ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
153-18 |
154-15 |
0-29 |
0.6% |
152-12 |
| High |
154-14 |
154-17 |
0-03 |
0.1% |
153-14 |
| Low |
152-25 |
153-17 |
0-24 |
0.5% |
151-13 |
| Close |
154-03 |
154-01 |
-0-02 |
0.0% |
152-28 |
| Range |
1-21 |
1-00 |
-0-21 |
-39.6% |
2-01 |
| ATR |
1-06 |
1-06 |
0-00 |
-1.1% |
0-00 |
| Volume |
1,013 |
923 |
-90 |
-8.9% |
1,441 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-01 |
156-17 |
154-19 |
|
| R3 |
156-01 |
155-17 |
154-10 |
|
| R2 |
155-01 |
155-01 |
154-07 |
|
| R1 |
154-17 |
154-17 |
154-04 |
154-09 |
| PP |
154-01 |
154-01 |
154-01 |
153-29 |
| S1 |
153-17 |
153-17 |
153-30 |
153-09 |
| S2 |
153-01 |
153-01 |
153-27 |
|
| S3 |
152-01 |
152-17 |
153-24 |
|
| S4 |
151-01 |
151-17 |
153-15 |
|
|
| 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 |
158-25 |
|
2.618 |
157-05 |
|
1.618 |
156-05 |
|
1.000 |
155-17 |
|
0.618 |
155-05 |
|
HIGH |
154-17 |
|
0.618 |
154-05 |
|
0.500 |
154-01 |
|
0.382 |
153-29 |
|
LOW |
153-17 |
|
0.618 |
152-29 |
|
1.000 |
152-17 |
|
1.618 |
151-29 |
|
2.618 |
150-29 |
|
4.250 |
149-09 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
154-01 |
153-29 |
| PP |
154-01 |
153-25 |
| S1 |
154-01 |
153-21 |
|