ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 06-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
148-19 |
148-29 |
0-10 |
0.2% |
148-03 |
| High |
149-12 |
150-00 |
0-20 |
0.4% |
150-02 |
| Low |
148-14 |
148-26 |
0-12 |
0.3% |
147-26 |
| Close |
148-29 |
149-28 |
0-31 |
0.7% |
149-28 |
| Range |
0-30 |
1-06 |
0-08 |
26.7% |
2-08 |
| ATR |
1-15 |
1-15 |
-0-01 |
-1.4% |
0-00 |
| Volume |
250 |
291,183 |
290,933 |
116,373.2% |
663,051 |
|
| Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-04 |
152-22 |
150-17 |
|
| R3 |
151-30 |
151-16 |
150-06 |
|
| R2 |
150-24 |
150-24 |
150-03 |
|
| R1 |
150-10 |
150-10 |
149-31 |
150-17 |
| PP |
149-18 |
149-18 |
149-18 |
149-22 |
| S1 |
149-04 |
149-04 |
149-25 |
149-11 |
| S2 |
148-12 |
148-12 |
149-21 |
|
| S3 |
147-06 |
147-30 |
149-18 |
|
| S4 |
146-00 |
146-24 |
149-07 |
|
|
| Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-00 |
155-06 |
151-04 |
|
| R3 |
153-24 |
152-30 |
150-16 |
|
| R2 |
151-16 |
151-16 |
150-09 |
|
| R1 |
150-22 |
150-22 |
150-03 |
151-03 |
| PP |
149-08 |
149-08 |
149-08 |
149-14 |
| S1 |
148-14 |
148-14 |
149-21 |
148-27 |
| S2 |
147-00 |
147-00 |
149-15 |
|
| S3 |
144-24 |
146-06 |
149-08 |
|
| S4 |
142-16 |
143-30 |
148-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-02 |
147-23 |
2-11 |
1.6% |
1-18 |
1.0% |
92% |
False |
False |
225,705 |
| 10 |
150-02 |
147-23 |
2-11 |
1.6% |
1-11 |
0.9% |
92% |
False |
False |
262,916 |
| 20 |
150-10 |
146-28 |
3-14 |
2.3% |
1-17 |
1.0% |
87% |
False |
False |
336,514 |
| 40 |
152-19 |
142-26 |
9-25 |
6.5% |
1-16 |
1.0% |
72% |
False |
False |
268,488 |
| 60 |
152-19 |
139-11 |
13-08 |
8.8% |
1-09 |
0.9% |
79% |
False |
False |
179,136 |
| 80 |
152-19 |
134-08 |
18-11 |
12.2% |
1-06 |
0.8% |
85% |
False |
False |
134,360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
153-03 |
|
1.618 |
151-29 |
|
1.000 |
151-06 |
|
0.618 |
150-23 |
|
HIGH |
150-00 |
|
0.618 |
149-17 |
|
0.500 |
149-13 |
|
0.382 |
149-09 |
|
LOW |
148-26 |
|
0.618 |
148-03 |
|
1.000 |
147-20 |
|
1.618 |
146-29 |
|
2.618 |
145-23 |
|
4.250 |
143-24 |
|
|
| Fisher Pivots for day following 06-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-23 |
149-20 |
| PP |
149-18 |
149-13 |
| S1 |
149-13 |
149-05 |
|