ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
153-04 |
153-18 |
0-14 |
0.3% |
152-12 |
| High |
154-05 |
154-14 |
0-09 |
0.2% |
153-14 |
| Low |
153-04 |
152-25 |
-0-11 |
-0.2% |
151-13 |
| Close |
153-10 |
154-03 |
0-25 |
0.5% |
152-28 |
| Range |
1-01 |
1-21 |
0-20 |
60.6% |
2-01 |
| ATR |
1-05 |
1-06 |
0-01 |
3.1% |
0-00 |
| Volume |
360 |
1,013 |
653 |
181.4% |
1,441 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-24 |
158-02 |
155-00 |
|
| R3 |
157-03 |
156-13 |
154-18 |
|
| R2 |
155-14 |
155-14 |
154-13 |
|
| R1 |
154-24 |
154-24 |
154-08 |
155-03 |
| PP |
153-25 |
153-25 |
153-25 |
153-30 |
| S1 |
153-03 |
153-03 |
153-30 |
153-14 |
| S2 |
152-04 |
152-04 |
153-25 |
|
| S3 |
150-15 |
151-14 |
153-20 |
|
| S4 |
148-26 |
149-25 |
153-06 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-21 |
157-26 |
154-00 |
|
| R3 |
156-20 |
155-25 |
153-14 |
|
| R2 |
154-19 |
154-19 |
153-08 |
|
| R1 |
153-24 |
153-24 |
153-02 |
154-06 |
| PP |
152-18 |
152-18 |
152-18 |
152-25 |
| S1 |
151-23 |
151-23 |
152-22 |
152-04 |
| S2 |
150-17 |
150-17 |
152-16 |
|
| S3 |
148-16 |
149-22 |
152-10 |
|
| S4 |
146-15 |
147-21 |
151-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-15 |
|
2.618 |
158-25 |
|
1.618 |
157-04 |
|
1.000 |
156-03 |
|
0.618 |
155-15 |
|
HIGH |
154-14 |
|
0.618 |
153-26 |
|
0.500 |
153-20 |
|
0.382 |
153-13 |
|
LOW |
152-25 |
|
0.618 |
151-24 |
|
1.000 |
151-04 |
|
1.618 |
150-03 |
|
2.618 |
148-14 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
153-30 |
153-24 |
| PP |
153-25 |
153-14 |
| S1 |
153-20 |
153-03 |
|