ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 27-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2012 |
27-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
152-30 |
152-08 |
-0-22 |
-0.4% |
151-29 |
| High |
153-06 |
152-14 |
-0-24 |
-0.5% |
153-11 |
| Low |
152-04 |
149-08 |
-2-28 |
-1.9% |
149-08 |
| Close |
152-16 |
150-01 |
-2-15 |
-1.6% |
150-01 |
| Range |
1-02 |
3-06 |
2-04 |
200.0% |
4-03 |
| ATR |
1-08 |
1-12 |
0-05 |
11.6% |
0-00 |
| Volume |
341,714 |
522,743 |
181,029 |
53.0% |
1,815,458 |
|
| Daily Pivots for day following 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-04 |
158-09 |
151-25 |
|
| R3 |
156-30 |
155-03 |
150-29 |
|
| R2 |
153-24 |
153-24 |
150-20 |
|
| R1 |
151-29 |
151-29 |
150-10 |
151-08 |
| PP |
150-18 |
150-18 |
150-18 |
150-08 |
| S1 |
148-23 |
148-23 |
149-24 |
148-02 |
| S2 |
147-12 |
147-12 |
149-14 |
|
| S3 |
144-06 |
145-17 |
149-05 |
|
| S4 |
141-00 |
142-11 |
148-09 |
|
|
| Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-05 |
160-22 |
152-09 |
|
| R3 |
159-02 |
156-19 |
151-05 |
|
| R2 |
154-31 |
154-31 |
150-25 |
|
| R1 |
152-16 |
152-16 |
150-13 |
151-22 |
| PP |
150-28 |
150-28 |
150-28 |
150-15 |
| S1 |
148-13 |
148-13 |
149-21 |
147-19 |
| S2 |
146-25 |
146-25 |
149-09 |
|
| S3 |
142-22 |
144-10 |
148-29 |
|
| S4 |
138-19 |
140-07 |
147-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-11 |
149-08 |
4-03 |
2.7% |
1-20 |
1.1% |
19% |
False |
True |
363,091 |
| 10 |
153-11 |
149-08 |
4-03 |
2.7% |
1-10 |
0.9% |
19% |
False |
True |
314,732 |
| 20 |
153-11 |
147-23 |
5-20 |
3.7% |
1-10 |
0.9% |
41% |
False |
False |
282,034 |
| 40 |
153-11 |
146-28 |
6-15 |
4.3% |
1-14 |
1.0% |
49% |
False |
False |
346,133 |
| 60 |
153-11 |
141-18 |
11-25 |
7.9% |
1-12 |
0.9% |
72% |
False |
False |
254,277 |
| 80 |
153-11 |
137-02 |
16-09 |
10.9% |
1-08 |
0.8% |
80% |
False |
False |
190,757 |
| 100 |
153-11 |
134-08 |
19-03 |
12.7% |
1-04 |
0.8% |
83% |
False |
False |
152,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
166-00 |
|
2.618 |
160-25 |
|
1.618 |
157-19 |
|
1.000 |
155-20 |
|
0.618 |
154-13 |
|
HIGH |
152-14 |
|
0.618 |
151-07 |
|
0.500 |
150-27 |
|
0.382 |
150-15 |
|
LOW |
149-08 |
|
0.618 |
147-09 |
|
1.000 |
146-02 |
|
1.618 |
144-03 |
|
2.618 |
140-29 |
|
4.250 |
135-22 |
|
|
| Fisher Pivots for day following 27-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-27 |
151-10 |
| PP |
150-18 |
150-28 |
| S1 |
150-10 |
150-14 |
|