ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 12-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
150-23 |
-0-06 |
-0.1% |
148-03 |
| High |
151-24 |
151-22 |
-0-02 |
0.0% |
150-02 |
| Low |
150-14 |
150-22 |
0-08 |
0.2% |
147-26 |
| Close |
151-05 |
151-20 |
0-15 |
0.3% |
149-28 |
| Range |
1-10 |
1-00 |
-0-10 |
-23.8% |
2-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.9% |
0-00 |
| Volume |
337,861 |
273,736 |
-64,125 |
-19.0% |
663,051 |
|
| Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-11 |
153-31 |
152-06 |
|
| R3 |
153-11 |
152-31 |
151-29 |
|
| R2 |
152-11 |
152-11 |
151-26 |
|
| R1 |
151-31 |
151-31 |
151-23 |
152-05 |
| PP |
151-11 |
151-11 |
151-11 |
151-14 |
| S1 |
150-31 |
150-31 |
151-17 |
151-05 |
| S2 |
150-11 |
150-11 |
151-14 |
|
| S3 |
149-11 |
149-31 |
151-11 |
|
| S4 |
148-11 |
148-31 |
151-02 |
|
|
| 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 |
148-26 |
2-30 |
1.9% |
1-01 |
0.7% |
96% |
False |
False |
277,605 |
| 10 |
151-24 |
147-23 |
4-01 |
2.7% |
1-10 |
0.9% |
97% |
False |
False |
256,503 |
| 20 |
151-24 |
147-21 |
4-03 |
2.7% |
1-10 |
0.9% |
97% |
False |
False |
302,658 |
| 40 |
152-19 |
145-07 |
7-12 |
4.9% |
1-16 |
1.0% |
87% |
False |
False |
295,692 |
| 60 |
152-19 |
140-18 |
12-01 |
7.9% |
1-10 |
0.9% |
92% |
False |
False |
197,410 |
| 80 |
152-19 |
134-14 |
18-05 |
12.0% |
1-06 |
0.8% |
95% |
False |
False |
148,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-30 |
|
2.618 |
154-10 |
|
1.618 |
153-10 |
|
1.000 |
152-22 |
|
0.618 |
152-10 |
|
HIGH |
151-22 |
|
0.618 |
151-10 |
|
0.500 |
151-06 |
|
0.382 |
151-02 |
|
LOW |
150-22 |
|
0.618 |
150-02 |
|
1.000 |
149-22 |
|
1.618 |
149-02 |
|
2.618 |
148-02 |
|
4.250 |
146-14 |
|
|
| Fisher Pivots for day following 12-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-15 |
151-13 |
| PP |
151-11 |
151-06 |
| S1 |
151-06 |
151-00 |
|