ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
150-30 |
151-17 |
0-19 |
0.4% |
151-29 |
| High |
151-20 |
151-19 |
-0-01 |
0.0% |
153-11 |
| Low |
150-17 |
150-07 |
-0-10 |
-0.2% |
149-08 |
| Close |
151-01 |
150-09 |
-0-24 |
-0.5% |
150-01 |
| Range |
1-03 |
1-12 |
0-09 |
25.7% |
4-03 |
| ATR |
1-11 |
1-11 |
0-00 |
0.1% |
0-00 |
| Volume |
328,740 |
348,621 |
19,881 |
6.0% |
1,815,458 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-26 |
153-30 |
151-01 |
|
| R3 |
153-14 |
152-18 |
150-21 |
|
| R2 |
152-02 |
152-02 |
150-17 |
|
| R1 |
151-06 |
151-06 |
150-13 |
150-30 |
| PP |
150-22 |
150-22 |
150-22 |
150-18 |
| S1 |
149-26 |
149-26 |
150-05 |
149-18 |
| S2 |
149-10 |
149-10 |
150-01 |
|
| S3 |
147-30 |
148-14 |
149-29 |
|
| S4 |
146-18 |
147-02 |
149-17 |
|
|
| 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 |
153-06 |
149-08 |
3-30 |
2.6% |
1-19 |
1.1% |
26% |
False |
False |
373,920 |
| 10 |
153-11 |
149-08 |
4-03 |
2.7% |
1-13 |
0.9% |
25% |
False |
False |
340,752 |
| 20 |
153-11 |
148-14 |
4-29 |
3.3% |
1-07 |
0.8% |
38% |
False |
False |
290,436 |
| 40 |
153-11 |
146-28 |
6-15 |
4.3% |
1-13 |
0.9% |
53% |
False |
False |
332,520 |
| 60 |
153-11 |
142-26 |
10-17 |
7.0% |
1-13 |
0.9% |
71% |
False |
False |
270,995 |
| 80 |
153-11 |
139-04 |
14-07 |
9.5% |
1-08 |
0.8% |
78% |
False |
False |
203,320 |
| 100 |
153-11 |
134-08 |
19-03 |
12.7% |
1-05 |
0.8% |
84% |
False |
False |
162,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-14 |
|
2.618 |
155-06 |
|
1.618 |
153-26 |
|
1.000 |
152-31 |
|
0.618 |
152-14 |
|
HIGH |
151-19 |
|
0.618 |
151-02 |
|
0.500 |
150-29 |
|
0.382 |
150-24 |
|
LOW |
150-07 |
|
0.618 |
149-12 |
|
1.000 |
148-27 |
|
1.618 |
148-00 |
|
2.618 |
146-20 |
|
4.250 |
144-12 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-29 |
150-24 |
| PP |
150-22 |
150-19 |
| S1 |
150-16 |
150-14 |
|