ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 28-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2012 |
28-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
149-30 |
149-10 |
-0-20 |
-0.4% |
146-31 |
| High |
149-31 |
150-09 |
0-10 |
0.2% |
150-09 |
| Low |
149-04 |
149-05 |
0-01 |
0.0% |
146-29 |
| Close |
149-16 |
149-12 |
-0-04 |
-0.1% |
149-12 |
| Range |
0-27 |
1-04 |
0-09 |
33.3% |
3-12 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.2% |
0-00 |
| Volume |
337,664 |
404,371 |
66,707 |
19.8% |
1,592,359 |
|
| Daily Pivots for day following 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-31 |
152-10 |
150-00 |
|
| R3 |
151-27 |
151-06 |
149-22 |
|
| R2 |
150-23 |
150-23 |
149-19 |
|
| R1 |
150-02 |
150-02 |
149-15 |
150-12 |
| PP |
149-19 |
149-19 |
149-19 |
149-25 |
| S1 |
148-30 |
148-30 |
149-09 |
149-08 |
| S2 |
148-15 |
148-15 |
149-05 |
|
| S3 |
147-11 |
147-26 |
149-02 |
|
| S4 |
146-07 |
146-22 |
148-24 |
|
|
| Weekly Pivots for week ending 28-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-31 |
157-18 |
151-07 |
|
| R3 |
155-19 |
154-06 |
150-10 |
|
| R2 |
152-07 |
152-07 |
150-00 |
|
| R1 |
150-26 |
150-26 |
149-22 |
151-16 |
| PP |
148-27 |
148-27 |
148-27 |
149-07 |
| S1 |
147-14 |
147-14 |
149-02 |
148-04 |
| S2 |
145-15 |
145-15 |
148-24 |
|
| S3 |
142-03 |
144-02 |
148-14 |
|
| S4 |
138-23 |
140-22 |
147-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-09 |
146-29 |
3-12 |
2.3% |
1-05 |
0.8% |
73% |
True |
False |
318,471 |
| 10 |
150-09 |
144-15 |
5-26 |
3.9% |
1-05 |
0.8% |
84% |
True |
False |
310,116 |
| 20 |
151-29 |
144-15 |
7-14 |
5.0% |
1-14 |
1.0% |
66% |
False |
False |
344,334 |
| 40 |
152-15 |
144-15 |
8-00 |
5.4% |
1-10 |
0.9% |
61% |
False |
False |
194,770 |
| 60 |
154-17 |
144-15 |
10-02 |
6.7% |
1-08 |
0.8% |
49% |
False |
False |
130,000 |
| 80 |
154-17 |
144-15 |
10-02 |
6.7% |
1-09 |
0.9% |
49% |
False |
False |
97,594 |
| 100 |
154-17 |
143-00 |
11-17 |
7.7% |
1-08 |
0.8% |
55% |
False |
False |
78,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
153-07 |
|
1.618 |
152-03 |
|
1.000 |
151-13 |
|
0.618 |
150-31 |
|
HIGH |
150-09 |
|
0.618 |
149-27 |
|
0.500 |
149-23 |
|
0.382 |
149-19 |
|
LOW |
149-05 |
|
0.618 |
148-15 |
|
1.000 |
148-01 |
|
1.618 |
147-11 |
|
2.618 |
146-07 |
|
4.250 |
144-12 |
|
|
| Fisher Pivots for day following 28-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-23 |
149-12 |
| PP |
149-19 |
149-12 |
| S1 |
149-16 |
149-12 |
|