ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 04-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2012 |
04-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
150-12 |
151-21 |
1-09 |
0.9% |
149-02 |
| High |
151-23 |
151-29 |
0-06 |
0.1% |
151-23 |
| Low |
149-26 |
150-30 |
1-04 |
0.8% |
148-30 |
| Close |
151-13 |
151-04 |
-0-09 |
-0.2% |
151-13 |
| Range |
1-29 |
0-31 |
-0-30 |
-49.2% |
2-25 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.7% |
0-00 |
| Volume |
394,395 |
355,379 |
-39,016 |
-9.9% |
1,191,693 |
|
| Daily Pivots for day following 04-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-07 |
153-21 |
151-21 |
|
| R3 |
153-08 |
152-22 |
151-13 |
|
| R2 |
152-09 |
152-09 |
151-10 |
|
| R1 |
151-23 |
151-23 |
151-07 |
151-16 |
| PP |
151-10 |
151-10 |
151-10 |
151-07 |
| S1 |
150-24 |
150-24 |
151-01 |
150-18 |
| S2 |
150-11 |
150-11 |
150-30 |
|
| S3 |
149-12 |
149-25 |
150-27 |
|
| S4 |
148-13 |
148-26 |
150-19 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-01 |
158-00 |
152-30 |
|
| R3 |
156-08 |
155-07 |
152-05 |
|
| R2 |
153-15 |
153-15 |
151-29 |
|
| R1 |
152-14 |
152-14 |
151-21 |
152-30 |
| PP |
150-22 |
150-22 |
150-22 |
150-30 |
| S1 |
149-21 |
149-21 |
151-05 |
150-06 |
| S2 |
147-29 |
147-29 |
150-29 |
|
| S3 |
145-04 |
146-28 |
150-21 |
|
| S4 |
142-11 |
144-03 |
149-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-29 |
149-11 |
2-18 |
1.7% |
1-04 |
0.8% |
70% |
True |
False |
287,012 |
| 10 |
151-29 |
145-23 |
6-06 |
4.1% |
1-06 |
0.8% |
87% |
True |
False |
162,540 |
| 20 |
151-29 |
145-23 |
6-06 |
4.1% |
1-06 |
0.8% |
87% |
True |
False |
82,603 |
| 40 |
154-17 |
145-23 |
8-26 |
5.8% |
1-07 |
0.8% |
61% |
False |
False |
41,560 |
| 60 |
154-17 |
145-23 |
8-26 |
5.8% |
1-07 |
0.8% |
61% |
False |
False |
27,839 |
| 80 |
154-17 |
144-00 |
10-17 |
7.0% |
1-07 |
0.8% |
68% |
False |
False |
20,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-01 |
|
2.618 |
154-14 |
|
1.618 |
153-15 |
|
1.000 |
152-28 |
|
0.618 |
152-16 |
|
HIGH |
151-29 |
|
0.618 |
151-17 |
|
0.500 |
151-14 |
|
0.382 |
151-10 |
|
LOW |
150-30 |
|
0.618 |
150-11 |
|
1.000 |
149-31 |
|
1.618 |
149-12 |
|
2.618 |
148-13 |
|
4.250 |
146-26 |
|
|
| Fisher Pivots for day following 04-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-14 |
151-00 |
| PP |
151-10 |
150-29 |
| S1 |
151-07 |
150-26 |
|