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 | 
                             
             
         |