ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 14-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2012 |
14-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-26 |
148-21 |
-0-05 |
-0.1% |
149-25 |
| High |
149-09 |
148-25 |
-0-16 |
-0.3% |
150-11 |
| Low |
148-16 |
147-09 |
-1-07 |
-0.8% |
147-10 |
| Close |
148-26 |
147-16 |
-1-10 |
-0.9% |
148-27 |
| Range |
0-25 |
1-16 |
0-23 |
92.0% |
3-01 |
| ATR |
1-11 |
1-12 |
0-00 |
0.9% |
0-00 |
| Volume |
189,390 |
305,370 |
115,980 |
61.2% |
1,318,664 |
|
| Daily Pivots for day following 14-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-11 |
151-14 |
148-10 |
|
| R3 |
150-27 |
149-30 |
147-29 |
|
| R2 |
149-11 |
149-11 |
147-25 |
|
| R1 |
148-14 |
148-14 |
147-20 |
148-04 |
| PP |
147-27 |
147-27 |
147-27 |
147-23 |
| S1 |
146-30 |
146-30 |
147-12 |
146-20 |
| S2 |
146-11 |
146-11 |
147-07 |
|
| S3 |
144-27 |
145-14 |
147-03 |
|
| S4 |
143-11 |
143-30 |
146-22 |
|
|
| 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 |
149-09 |
147-09 |
2-00 |
1.4% |
1-04 |
0.8% |
11% |
False |
True |
270,494 |
| 10 |
152-04 |
147-09 |
4-27 |
3.3% |
1-14 |
1.0% |
5% |
False |
True |
294,976 |
| 20 |
153-11 |
147-09 |
6-02 |
4.1% |
1-13 |
0.9% |
4% |
False |
True |
310,238 |
| 40 |
153-11 |
147-09 |
6-02 |
4.1% |
1-11 |
0.9% |
4% |
False |
True |
300,101 |
| 60 |
153-11 |
146-02 |
7-09 |
4.9% |
1-14 |
1.0% |
20% |
False |
False |
313,765 |
| 80 |
153-11 |
140-18 |
12-25 |
8.7% |
1-11 |
0.9% |
54% |
False |
False |
235,823 |
| 100 |
153-11 |
135-19 |
17-24 |
12.0% |
1-08 |
0.8% |
67% |
False |
False |
188,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-05 |
|
2.618 |
152-23 |
|
1.618 |
151-07 |
|
1.000 |
150-09 |
|
0.618 |
149-23 |
|
HIGH |
148-25 |
|
0.618 |
148-07 |
|
0.500 |
148-01 |
|
0.382 |
147-27 |
|
LOW |
147-09 |
|
0.618 |
146-11 |
|
1.000 |
145-25 |
|
1.618 |
144-27 |
|
2.618 |
143-11 |
|
4.250 |
140-29 |
|
|
| Fisher Pivots for day following 14-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-01 |
148-09 |
| PP |
147-27 |
148-01 |
| S1 |
147-22 |
147-24 |
|