ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-17 |
150-29 |
0-12 |
0.2% |
148-03 |
| High |
151-00 |
151-24 |
0-24 |
0.5% |
150-02 |
| Low |
150-07 |
150-14 |
0-07 |
0.1% |
147-26 |
| Close |
151-00 |
151-05 |
0-05 |
0.1% |
149-28 |
| Range |
0-25 |
1-10 |
0-17 |
68.0% |
2-08 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.3% |
0-00 |
| Volume |
233,716 |
337,861 |
104,145 |
44.6% |
663,051 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-02 |
154-13 |
151-28 |
|
| R3 |
153-24 |
153-03 |
151-17 |
|
| R2 |
152-14 |
152-14 |
151-13 |
|
| R1 |
151-25 |
151-25 |
151-09 |
152-04 |
| PP |
151-04 |
151-04 |
151-04 |
151-09 |
| S1 |
150-15 |
150-15 |
151-01 |
150-26 |
| S2 |
149-26 |
149-26 |
150-29 |
|
| S3 |
148-16 |
149-05 |
150-25 |
|
| S4 |
147-06 |
147-27 |
150-14 |
|
|
| 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 |
151-24 |
148-14 |
3-10 |
2.2% |
1-01 |
0.7% |
82% |
True |
False |
222,908 |
| 10 |
151-24 |
147-23 |
4-01 |
2.7% |
1-08 |
0.8% |
85% |
True |
False |
255,807 |
| 20 |
151-24 |
147-19 |
4-05 |
2.7% |
1-12 |
0.9% |
86% |
True |
False |
313,729 |
| 40 |
152-19 |
145-02 |
7-17 |
5.0% |
1-16 |
1.0% |
81% |
False |
False |
288,952 |
| 60 |
152-19 |
140-10 |
12-09 |
8.1% |
1-09 |
0.9% |
88% |
False |
False |
192,851 |
| 80 |
152-19 |
134-08 |
18-11 |
12.1% |
1-06 |
0.8% |
92% |
False |
False |
144,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-10 |
|
2.618 |
155-06 |
|
1.618 |
153-28 |
|
1.000 |
153-02 |
|
0.618 |
152-18 |
|
HIGH |
151-24 |
|
0.618 |
151-08 |
|
0.500 |
151-03 |
|
0.382 |
150-30 |
|
LOW |
150-14 |
|
0.618 |
149-20 |
|
1.000 |
149-04 |
|
1.618 |
148-10 |
|
2.618 |
147-00 |
|
4.250 |
144-28 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-04 |
151-01 |
| PP |
151-04 |
150-29 |
| S1 |
151-03 |
150-25 |
|