ECBOT 30 Year Treasury Bond Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Jul-2012 | 
                    12-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        151-29 | 
                        152-07 | 
                        0-10 | 
                        0.2% | 
                        149-00 | 
                     
                    
                        | High | 
                        152-25 | 
                        152-26 | 
                        0-01 | 
                        0.0% | 
                        151-01 | 
                     
                    
                        | Low | 
                        151-17 | 
                        152-06 | 
                        0-21 | 
                        0.4% | 
                        148-27 | 
                     
                    
                        | Close | 
                        152-08 | 
                        152-24 | 
                        0-16 | 
                        0.3% | 
                        150-29 | 
                     
                    
                        | Range | 
                        1-08 | 
                        0-20 | 
                        -0-20 | 
                        -50.0% | 
                        2-06 | 
                     
                    
                        | ATR | 
                        1-08 | 
                        1-06 | 
                        -0-01 | 
                        -3.6% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        85 | 
                        112 | 
                        27 | 
                        31.8% | 
                        2,587 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154-15 | 
                154-07 | 
                153-03 | 
                 | 
             
            
                | R3 | 
                153-27 | 
                153-19 | 
                152-30 | 
                 | 
             
            
                | R2 | 
                153-07 | 
                153-07 | 
                152-28 | 
                 | 
             
            
                | R1 | 
                152-31 | 
                152-31 | 
                152-26 | 
                153-03 | 
             
            
                | PP | 
                152-19 | 
                152-19 | 
                152-19 | 
                152-20 | 
             
            
                | S1 | 
                152-11 | 
                152-11 | 
                152-22 | 
                152-15 | 
             
            
                | S2 | 
                151-31 | 
                151-31 | 
                152-20 | 
                 | 
             
            
                | S3 | 
                151-11 | 
                151-23 | 
                152-18 | 
                 | 
             
            
                | S4 | 
                150-23 | 
                151-03 | 
                152-13 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            155-15 | 
         
        
            | 
2.618             | 
            154-14 | 
         
        
            | 
1.618             | 
            153-26 | 
         
        
            | 
1.000             | 
            153-14 | 
         
        
            | 
0.618             | 
            153-06 | 
         
        
            | 
HIGH             | 
            152-26 | 
         
        
            | 
0.618             | 
            152-18 | 
         
        
            | 
0.500             | 
            152-16 | 
         
        
            | 
0.382             | 
            152-14 | 
         
        
            | 
LOW             | 
            152-06 | 
         
        
            | 
0.618             | 
            151-26 | 
         
        
            | 
1.000             | 
            151-18 | 
         
        
            | 
1.618             | 
            151-06 | 
         
        
            | 
2.618             | 
            150-18 | 
         
        
            | 
4.250             | 
            149-17 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152-21 | 
                                152-17 | 
                             
                            
                                | PP | 
                                152-19 | 
                                152-09 | 
                             
                            
                                | S1 | 
                                152-16 | 
                                152-02 | 
                             
             
         |