ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
147-02 |
148-19 |
1-17 |
1.0% |
149-26 |
| High |
148-24 |
149-12 |
0-20 |
0.4% |
150-06 |
| Low |
147-02 |
148-13 |
1-11 |
0.9% |
145-26 |
| Close |
148-10 |
149-10 |
1-00 |
0.7% |
146-18 |
| Range |
1-22 |
0-31 |
-0-23 |
-42.6% |
4-12 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.5% |
0-00 |
| Volume |
12,585 |
17,864 |
5,279 |
41.9% |
16,807 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-30 |
151-19 |
149-27 |
|
| R3 |
150-31 |
150-20 |
149-19 |
|
| R2 |
150-00 |
150-00 |
149-16 |
|
| R1 |
149-21 |
149-21 |
149-13 |
149-26 |
| PP |
149-01 |
149-01 |
149-01 |
149-04 |
| S1 |
148-22 |
148-22 |
149-07 |
148-28 |
| S2 |
148-02 |
148-02 |
149-04 |
|
| S3 |
147-03 |
147-23 |
149-01 |
|
| S4 |
146-04 |
146-24 |
148-25 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
157-31 |
148-31 |
|
| R3 |
156-09 |
153-19 |
147-24 |
|
| R2 |
151-29 |
151-29 |
147-12 |
|
| R1 |
149-07 |
149-07 |
146-31 |
148-12 |
| PP |
147-17 |
147-17 |
147-17 |
147-03 |
| S1 |
144-27 |
144-27 |
146-05 |
144-00 |
| S2 |
143-05 |
143-05 |
145-24 |
|
| S3 |
138-25 |
140-15 |
145-12 |
|
| S4 |
134-13 |
136-03 |
144-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-12 |
145-23 |
3-21 |
2.4% |
1-06 |
0.8% |
98% |
True |
False |
9,866 |
| 10 |
150-06 |
145-23 |
4-15 |
3.0% |
1-07 |
0.8% |
80% |
False |
False |
6,004 |
| 20 |
153-10 |
145-23 |
7-19 |
5.1% |
1-12 |
0.9% |
47% |
False |
False |
3,446 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
41% |
False |
False |
1,949 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-09 |
0.9% |
41% |
False |
False |
1,397 |
| 80 |
154-17 |
142-00 |
12-17 |
8.4% |
1-05 |
0.8% |
58% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-16 |
|
2.618 |
151-29 |
|
1.618 |
150-30 |
|
1.000 |
150-11 |
|
0.618 |
149-31 |
|
HIGH |
149-12 |
|
0.618 |
149-00 |
|
0.500 |
148-28 |
|
0.382 |
148-25 |
|
LOW |
148-13 |
|
0.618 |
147-26 |
|
1.000 |
147-14 |
|
1.618 |
146-27 |
|
2.618 |
145-28 |
|
4.250 |
144-09 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-06 |
148-23 |
| PP |
149-01 |
148-04 |
| S1 |
148-28 |
147-18 |
|