ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-08 |
146-22 |
-1-18 |
-1.1% |
150-24 |
| High |
148-11 |
147-08 |
-1-03 |
-0.7% |
151-11 |
| Low |
146-22 |
145-26 |
-0-28 |
-0.6% |
148-05 |
| Close |
146-27 |
146-09 |
-0-18 |
-0.4% |
149-24 |
| Range |
1-21 |
1-14 |
-0-07 |
-13.2% |
3-06 |
| ATR |
1-11 |
1-11 |
0-00 |
0.5% |
0-00 |
| Volume |
2,239 |
4,336 |
2,097 |
93.7% |
7,196 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
149-31 |
147-02 |
|
| R3 |
149-10 |
148-17 |
146-22 |
|
| R2 |
147-28 |
147-28 |
146-17 |
|
| R1 |
147-03 |
147-03 |
146-13 |
146-24 |
| PP |
146-14 |
146-14 |
146-14 |
146-09 |
| S1 |
145-21 |
145-21 |
146-05 |
145-10 |
| S2 |
145-00 |
145-00 |
146-01 |
|
| S3 |
143-18 |
144-07 |
145-28 |
|
| S4 |
142-04 |
142-25 |
145-16 |
|
|
| 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 |
153-12 |
|
2.618 |
151-00 |
|
1.618 |
149-18 |
|
1.000 |
148-22 |
|
0.618 |
148-04 |
|
HIGH |
147-08 |
|
0.618 |
146-22 |
|
0.500 |
146-17 |
|
0.382 |
146-12 |
|
LOW |
145-26 |
|
0.618 |
144-30 |
|
1.000 |
144-12 |
|
1.618 |
143-16 |
|
2.618 |
142-02 |
|
4.250 |
139-22 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-17 |
147-22 |
| PP |
146-14 |
147-07 |
| S1 |
146-12 |
146-24 |
|