ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
144-20 |
145-13 |
0-25 |
0.5% |
148-17 |
| High |
145-12 |
146-02 |
0-22 |
0.5% |
148-30 |
| Low |
144-05 |
145-12 |
1-07 |
0.8% |
144-07 |
| Close |
145-05 |
145-20 |
0-15 |
0.3% |
144-18 |
| Range |
1-07 |
0-22 |
-0-17 |
-43.6% |
4-23 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.5% |
0-00 |
| Volume |
5,284 |
7,137 |
1,853 |
35.1% |
52,523 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-24 |
147-12 |
146-00 |
|
| R3 |
147-02 |
146-22 |
145-26 |
|
| R2 |
146-12 |
146-12 |
145-24 |
|
| R1 |
146-00 |
146-00 |
145-22 |
146-06 |
| PP |
145-22 |
145-22 |
145-22 |
145-25 |
| S1 |
145-10 |
145-10 |
145-18 |
145-16 |
| S2 |
145-00 |
145-00 |
145-16 |
|
| S3 |
144-10 |
144-20 |
145-14 |
|
| S4 |
143-20 |
143-30 |
145-08 |
|
|
| 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 |
148-06 |
144-05 |
4-01 |
2.8% |
1-18 |
1.1% |
36% |
False |
False |
6,927 |
| 10 |
150-26 |
144-05 |
6-21 |
4.6% |
1-14 |
1.0% |
22% |
False |
False |
13,657 |
| 20 |
150-31 |
144-05 |
6-26 |
4.7% |
1-09 |
0.9% |
22% |
False |
False |
145,162 |
| 40 |
153-11 |
144-05 |
9-06 |
6.3% |
1-11 |
0.9% |
16% |
False |
False |
229,941 |
| 60 |
153-11 |
144-05 |
9-06 |
6.3% |
1-09 |
0.9% |
16% |
False |
False |
241,847 |
| 80 |
153-11 |
144-05 |
9-06 |
6.3% |
1-13 |
1.0% |
16% |
False |
False |
284,478 |
| 100 |
153-11 |
141-09 |
12-02 |
8.3% |
1-11 |
0.9% |
36% |
False |
False |
229,510 |
| 120 |
153-11 |
135-19 |
17-24 |
12.2% |
1-09 |
0.9% |
57% |
False |
False |
191,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-00 |
|
2.618 |
147-28 |
|
1.618 |
147-06 |
|
1.000 |
146-24 |
|
0.618 |
146-16 |
|
HIGH |
146-02 |
|
0.618 |
145-26 |
|
0.500 |
145-23 |
|
0.382 |
145-20 |
|
LOW |
145-12 |
|
0.618 |
144-30 |
|
1.000 |
144-22 |
|
1.618 |
144-08 |
|
2.618 |
143-18 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-23 |
145-18 |
| PP |
145-22 |
145-17 |
| S1 |
145-21 |
145-16 |
|