ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-26 |
149-17 |
-0-09 |
-0.2% |
150-24 |
| High |
150-06 |
149-18 |
-0-20 |
-0.4% |
151-11 |
| Low |
149-14 |
148-02 |
-1-12 |
-0.9% |
148-05 |
| Close |
149-23 |
148-10 |
-1-13 |
-0.9% |
149-24 |
| Range |
0-24 |
1-16 |
0-24 |
100.0% |
3-06 |
| ATR |
1-10 |
1-10 |
0-01 |
2.0% |
0-00 |
| Volume |
1,020 |
541 |
-479 |
-47.0% |
7,196 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-05 |
152-07 |
149-04 |
|
| R3 |
151-21 |
150-23 |
148-23 |
|
| R2 |
150-05 |
150-05 |
148-19 |
|
| R1 |
149-07 |
149-07 |
148-14 |
148-30 |
| PP |
148-21 |
148-21 |
148-21 |
148-16 |
| S1 |
147-23 |
147-23 |
148-06 |
147-14 |
| S2 |
147-05 |
147-05 |
148-01 |
|
| S3 |
145-21 |
146-07 |
147-29 |
|
| S4 |
144-05 |
144-23 |
147-16 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-10 |
157-23 |
151-16 |
|
| R3 |
156-04 |
154-17 |
150-20 |
|
| R2 |
152-30 |
152-30 |
150-11 |
|
| R1 |
151-11 |
151-11 |
150-01 |
150-18 |
| PP |
149-24 |
149-24 |
149-24 |
149-11 |
| S1 |
148-05 |
148-05 |
149-15 |
147-12 |
| S2 |
146-18 |
146-18 |
149-05 |
|
| S3 |
143-12 |
144-31 |
148-28 |
|
| S4 |
140-06 |
141-25 |
148-00 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-30 |
|
2.618 |
153-16 |
|
1.618 |
152-00 |
|
1.000 |
151-02 |
|
0.618 |
150-16 |
|
HIGH |
149-18 |
|
0.618 |
149-00 |
|
0.500 |
148-26 |
|
0.382 |
148-20 |
|
LOW |
148-02 |
|
0.618 |
147-04 |
|
1.000 |
146-18 |
|
1.618 |
145-20 |
|
2.618 |
144-04 |
|
4.250 |
141-22 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-26 |
149-04 |
| PP |
148-21 |
148-27 |
| S1 |
148-15 |
148-19 |
|