ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 09-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
148-29 |
149-28 |
0-31 |
0.7% |
148-03 |
| High |
150-00 |
150-23 |
0-23 |
0.5% |
150-02 |
| Low |
148-26 |
149-26 |
1-00 |
0.7% |
147-26 |
| Close |
149-28 |
150-19 |
0-23 |
0.5% |
149-28 |
| Range |
1-06 |
0-29 |
-0-09 |
-23.7% |
2-08 |
| ATR |
1-15 |
1-13 |
-0-01 |
-2.7% |
0-00 |
| Volume |
291,183 |
251,530 |
-39,653 |
-13.6% |
663,051 |
|
| Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-03 |
152-24 |
151-03 |
|
| R3 |
152-06 |
151-27 |
150-27 |
|
| R2 |
151-09 |
151-09 |
150-24 |
|
| R1 |
150-30 |
150-30 |
150-22 |
151-04 |
| PP |
150-12 |
150-12 |
150-12 |
150-15 |
| S1 |
150-01 |
150-01 |
150-16 |
150-06 |
| S2 |
149-15 |
149-15 |
150-14 |
|
| S3 |
148-18 |
149-04 |
150-11 |
|
| S4 |
147-21 |
148-07 |
150-03 |
|
|
| 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 |
150-23 |
147-26 |
2-29 |
1.9% |
1-10 |
0.9% |
96% |
True |
False |
182,916 |
| 10 |
150-23 |
147-23 |
3-00 |
2.0% |
1-09 |
0.9% |
96% |
True |
False |
255,730 |
| 20 |
150-23 |
146-28 |
3-27 |
2.6% |
1-16 |
1.0% |
97% |
True |
False |
326,897 |
| 40 |
152-19 |
143-29 |
8-22 |
5.8% |
1-16 |
1.0% |
77% |
False |
False |
274,746 |
| 60 |
152-19 |
140-00 |
12-19 |
8.4% |
1-09 |
0.9% |
84% |
False |
False |
183,328 |
| 80 |
152-19 |
134-08 |
18-11 |
12.2% |
1-06 |
0.8% |
89% |
False |
False |
137,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-18 |
|
2.618 |
153-03 |
|
1.618 |
152-06 |
|
1.000 |
151-20 |
|
0.618 |
151-09 |
|
HIGH |
150-23 |
|
0.618 |
150-12 |
|
0.500 |
150-08 |
|
0.382 |
150-05 |
|
LOW |
149-26 |
|
0.618 |
149-08 |
|
1.000 |
148-29 |
|
1.618 |
148-11 |
|
2.618 |
147-14 |
|
4.250 |
145-31 |
|
|
| Fisher Pivots for day following 09-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-16 |
150-08 |
| PP |
150-12 |
149-29 |
| S1 |
150-08 |
149-18 |
|