ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 27-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2012 |
27-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-19 |
149-30 |
1-11 |
0.9% |
144-25 |
| High |
150-01 |
149-31 |
-0-02 |
0.0% |
147-19 |
| Low |
148-15 |
149-04 |
0-21 |
0.4% |
144-15 |
| Close |
149-28 |
149-16 |
-0-12 |
-0.3% |
146-28 |
| Range |
1-18 |
0-27 |
-0-23 |
-46.0% |
3-04 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.8% |
0-00 |
| Volume |
339,736 |
337,664 |
-2,072 |
-0.6% |
1,508,807 |
|
| Daily Pivots for day following 27-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
151-20 |
149-31 |
|
| R3 |
151-07 |
150-25 |
149-23 |
|
| R2 |
150-12 |
150-12 |
149-21 |
|
| R1 |
149-30 |
149-30 |
149-18 |
149-24 |
| PP |
149-17 |
149-17 |
149-17 |
149-14 |
| S1 |
149-03 |
149-03 |
149-14 |
148-28 |
| S2 |
148-22 |
148-22 |
149-11 |
|
| S3 |
147-27 |
148-08 |
149-09 |
|
| S4 |
147-00 |
147-13 |
149-01 |
|
|
| 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% |
1-03 |
0.7% |
86% |
False |
False |
293,460 |
| 10 |
150-01 |
144-15 |
5-18 |
3.7% |
1-11 |
0.9% |
90% |
False |
False |
320,896 |
| 20 |
151-29 |
144-15 |
7-14 |
5.0% |
1-14 |
1.0% |
68% |
False |
False |
331,348 |
| 40 |
153-05 |
144-15 |
8-22 |
5.8% |
1-11 |
0.9% |
58% |
False |
False |
184,671 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
50% |
False |
False |
123,270 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
50% |
False |
False |
92,546 |
| 100 |
154-17 |
143-00 |
11-17 |
7.7% |
1-08 |
0.8% |
56% |
False |
False |
74,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-18 |
|
2.618 |
152-06 |
|
1.618 |
151-11 |
|
1.000 |
150-26 |
|
0.618 |
150-16 |
|
HIGH |
149-31 |
|
0.618 |
149-21 |
|
0.500 |
149-18 |
|
0.382 |
149-14 |
|
LOW |
149-04 |
|
0.618 |
148-19 |
|
1.000 |
148-09 |
|
1.618 |
147-24 |
|
2.618 |
146-29 |
|
4.250 |
145-17 |
|
|
| Fisher Pivots for day following 27-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-18 |
149-07 |
| PP |
149-17 |
148-31 |
| S1 |
149-16 |
148-22 |
|