ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 23-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
150-19 |
151-29 |
1-10 |
0.9% |
151-08 |
| High |
152-01 |
153-01 |
1-00 |
0.7% |
152-10 |
| Low |
150-19 |
151-24 |
1-05 |
0.8% |
150-11 |
| Close |
151-25 |
152-05 |
0-12 |
0.2% |
151-25 |
| Range |
1-14 |
1-09 |
-0-05 |
-10.9% |
1-31 |
| ATR |
1-08 |
1-08 |
0-00 |
0.2% |
0-00 |
| Volume |
264,167 |
310,697 |
46,530 |
17.6% |
1,331,868 |
|
| Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-05 |
155-14 |
152-28 |
|
| R3 |
154-28 |
154-05 |
152-16 |
|
| R2 |
153-19 |
153-19 |
152-13 |
|
| R1 |
152-28 |
152-28 |
152-09 |
153-08 |
| PP |
152-10 |
152-10 |
152-10 |
152-16 |
| S1 |
151-19 |
151-19 |
152-01 |
151-30 |
| S2 |
151-01 |
151-01 |
151-29 |
|
| S3 |
149-24 |
150-10 |
151-26 |
|
| S4 |
148-15 |
149-01 |
151-14 |
|
|
| Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-12 |
156-18 |
152-28 |
|
| R3 |
155-13 |
154-19 |
152-10 |
|
| R2 |
153-14 |
153-14 |
152-05 |
|
| R1 |
152-20 |
152-20 |
151-31 |
153-01 |
| PP |
151-15 |
151-15 |
151-15 |
151-22 |
| S1 |
150-21 |
150-21 |
151-19 |
151-02 |
| S2 |
149-16 |
149-16 |
151-13 |
|
| S3 |
147-17 |
148-22 |
151-08 |
|
| S4 |
145-18 |
146-23 |
150-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-01 |
150-11 |
2-22 |
1.8% |
1-02 |
0.7% |
67% |
True |
False |
275,990 |
| 10 |
153-01 |
150-07 |
2-26 |
1.8% |
1-02 |
0.7% |
69% |
True |
False |
275,586 |
| 20 |
153-01 |
147-23 |
5-10 |
3.5% |
1-05 |
0.8% |
84% |
True |
False |
265,658 |
| 40 |
153-01 |
146-13 |
6-20 |
4.4% |
1-14 |
0.9% |
87% |
True |
False |
339,015 |
| 60 |
153-01 |
141-09 |
11-24 |
7.7% |
1-10 |
0.9% |
93% |
True |
False |
229,222 |
| 80 |
153-01 |
135-19 |
17-14 |
11.5% |
1-07 |
0.8% |
95% |
True |
False |
171,950 |
| 100 |
153-01 |
134-08 |
18-25 |
12.3% |
1-02 |
0.7% |
95% |
True |
False |
137,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-15 |
|
2.618 |
156-12 |
|
1.618 |
155-03 |
|
1.000 |
154-10 |
|
0.618 |
153-26 |
|
HIGH |
153-01 |
|
0.618 |
152-17 |
|
0.500 |
152-12 |
|
0.382 |
152-08 |
|
LOW |
151-24 |
|
0.618 |
150-31 |
|
1.000 |
150-15 |
|
1.618 |
149-22 |
|
2.618 |
148-13 |
|
4.250 |
146-10 |
|
|
| Fisher Pivots for day following 23-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-12 |
152-00 |
| PP |
152-10 |
151-27 |
| S1 |
152-08 |
151-22 |
|