ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
151-08 |
151-18 |
0-10 |
0.2% |
149-28 |
High |
152-10 |
151-24 |
-0-18 |
-0.4% |
151-28 |
Low |
151-06 |
150-25 |
-0-13 |
-0.3% |
149-26 |
Close |
151-25 |
150-30 |
-0-27 |
-0.6% |
151-06 |
Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
2-02 |
ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
Volume |
262,613 |
286,238 |
23,625 |
9.0% |
1,364,831 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-02 |
153-15 |
151-15 |
|
R3 |
153-03 |
152-16 |
151-07 |
|
R2 |
152-04 |
152-04 |
151-04 |
|
R1 |
151-17 |
151-17 |
151-01 |
151-11 |
PP |
151-05 |
151-05 |
151-05 |
151-02 |
S1 |
150-18 |
150-18 |
150-27 |
150-12 |
S2 |
150-06 |
150-06 |
150-24 |
|
S3 |
149-07 |
149-19 |
150-21 |
|
S4 |
148-08 |
148-20 |
150-13 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-05 |
156-07 |
152-10 |
|
R3 |
155-03 |
154-05 |
151-24 |
|
R2 |
153-01 |
153-01 |
151-18 |
|
R1 |
152-03 |
152-03 |
151-12 |
152-18 |
PP |
150-31 |
150-31 |
150-31 |
151-06 |
S1 |
150-01 |
150-01 |
151-00 |
150-16 |
S2 |
148-29 |
148-29 |
150-26 |
|
S3 |
146-27 |
147-31 |
150-20 |
|
S4 |
144-25 |
145-29 |
150-02 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
152-10 |
150-14 |
1-28 |
1.2% |
1-03 |
0.7% |
27% |
False |
False |
285,687 |
10 |
152-10 |
148-10 |
4-00 |
2.7% |
1-02 |
0.7% |
66% |
False |
False |
220,537 |
20 |
152-10 |
147-21 |
4-21 |
3.1% |
1-08 |
0.8% |
70% |
False |
False |
289,964 |
40 |
152-19 |
146-02 |
6-17 |
4.3% |
1-15 |
1.0% |
75% |
False |
False |
315,529 |
60 |
152-19 |
140-18 |
12-01 |
8.0% |
1-10 |
0.9% |
86% |
False |
False |
211,018 |
80 |
152-19 |
135-19 |
17-00 |
11.3% |
1-07 |
0.8% |
90% |
False |
False |
158,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-28 |
2.618 |
154-09 |
1.618 |
153-10 |
1.000 |
152-23 |
0.618 |
152-11 |
HIGH |
151-24 |
0.618 |
151-12 |
0.500 |
151-08 |
0.382 |
151-05 |
LOW |
150-25 |
0.618 |
150-06 |
1.000 |
149-26 |
1.618 |
149-07 |
2.618 |
148-08 |
4.250 |
146-21 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
151-08 |
151-18 |
PP |
151-05 |
151-11 |
S1 |
151-02 |
151-04 |
|