ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 26-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2012 |
26-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
147-24 |
148-19 |
0-27 |
0.6% |
144-25 |
| High |
148-21 |
150-01 |
1-12 |
0.9% |
147-19 |
| Low |
147-11 |
148-15 |
1-04 |
0.8% |
144-15 |
| Close |
148-12 |
149-28 |
1-16 |
1.0% |
146-28 |
| Range |
1-10 |
1-18 |
0-08 |
19.0% |
3-04 |
| ATR |
1-12 |
1-12 |
0-01 |
1.5% |
0-00 |
| Volume |
318,361 |
339,736 |
21,375 |
6.7% |
1,508,807 |
|
| Daily Pivots for day following 26-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-05 |
153-18 |
150-24 |
|
| R3 |
152-19 |
152-00 |
150-10 |
|
| R2 |
151-01 |
151-01 |
150-05 |
|
| R1 |
150-14 |
150-14 |
150-01 |
150-24 |
| PP |
149-15 |
149-15 |
149-15 |
149-19 |
| S1 |
148-28 |
148-28 |
149-23 |
149-06 |
| S2 |
147-29 |
147-29 |
149-19 |
|
| S3 |
146-11 |
147-10 |
149-14 |
|
| S4 |
144-25 |
145-24 |
149-00 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-22 |
154-13 |
148-19 |
|
| R3 |
152-18 |
151-09 |
147-24 |
|
| R2 |
149-14 |
149-14 |
147-14 |
|
| R1 |
148-05 |
148-05 |
147-05 |
148-26 |
| PP |
146-10 |
146-10 |
146-10 |
146-20 |
| S1 |
145-01 |
145-01 |
146-19 |
145-22 |
| S2 |
143-06 |
143-06 |
146-10 |
|
| S3 |
140-02 |
141-29 |
146-00 |
|
| S4 |
136-30 |
138-25 |
145-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-01 |
146-10 |
3-23 |
2.5% |
1-05 |
0.8% |
96% |
True |
False |
293,592 |
| 10 |
150-01 |
144-15 |
5-18 |
3.7% |
1-16 |
1.0% |
97% |
True |
False |
340,576 |
| 20 |
151-29 |
144-15 |
7-14 |
5.0% |
1-14 |
1.0% |
73% |
False |
False |
329,881 |
| 40 |
153-05 |
144-15 |
8-22 |
5.8% |
1-11 |
0.9% |
62% |
False |
False |
176,245 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
54% |
False |
False |
117,659 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
54% |
False |
False |
88,327 |
| 100 |
154-17 |
142-29 |
11-20 |
7.8% |
1-07 |
0.8% |
60% |
False |
False |
70,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-22 |
|
2.618 |
154-04 |
|
1.618 |
152-18 |
|
1.000 |
151-19 |
|
0.618 |
151-00 |
|
HIGH |
150-01 |
|
0.618 |
149-14 |
|
0.500 |
149-08 |
|
0.382 |
149-02 |
|
LOW |
148-15 |
|
0.618 |
147-16 |
|
1.000 |
146-29 |
|
1.618 |
145-30 |
|
2.618 |
144-12 |
|
4.250 |
141-26 |
|
|
| Fisher Pivots for day following 26-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-21 |
149-13 |
| PP |
149-15 |
148-30 |
| S1 |
149-08 |
148-15 |
|