ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
154-15 |
154-05 |
-0-10 |
-0.2% |
152-12 |
| High |
154-17 |
154-12 |
-0-05 |
-0.1% |
153-14 |
| Low |
153-17 |
153-14 |
-0-03 |
-0.1% |
151-13 |
| Close |
154-01 |
153-23 |
-0-10 |
-0.2% |
152-28 |
| Range |
1-00 |
0-30 |
-0-02 |
-6.3% |
2-01 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
923 |
813 |
-110 |
-11.9% |
1,441 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-21 |
156-04 |
154-08 |
|
| R3 |
155-23 |
155-06 |
153-31 |
|
| R2 |
154-25 |
154-25 |
153-28 |
|
| R1 |
154-08 |
154-08 |
153-26 |
154-02 |
| PP |
153-27 |
153-27 |
153-27 |
153-24 |
| S1 |
153-10 |
153-10 |
153-20 |
153-04 |
| S2 |
152-29 |
152-29 |
153-18 |
|
| S3 |
151-31 |
152-12 |
153-15 |
|
| S4 |
151-01 |
151-14 |
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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-17 |
151-24 |
2-25 |
1.8% |
1-06 |
0.8% |
71% |
False |
False |
668 |
| 10 |
154-17 |
151-13 |
3-04 |
2.0% |
1-00 |
0.7% |
74% |
False |
False |
461 |
| 20 |
154-17 |
148-21 |
5-28 |
3.8% |
1-02 |
0.7% |
86% |
False |
False |
451 |
| 40 |
154-17 |
148-01 |
6-16 |
4.2% |
1-07 |
0.8% |
88% |
False |
False |
372 |
| 60 |
154-17 |
142-00 |
12-17 |
8.2% |
1-03 |
0.7% |
94% |
False |
False |
316 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-12 |
|
2.618 |
156-27 |
|
1.618 |
155-29 |
|
1.000 |
155-10 |
|
0.618 |
154-31 |
|
HIGH |
154-12 |
|
0.618 |
154-01 |
|
0.500 |
153-29 |
|
0.382 |
153-25 |
|
LOW |
153-14 |
|
0.618 |
152-27 |
|
1.000 |
152-16 |
|
1.618 |
151-29 |
|
2.618 |
150-31 |
|
4.250 |
149-14 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
153-29 |
153-22 |
| PP |
153-27 |
153-22 |
| S1 |
153-25 |
153-21 |
|