ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-05 |
148-26 |
0-21 |
0.4% |
149-25 |
| High |
149-08 |
149-09 |
0-01 |
0.0% |
150-11 |
| Low |
148-04 |
148-16 |
0-12 |
0.3% |
147-10 |
| Close |
148-27 |
148-26 |
-0-01 |
0.0% |
148-27 |
| Range |
1-04 |
0-25 |
-0-11 |
-30.6% |
3-01 |
| ATR |
1-13 |
1-11 |
-0-01 |
-3.2% |
0-00 |
| Volume |
219,116 |
189,390 |
-29,726 |
-13.6% |
1,318,664 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-07 |
150-25 |
149-08 |
|
| R3 |
150-14 |
150-00 |
149-01 |
|
| R2 |
149-21 |
149-21 |
148-31 |
|
| R1 |
149-07 |
149-07 |
148-28 |
149-06 |
| PP |
148-28 |
148-28 |
148-28 |
148-27 |
| S1 |
148-14 |
148-14 |
148-24 |
148-14 |
| S2 |
148-03 |
148-03 |
148-21 |
|
| S3 |
147-10 |
147-21 |
148-19 |
|
| S4 |
146-17 |
146-28 |
148-12 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-30 |
156-13 |
150-16 |
|
| R3 |
154-29 |
153-12 |
149-22 |
|
| R2 |
151-28 |
151-28 |
149-13 |
|
| R1 |
150-11 |
150-11 |
149-04 |
149-19 |
| PP |
148-27 |
148-27 |
148-27 |
148-14 |
| S1 |
147-10 |
147-10 |
148-18 |
146-18 |
| S2 |
145-26 |
145-26 |
148-09 |
|
| S3 |
142-25 |
144-09 |
148-00 |
|
| S4 |
139-24 |
141-08 |
147-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-30 |
147-10 |
2-20 |
1.8% |
1-05 |
0.8% |
57% |
False |
False |
261,673 |
| 10 |
152-04 |
147-10 |
4-26 |
3.2% |
1-13 |
0.9% |
31% |
False |
False |
297,313 |
| 20 |
153-11 |
147-10 |
6-01 |
4.1% |
1-12 |
0.9% |
25% |
False |
False |
309,281 |
| 40 |
153-11 |
147-10 |
6-01 |
4.1% |
1-11 |
0.9% |
25% |
False |
False |
300,029 |
| 60 |
153-11 |
146-02 |
7-09 |
4.9% |
1-14 |
1.0% |
38% |
False |
False |
308,792 |
| 80 |
153-11 |
140-18 |
12-25 |
8.6% |
1-10 |
0.9% |
65% |
False |
False |
232,008 |
| 100 |
153-11 |
135-19 |
17-24 |
11.9% |
1-07 |
0.8% |
74% |
False |
False |
185,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-19 |
|
2.618 |
151-10 |
|
1.618 |
150-17 |
|
1.000 |
150-02 |
|
0.618 |
149-24 |
|
HIGH |
149-09 |
|
0.618 |
148-31 |
|
0.500 |
148-28 |
|
0.382 |
148-26 |
|
LOW |
148-16 |
|
0.618 |
148-01 |
|
1.000 |
147-23 |
|
1.618 |
147-08 |
|
2.618 |
146-15 |
|
4.250 |
145-06 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-28 |
148-20 |
| PP |
148-28 |
148-15 |
| S1 |
148-27 |
148-10 |
|