ECBOT 30 Year Treasury Bond Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Jul-2012 | 
                    13-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152-07 | 
                        152-22 | 
                        0-15 | 
                        0.3% | 
                        150-30 | 
                     
                    
                        | High | 
                        152-26 | 
                        152-28 | 
                        0-02 | 
                        0.0% | 
                        152-28 | 
                     
                    
                        | Low | 
                        152-06 | 
                        151-30 | 
                        -0-08 | 
                        -0.2% | 
                        150-30 | 
                     
                    
                        | Close | 
                        152-24 | 
                        152-09 | 
                        -0-15 | 
                        -0.3% | 
                        152-09 | 
                     
                    
                        | Range | 
                        0-20 | 
                        0-30 | 
                        0-10 | 
                        50.0% | 
                        1-30 | 
                     
                    
                        | ATR | 
                        1-06 | 
                        1-06 | 
                        -0-01 | 
                        -1.6% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        112 | 
                        62 | 
                        -50 | 
                        -44.6% | 
                        957 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                155-06 | 
                154-21 | 
                152-26 | 
                 | 
             
            
                | R3 | 
                154-08 | 
                153-23 | 
                152-17 | 
                 | 
             
            
                | R2 | 
                153-10 | 
                153-10 | 
                152-14 | 
                 | 
             
            
                | R1 | 
                152-25 | 
                152-25 | 
                152-12 | 
                152-18 | 
             
            
                | PP | 
                152-12 | 
                152-12 | 
                152-12 | 
                152-08 | 
             
            
                | S1 | 
                151-27 | 
                151-27 | 
                152-06 | 
                151-20 | 
             
            
                | S2 | 
                151-14 | 
                151-14 | 
                152-04 | 
                 | 
             
            
                | S3 | 
                150-16 | 
                150-29 | 
                152-01 | 
                 | 
             
            
                | S4 | 
                149-18 | 
                149-31 | 
                151-24 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                157-27 | 
                157-00 | 
                153-11 | 
                 | 
             
            
                | R3 | 
                155-29 | 
                155-02 | 
                152-26 | 
                 | 
             
            
                | R2 | 
                153-31 | 
                153-31 | 
                152-20 | 
                 | 
             
            
                | R1 | 
                153-04 | 
                153-04 | 
                152-15 | 
                153-18 | 
             
            
                | PP | 
                152-01 | 
                152-01 | 
                152-01 | 
                152-08 | 
             
            
                | S1 | 
                151-06 | 
                151-06 | 
                152-03 | 
                151-20 | 
             
            
                | S2 | 
                150-03 | 
                150-03 | 
                151-30 | 
                 | 
             
            
                | S3 | 
                148-05 | 
                149-08 | 
                151-24 | 
                 | 
             
            
                | S4 | 
                146-07 | 
                147-10 | 
                151-07 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            156-28 | 
         
        
            | 
2.618             | 
            155-11 | 
         
        
            | 
1.618             | 
            154-13 | 
         
        
            | 
1.000             | 
            153-26 | 
         
        
            | 
0.618             | 
            153-15 | 
         
        
            | 
HIGH             | 
            152-28 | 
         
        
            | 
0.618             | 
            152-17 | 
         
        
            | 
0.500             | 
            152-13 | 
         
        
            | 
0.382             | 
            152-09 | 
         
        
            | 
LOW             | 
            151-30 | 
         
        
            | 
0.618             | 
            151-11 | 
         
        
            | 
1.000             | 
            151-00 | 
         
        
            | 
1.618             | 
            150-13 | 
         
        
            | 
2.618             | 
            149-15 | 
         
        
            | 
4.250             | 
            147-30 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152-13 | 
                                152-08 | 
                             
                            
                                | PP | 
                                152-12 | 
                                152-07 | 
                             
                            
                                | S1 | 
                                152-10 | 
                                152-06 | 
                             
             
         |