ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 08-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2012 |
08-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-24 |
148-20 |
-1-04 |
-0.8% |
150-05 |
| High |
149-30 |
149-03 |
-0-27 |
-0.6% |
152-04 |
| Low |
148-10 |
148-00 |
-0-10 |
-0.2% |
149-08 |
| Close |
148-21 |
148-12 |
-0-09 |
-0.2% |
149-17 |
| Range |
1-20 |
1-03 |
-0-17 |
-32.7% |
2-28 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.8% |
0-00 |
| Volume |
261,266 |
284,895 |
23,629 |
9.0% |
1,792,864 |
|
| Daily Pivots for day following 08-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-25 |
151-05 |
148-31 |
|
| R3 |
150-22 |
150-02 |
148-22 |
|
| R2 |
149-19 |
149-19 |
148-18 |
|
| R1 |
148-31 |
148-31 |
148-15 |
148-24 |
| PP |
148-16 |
148-16 |
148-16 |
148-12 |
| S1 |
147-28 |
147-28 |
148-09 |
147-20 |
| S2 |
147-13 |
147-13 |
148-06 |
|
| S3 |
146-10 |
146-25 |
148-02 |
|
| S4 |
145-07 |
145-22 |
147-25 |
|
|
| 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 |
148-00 |
4-04 |
2.8% |
1-22 |
1.1% |
9% |
False |
True |
306,713 |
| 10 |
153-06 |
148-00 |
5-06 |
3.5% |
1-21 |
1.1% |
7% |
False |
True |
340,317 |
| 20 |
153-11 |
148-00 |
5-11 |
3.6% |
1-12 |
0.9% |
7% |
False |
True |
311,388 |
| 40 |
153-11 |
147-19 |
5-24 |
3.9% |
1-12 |
0.9% |
14% |
False |
False |
312,559 |
| 60 |
153-11 |
145-02 |
8-09 |
5.6% |
1-15 |
1.0% |
40% |
False |
False |
296,431 |
| 80 |
153-11 |
140-10 |
13-01 |
8.8% |
1-10 |
0.9% |
62% |
False |
False |
222,485 |
| 100 |
153-11 |
134-08 |
19-03 |
12.9% |
1-07 |
0.8% |
74% |
False |
False |
177,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-24 |
|
2.618 |
151-31 |
|
1.618 |
150-28 |
|
1.000 |
150-06 |
|
0.618 |
149-25 |
|
HIGH |
149-03 |
|
0.618 |
148-22 |
|
0.500 |
148-18 |
|
0.382 |
148-13 |
|
LOW |
148-00 |
|
0.618 |
147-10 |
|
1.000 |
146-29 |
|
1.618 |
146-07 |
|
2.618 |
145-04 |
|
4.250 |
143-11 |
|
|
| Fisher Pivots for day following 08-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-18 |
149-06 |
| PP |
148-16 |
148-29 |
| S1 |
148-14 |
148-20 |
|