ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 10-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2012 |
10-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-30 |
151-17 |
0-19 |
0.4% |
149-00 |
| High |
151-25 |
152-03 |
0-10 |
0.2% |
151-01 |
| Low |
150-30 |
151-10 |
0-12 |
0.2% |
148-27 |
| Close |
151-21 |
152-03 |
0-14 |
0.3% |
150-29 |
| Range |
0-27 |
0-25 |
-0-02 |
-7.4% |
2-06 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.8% |
0-00 |
| Volume |
553 |
145 |
-408 |
-73.8% |
2,587 |
|
| Daily Pivots for day following 10-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-06 |
153-29 |
152-17 |
|
| R3 |
153-13 |
153-04 |
152-10 |
|
| R2 |
152-20 |
152-20 |
152-08 |
|
| R1 |
152-11 |
152-11 |
152-05 |
152-16 |
| PP |
151-27 |
151-27 |
151-27 |
151-29 |
| S1 |
151-18 |
151-18 |
152-01 |
151-22 |
| S2 |
151-02 |
151-02 |
151-30 |
|
| S3 |
150-09 |
150-25 |
151-28 |
|
| S4 |
149-16 |
150-00 |
151-21 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-26 |
156-02 |
152-04 |
|
| R3 |
154-20 |
153-28 |
151-16 |
|
| R2 |
152-14 |
152-14 |
151-10 |
|
| R1 |
151-22 |
151-22 |
151-03 |
152-02 |
| PP |
150-08 |
150-08 |
150-08 |
150-14 |
| S1 |
149-16 |
149-16 |
150-23 |
149-28 |
| S2 |
148-02 |
148-02 |
150-16 |
|
| S3 |
145-28 |
147-10 |
150-10 |
|
| S4 |
143-22 |
145-04 |
149-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-13 |
|
2.618 |
154-04 |
|
1.618 |
153-11 |
|
1.000 |
152-28 |
|
0.618 |
152-18 |
|
HIGH |
152-03 |
|
0.618 |
151-25 |
|
0.500 |
151-22 |
|
0.382 |
151-20 |
|
LOW |
151-10 |
|
0.618 |
150-27 |
|
1.000 |
150-17 |
|
1.618 |
150-02 |
|
2.618 |
149-09 |
|
4.250 |
148-00 |
|
|
| Fisher Pivots for day following 10-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
151-25 |
| PP |
151-27 |
151-15 |
| S1 |
151-22 |
151-04 |
|