ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 18-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2012 |
18-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
144-25 |
145-16 |
0-23 |
0.5% |
149-07 |
| High |
145-27 |
146-16 |
0-21 |
0.4% |
149-23 |
| Low |
144-15 |
145-14 |
0-31 |
0.7% |
144-16 |
| Close |
145-18 |
146-00 |
0-14 |
0.3% |
144-30 |
| Range |
1-12 |
1-02 |
-0-10 |
-22.7% |
5-07 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.1% |
0-00 |
| Volume |
279,962 |
308,354 |
28,392 |
10.1% |
1,887,834 |
|
| Daily Pivots for day following 18-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-05 |
148-21 |
146-19 |
|
| R3 |
148-03 |
147-19 |
146-09 |
|
| R2 |
147-01 |
147-01 |
146-06 |
|
| R1 |
146-17 |
146-17 |
146-03 |
146-25 |
| PP |
145-31 |
145-31 |
145-31 |
146-04 |
| S1 |
145-15 |
145-15 |
145-29 |
145-23 |
| S2 |
144-29 |
144-29 |
145-26 |
|
| S3 |
143-27 |
144-13 |
145-23 |
|
| S4 |
142-25 |
143-11 |
145-13 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-01 |
158-23 |
147-26 |
|
| R3 |
156-26 |
153-16 |
146-12 |
|
| R2 |
151-19 |
151-19 |
145-29 |
|
| R1 |
148-09 |
148-09 |
145-13 |
147-10 |
| PP |
146-12 |
146-12 |
146-12 |
145-29 |
| S1 |
143-02 |
143-02 |
144-15 |
142-04 |
| S2 |
141-05 |
141-05 |
143-31 |
|
| S3 |
135-30 |
137-27 |
143-16 |
|
| S4 |
130-23 |
132-20 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-26 |
144-15 |
4-11 |
3.0% |
1-28 |
1.3% |
35% |
False |
False |
393,766 |
| 10 |
151-24 |
144-15 |
7-09 |
5.0% |
1-22 |
1.1% |
21% |
False |
False |
362,406 |
| 20 |
151-29 |
144-15 |
7-14 |
5.1% |
1-14 |
1.0% |
21% |
False |
False |
262,473 |
| 40 |
154-17 |
144-15 |
10-02 |
6.9% |
1-13 |
1.0% |
15% |
False |
False |
132,106 |
| 60 |
154-17 |
144-15 |
10-02 |
6.9% |
1-08 |
0.9% |
15% |
False |
False |
88,201 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-10 |
0.9% |
15% |
False |
False |
66,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-00 |
|
2.618 |
149-09 |
|
1.618 |
148-07 |
|
1.000 |
147-18 |
|
0.618 |
147-05 |
|
HIGH |
146-16 |
|
0.618 |
146-03 |
|
0.500 |
145-31 |
|
0.382 |
145-27 |
|
LOW |
145-14 |
|
0.618 |
144-25 |
|
1.000 |
144-12 |
|
1.618 |
143-23 |
|
2.618 |
142-21 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 18-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-00 |
146-02 |
| PP |
145-31 |
146-01 |
| S1 |
145-31 |
146-01 |
|