ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 06-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2012 |
06-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
152-15 |
150-24 |
-1-23 |
-1.1% |
151-07 |
| High |
152-15 |
151-11 |
-1-04 |
-0.7% |
153-05 |
| Low |
150-07 |
150-18 |
0-11 |
0.2% |
150-07 |
| Close |
150-16 |
150-29 |
0-13 |
0.3% |
150-16 |
| Range |
2-08 |
0-25 |
-1-15 |
-65.3% |
2-30 |
| ATR |
1-14 |
1-13 |
-0-01 |
-3.0% |
0-00 |
| Volume |
717 |
1,113 |
396 |
55.2% |
3,449 |
|
| Daily Pivots for day following 06-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-28 |
151-11 |
|
| R3 |
152-16 |
152-03 |
151-04 |
|
| R2 |
151-23 |
151-23 |
151-02 |
|
| R1 |
151-10 |
151-10 |
150-31 |
151-16 |
| PP |
150-30 |
150-30 |
150-30 |
151-01 |
| S1 |
150-17 |
150-17 |
150-27 |
150-24 |
| S2 |
150-05 |
150-05 |
150-24 |
|
| S3 |
149-12 |
149-24 |
150-22 |
|
| S4 |
148-19 |
148-31 |
150-15 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-03 |
158-08 |
152-04 |
|
| R3 |
157-05 |
155-10 |
151-10 |
|
| R2 |
154-07 |
154-07 |
151-01 |
|
| R1 |
152-12 |
152-12 |
150-25 |
151-26 |
| PP |
151-09 |
151-09 |
151-09 |
151-01 |
| S1 |
149-14 |
149-14 |
150-07 |
148-28 |
| S2 |
148-11 |
148-11 |
149-31 |
|
| S3 |
145-13 |
146-16 |
149-22 |
|
| S4 |
142-15 |
143-18 |
148-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-05 |
150-07 |
2-30 |
1.9% |
1-18 |
1.0% |
23% |
False |
False |
650 |
| 10 |
154-17 |
150-07 |
4-10 |
2.9% |
1-18 |
1.0% |
16% |
False |
False |
813 |
| 20 |
154-17 |
150-07 |
4-10 |
2.9% |
1-08 |
0.8% |
16% |
False |
False |
516 |
| 40 |
154-17 |
148-01 |
6-16 |
4.3% |
1-08 |
0.8% |
44% |
False |
False |
457 |
| 60 |
154-17 |
144-00 |
10-17 |
7.0% |
1-07 |
0.8% |
66% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-21 |
|
2.618 |
153-12 |
|
1.618 |
152-19 |
|
1.000 |
152-04 |
|
0.618 |
151-26 |
|
HIGH |
151-11 |
|
0.618 |
151-01 |
|
0.500 |
150-30 |
|
0.382 |
150-28 |
|
LOW |
150-18 |
|
0.618 |
150-03 |
|
1.000 |
149-25 |
|
1.618 |
149-10 |
|
2.618 |
148-17 |
|
4.250 |
147-08 |
|
|
| Fisher Pivots for day following 06-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-30 |
151-22 |
| PP |
150-30 |
151-14 |
| S1 |
150-30 |
151-05 |
|