ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 30-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2012 |
30-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
153-10 |
151-07 |
-2-03 |
-1.4% |
153-04 |
| High |
153-10 |
152-06 |
-1-04 |
-0.7% |
154-17 |
| Low |
150-14 |
150-31 |
0-17 |
0.4% |
150-14 |
| Close |
151-02 |
152-03 |
1-01 |
0.7% |
151-02 |
| Range |
2-28 |
1-07 |
-1-21 |
-57.6% |
4-03 |
| ATR |
1-10 |
1-10 |
0-00 |
-0.5% |
0-00 |
| Volume |
821 |
1,308 |
487 |
59.3% |
3,930 |
|
| Daily Pivots for day following 30-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-13 |
154-31 |
152-24 |
|
| R3 |
154-06 |
153-24 |
152-14 |
|
| R2 |
152-31 |
152-31 |
152-10 |
|
| R1 |
152-17 |
152-17 |
152-07 |
152-24 |
| PP |
151-24 |
151-24 |
151-24 |
151-28 |
| S1 |
151-10 |
151-10 |
151-31 |
151-17 |
| S2 |
150-17 |
150-17 |
151-28 |
|
| S3 |
149-10 |
150-03 |
151-24 |
|
| S4 |
148-03 |
148-28 |
151-14 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-09 |
161-25 |
153-10 |
|
| R3 |
160-06 |
157-22 |
152-06 |
|
| R2 |
156-03 |
156-03 |
151-26 |
|
| R1 |
153-19 |
153-19 |
151-14 |
152-26 |
| PP |
152-00 |
152-00 |
152-00 |
151-20 |
| S1 |
149-16 |
149-16 |
150-22 |
148-22 |
| S2 |
147-29 |
147-29 |
150-10 |
|
| S3 |
143-26 |
145-13 |
149-30 |
|
| S4 |
139-23 |
141-10 |
148-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
154-17 |
150-14 |
4-03 |
2.7% |
1-17 |
1.0% |
40% |
False |
False |
975 |
| 10 |
154-17 |
150-14 |
4-03 |
2.7% |
1-07 |
0.8% |
40% |
False |
False |
633 |
| 20 |
154-17 |
148-27 |
5-22 |
3.7% |
1-04 |
0.7% |
57% |
False |
False |
511 |
| 40 |
154-17 |
148-01 |
6-16 |
4.3% |
1-07 |
0.8% |
63% |
False |
False |
407 |
| 60 |
154-17 |
142-00 |
12-17 |
8.2% |
1-05 |
0.8% |
81% |
False |
False |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-12 |
|
2.618 |
155-12 |
|
1.618 |
154-05 |
|
1.000 |
153-13 |
|
0.618 |
152-30 |
|
HIGH |
152-06 |
|
0.618 |
151-23 |
|
0.500 |
151-18 |
|
0.382 |
151-14 |
|
LOW |
150-31 |
|
0.618 |
150-07 |
|
1.000 |
149-24 |
|
1.618 |
149-00 |
|
2.618 |
147-25 |
|
4.250 |
145-25 |
|
|
| Fisher Pivots for day following 30-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-30 |
152-13 |
| PP |
151-24 |
152-10 |
| S1 |
151-18 |
152-06 |
|