ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 26-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2012 |
26-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
153-05 |
152-30 |
-0-07 |
-0.1% |
151-08 |
| High |
153-11 |
153-06 |
-0-05 |
-0.1% |
152-10 |
| Low |
152-10 |
152-04 |
-0-06 |
-0.1% |
150-11 |
| Close |
152-26 |
152-16 |
-0-10 |
-0.2% |
151-25 |
| Range |
1-01 |
1-02 |
0-01 |
3.0% |
1-31 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
| Volume |
289,244 |
341,714 |
52,470 |
18.1% |
1,331,868 |
|
| Daily Pivots for day following 26-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-25 |
155-07 |
153-03 |
|
| R3 |
154-23 |
154-05 |
152-25 |
|
| R2 |
153-21 |
153-21 |
152-22 |
|
| R1 |
153-03 |
153-03 |
152-19 |
152-27 |
| PP |
152-19 |
152-19 |
152-19 |
152-16 |
| S1 |
152-01 |
152-01 |
152-13 |
151-25 |
| S2 |
151-17 |
151-17 |
152-10 |
|
| S3 |
150-15 |
150-31 |
152-07 |
|
| S4 |
149-13 |
149-29 |
151-29 |
|
|
| 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 |
150-19 |
2-24 |
1.8% |
1-09 |
0.8% |
69% |
False |
False |
311,376 |
| 10 |
153-11 |
150-11 |
3-00 |
2.0% |
1-03 |
0.7% |
72% |
False |
False |
289,257 |
| 20 |
153-11 |
147-23 |
5-20 |
3.7% |
1-06 |
0.8% |
85% |
False |
False |
272,880 |
| 40 |
153-11 |
146-28 |
6-15 |
4.2% |
1-13 |
0.9% |
87% |
False |
False |
342,912 |
| 60 |
153-11 |
141-09 |
12-02 |
7.9% |
1-11 |
0.9% |
93% |
False |
False |
245,569 |
| 80 |
153-11 |
136-07 |
17-04 |
11.2% |
1-07 |
0.8% |
95% |
False |
False |
184,223 |
| 100 |
153-11 |
134-08 |
19-03 |
12.5% |
1-03 |
0.7% |
96% |
False |
False |
147,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-22 |
|
2.618 |
155-31 |
|
1.618 |
154-29 |
|
1.000 |
154-08 |
|
0.618 |
153-27 |
|
HIGH |
153-06 |
|
0.618 |
152-25 |
|
0.500 |
152-21 |
|
0.382 |
152-17 |
|
LOW |
152-04 |
|
0.618 |
151-15 |
|
1.000 |
151-02 |
|
1.618 |
150-13 |
|
2.618 |
149-11 |
|
4.250 |
147-20 |
|
|
| Fisher Pivots for day following 26-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-21 |
152-16 |
| PP |
152-19 |
152-16 |
| S1 |
152-18 |
152-16 |
|