 |
| PP |
144-29 |
145-21 |
| S1 |
144-24 |
145-13 |
|