ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 03-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2012 |
03-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
150-17 |
151-14 |
0-29 |
0.6% |
150-05 |
| High |
152-04 |
151-19 |
-0-17 |
-0.3% |
152-04 |
| Low |
149-16 |
149-08 |
-0-08 |
-0.2% |
149-08 |
| Close |
151-16 |
149-17 |
-1-31 |
-1.3% |
149-17 |
| Range |
2-20 |
2-11 |
-0-09 |
-10.7% |
2-28 |
| ATR |
1-14 |
1-16 |
0-02 |
4.4% |
0-00 |
| Volume |
446,015 |
341,705 |
-104,310 |
-23.4% |
1,792,864 |
|
| Daily Pivots for day following 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-05 |
155-22 |
150-26 |
|
| R3 |
154-26 |
153-11 |
150-06 |
|
| R2 |
152-15 |
152-15 |
149-31 |
|
| R1 |
151-00 |
151-00 |
149-24 |
150-18 |
| PP |
150-04 |
150-04 |
150-04 |
149-29 |
| S1 |
148-21 |
148-21 |
149-10 |
148-07 |
| S2 |
147-25 |
147-25 |
149-03 |
|
| S3 |
145-14 |
146-10 |
148-28 |
|
| S4 |
143-03 |
143-31 |
148-08 |
|
|
| Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-30 |
157-03 |
151-04 |
|
| R3 |
156-02 |
154-07 |
150-10 |
|
| R2 |
153-06 |
153-06 |
150-02 |
|
| R1 |
151-11 |
151-11 |
149-25 |
150-26 |
| PP |
150-10 |
150-10 |
150-10 |
150-01 |
| S1 |
148-15 |
148-15 |
149-09 |
147-30 |
| S2 |
147-14 |
147-14 |
149-00 |
|
| S3 |
144-18 |
145-19 |
148-24 |
|
| S4 |
141-22 |
142-23 |
147-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-04 |
149-08 |
2-28 |
1.9% |
1-24 |
1.2% |
10% |
False |
True |
358,572 |
| 10 |
153-11 |
149-08 |
4-03 |
2.7% |
1-22 |
1.1% |
7% |
False |
True |
360,832 |
| 20 |
153-11 |
149-08 |
4-03 |
2.7% |
1-11 |
0.9% |
7% |
False |
True |
315,251 |
| 40 |
153-11 |
146-28 |
6-15 |
4.3% |
1-14 |
1.0% |
41% |
False |
False |
325,882 |
| 60 |
153-11 |
142-26 |
10-17 |
7.0% |
1-14 |
1.0% |
64% |
False |
False |
284,076 |
| 80 |
153-11 |
139-11 |
14-00 |
9.4% |
1-10 |
0.9% |
73% |
False |
False |
213,165 |
| 100 |
153-11 |
134-08 |
19-03 |
12.8% |
1-07 |
0.8% |
80% |
False |
False |
170,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-18 |
|
2.618 |
157-23 |
|
1.618 |
155-12 |
|
1.000 |
153-30 |
|
0.618 |
153-01 |
|
HIGH |
151-19 |
|
0.618 |
150-22 |
|
0.500 |
150-14 |
|
0.382 |
150-05 |
|
LOW |
149-08 |
|
0.618 |
147-26 |
|
1.000 |
146-29 |
|
1.618 |
145-15 |
|
2.618 |
143-04 |
|
4.250 |
139-09 |
|
|
| Fisher Pivots for day following 03-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-14 |
150-22 |
| PP |
150-04 |
150-10 |
| S1 |
149-26 |
149-29 |
|