ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 07-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2012 |
07-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
150-24 |
150-28 |
0-04 |
0.1% |
151-07 |
| High |
151-11 |
150-28 |
-0-15 |
-0.3% |
153-05 |
| Low |
150-18 |
149-09 |
-1-09 |
-0.9% |
150-07 |
| Close |
150-29 |
149-18 |
-1-11 |
-0.9% |
150-16 |
| Range |
0-25 |
1-19 |
0-26 |
104.0% |
2-30 |
| ATR |
1-13 |
1-13 |
0-01 |
1.1% |
0-00 |
| Volume |
1,113 |
1,015 |
-98 |
-8.8% |
3,449 |
|
| Daily Pivots for day following 07-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-23 |
150-14 |
|
| R3 |
153-03 |
152-04 |
150-00 |
|
| R2 |
151-16 |
151-16 |
149-27 |
|
| R1 |
150-17 |
150-17 |
149-23 |
150-07 |
| PP |
149-29 |
149-29 |
149-29 |
149-24 |
| S1 |
148-30 |
148-30 |
149-13 |
148-20 |
| S2 |
148-10 |
148-10 |
149-09 |
|
| S3 |
146-23 |
147-11 |
149-04 |
|
| S4 |
145-04 |
145-24 |
148-22 |
|
|
| 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 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-21 |
|
2.618 |
155-02 |
|
1.618 |
153-15 |
|
1.000 |
152-15 |
|
0.618 |
151-28 |
|
HIGH |
150-28 |
|
0.618 |
150-09 |
|
0.500 |
150-02 |
|
0.382 |
149-28 |
|
LOW |
149-09 |
|
0.618 |
148-09 |
|
1.000 |
147-22 |
|
1.618 |
146-22 |
|
2.618 |
145-03 |
|
4.250 |
142-16 |
|
|
| Fisher Pivots for day following 07-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-02 |
150-28 |
| PP |
149-29 |
150-14 |
| S1 |
149-24 |
150-00 |
|