ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 25-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2012 |
25-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
152-11 |
153-05 |
0-26 |
0.5% |
151-08 |
| High |
153-07 |
153-11 |
0-04 |
0.1% |
152-10 |
| Low |
151-21 |
152-10 |
0-21 |
0.4% |
150-11 |
| Close |
152-28 |
152-26 |
-0-02 |
0.0% |
151-25 |
| Range |
1-18 |
1-01 |
-0-17 |
-34.0% |
1-31 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
351,060 |
289,244 |
-61,816 |
-17.6% |
1,331,868 |
|
| Daily Pivots for day following 25-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-29 |
155-13 |
153-12 |
|
| R3 |
154-28 |
154-12 |
153-03 |
|
| R2 |
153-27 |
153-27 |
153-00 |
|
| R1 |
153-11 |
153-11 |
152-29 |
153-02 |
| PP |
152-26 |
152-26 |
152-26 |
152-22 |
| S1 |
152-10 |
152-10 |
152-23 |
152-02 |
| S2 |
151-25 |
151-25 |
152-20 |
|
| S3 |
150-24 |
151-09 |
152-17 |
|
| S4 |
149-23 |
150-08 |
152-08 |
|
|
| 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 |
153-11 |
150-11 |
3-00 |
2.0% |
1-07 |
0.8% |
82% |
True |
False |
307,584 |
| 10 |
153-11 |
150-11 |
3-00 |
2.0% |
1-03 |
0.7% |
82% |
True |
False |
282,459 |
| 20 |
153-11 |
147-23 |
5-20 |
3.7% |
1-06 |
0.8% |
91% |
True |
False |
269,133 |
| 40 |
153-11 |
146-28 |
6-15 |
4.2% |
1-15 |
1.0% |
92% |
True |
False |
346,231 |
| 60 |
153-11 |
141-09 |
12-02 |
7.9% |
1-11 |
0.9% |
96% |
True |
False |
239,882 |
| 80 |
153-11 |
135-19 |
17-24 |
11.6% |
1-07 |
0.8% |
97% |
True |
False |
179,952 |
| 100 |
153-11 |
134-08 |
19-03 |
12.5% |
1-03 |
0.7% |
97% |
True |
False |
143,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-23 |
|
2.618 |
156-01 |
|
1.618 |
155-00 |
|
1.000 |
154-12 |
|
0.618 |
153-31 |
|
HIGH |
153-11 |
|
0.618 |
152-30 |
|
0.500 |
152-26 |
|
0.382 |
152-23 |
|
LOW |
152-10 |
|
0.618 |
151-22 |
|
1.000 |
151-09 |
|
1.618 |
150-21 |
|
2.618 |
149-20 |
|
4.250 |
147-30 |
|
|
| Fisher Pivots for day following 25-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-23 |
| PP |
152-26 |
152-19 |
| S1 |
152-26 |
152-16 |
|