ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 24-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2012 |
24-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
151-29 |
152-11 |
0-14 |
0.3% |
151-08 |
| High |
153-01 |
153-07 |
0-06 |
0.1% |
152-10 |
| Low |
151-24 |
151-21 |
-0-03 |
-0.1% |
150-11 |
| Close |
152-05 |
152-28 |
0-23 |
0.5% |
151-25 |
| Range |
1-09 |
1-18 |
0-09 |
22.0% |
1-31 |
| ATR |
1-08 |
1-09 |
0-01 |
1.8% |
0-00 |
| Volume |
310,697 |
351,060 |
40,363 |
13.0% |
1,331,868 |
|
| Daily Pivots for day following 24-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
156-20 |
153-24 |
|
| R3 |
155-23 |
155-02 |
153-10 |
|
| R2 |
154-05 |
154-05 |
153-05 |
|
| R1 |
153-16 |
153-16 |
153-01 |
153-26 |
| PP |
152-19 |
152-19 |
152-19 |
152-24 |
| S1 |
151-30 |
151-30 |
152-23 |
152-08 |
| S2 |
151-01 |
151-01 |
152-19 |
|
| S3 |
149-15 |
150-12 |
152-14 |
|
| S4 |
147-29 |
148-26 |
152-00 |
|
|
| 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 |
153-07 |
150-11 |
2-28 |
1.9% |
1-05 |
0.8% |
88% |
True |
False |
288,954 |
| 10 |
153-07 |
150-11 |
2-28 |
1.9% |
1-04 |
0.7% |
88% |
True |
False |
287,321 |
| 20 |
153-07 |
147-23 |
5-16 |
3.6% |
1-06 |
0.8% |
94% |
True |
False |
270,567 |
| 40 |
153-07 |
146-15 |
6-24 |
4.4% |
1-15 |
1.0% |
95% |
True |
False |
343,322 |
| 60 |
153-07 |
141-09 |
11-30 |
7.8% |
1-11 |
0.9% |
97% |
True |
False |
235,065 |
| 80 |
153-07 |
135-19 |
17-20 |
11.5% |
1-07 |
0.8% |
98% |
True |
False |
176,337 |
| 100 |
153-07 |
134-08 |
18-31 |
12.4% |
1-03 |
0.7% |
98% |
True |
False |
141,074 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-28 |
|
2.618 |
157-10 |
|
1.618 |
155-24 |
|
1.000 |
154-25 |
|
0.618 |
154-06 |
|
HIGH |
153-07 |
|
0.618 |
152-20 |
|
0.500 |
152-14 |
|
0.382 |
152-08 |
|
LOW |
151-21 |
|
0.618 |
150-22 |
|
1.000 |
150-03 |
|
1.618 |
149-04 |
|
2.618 |
147-18 |
|
4.250 |
145-00 |
|
|
| Fisher Pivots for day following 24-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-23 |
152-18 |
| PP |
152-19 |
152-07 |
| S1 |
152-14 |
151-29 |
|