ECBOT 30 Year Treasury Bond Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Jul-2012 | 
                    18-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        152-19 | 
                        151-30 | 
                        -0-21 | 
                        -0.4% | 
                        150-30 | 
                     
                    
                        | High | 
                        152-19 | 
                        152-19 | 
                        0-00 | 
                        0.0% | 
                        152-28 | 
                     
                    
                        | Low | 
                        151-27 | 
                        151-29 | 
                        0-02 | 
                        0.0% | 
                        150-30 | 
                     
                    
                        | Close | 
                        152-00 | 
                        152-11 | 
                        0-11 | 
                        0.2% | 
                        152-09 | 
                     
                    
                        | Range | 
                        0-24 | 
                        0-22 | 
                        -0-02 | 
                        -8.3% | 
                        1-30 | 
                     
                    
                        | ATR | 
                        1-05 | 
                        1-04 | 
                        -0-01 | 
                        -2.9% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        352 | 
                        347 | 
                        -5 | 
                        -1.4% | 
                        957 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                154-11 | 
                154-01 | 
                152-23 | 
                 | 
             
            
                | R3 | 
                153-21 | 
                153-11 | 
                152-17 | 
                 | 
             
            
                | R2 | 
                152-31 | 
                152-31 | 
                152-15 | 
                 | 
             
            
                | R1 | 
                152-21 | 
                152-21 | 
                152-13 | 
                152-26 | 
             
            
                | PP | 
                152-09 | 
                152-09 | 
                152-09 | 
                152-12 | 
             
            
                | S1 | 
                151-31 | 
                151-31 | 
                152-09 | 
                152-04 | 
             
            
                | S2 | 
                151-19 | 
                151-19 | 
                152-07 | 
                 | 
             
            
                | S3 | 
                150-29 | 
                151-09 | 
                152-05 | 
                 | 
             
            
                | S4 | 
                150-07 | 
                150-19 | 
                151-31 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            155-16 | 
         
        
            | 
2.618             | 
            154-13 | 
         
        
            | 
1.618             | 
            153-23 | 
         
        
            | 
1.000             | 
            153-09 | 
         
        
            | 
0.618             | 
            153-01 | 
         
        
            | 
HIGH             | 
            152-19 | 
         
        
            | 
0.618             | 
            152-11 | 
         
        
            | 
0.500             | 
            152-08 | 
         
        
            | 
0.382             | 
            152-05 | 
         
        
            | 
LOW             | 
            151-29 | 
         
        
            | 
0.618             | 
            151-15 | 
         
        
            | 
1.000             | 
            151-07 | 
         
        
            | 
1.618             | 
            150-25 | 
         
        
            | 
2.618             | 
            150-03 | 
         
        
            | 
4.250             | 
            149-00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                152-10 | 
                                152-20 | 
                             
                            
                                | PP | 
                                152-09 | 
                                152-17 | 
                             
                            
                                | S1 | 
                                152-08 | 
                                152-14 | 
                             
             
         |