ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 15-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2012 |
15-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-21 |
147-11 |
-1-10 |
-0.9% |
149-25 |
| High |
148-25 |
147-18 |
-1-07 |
-0.8% |
150-11 |
| Low |
147-09 |
145-30 |
-1-11 |
-0.9% |
147-10 |
| Close |
147-16 |
146-04 |
-1-12 |
-0.9% |
148-27 |
| Range |
1-16 |
1-20 |
0-04 |
8.3% |
3-01 |
| ATR |
1-12 |
1-12 |
0-01 |
1.3% |
0-00 |
| Volume |
305,370 |
370,226 |
64,856 |
21.2% |
1,318,664 |
|
| Daily Pivots for day following 15-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-13 |
150-13 |
147-01 |
|
| R3 |
149-25 |
148-25 |
146-18 |
|
| R2 |
148-05 |
148-05 |
146-14 |
|
| R1 |
147-05 |
147-05 |
146-09 |
146-27 |
| PP |
146-17 |
146-17 |
146-17 |
146-12 |
| S1 |
145-17 |
145-17 |
145-31 |
145-07 |
| S2 |
144-29 |
144-29 |
145-26 |
|
| S3 |
143-09 |
143-29 |
145-22 |
|
| S4 |
141-21 |
142-09 |
145-07 |
|
|
| 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 |
145-30 |
3-11 |
2.3% |
1-08 |
0.8% |
6% |
False |
True |
287,560 |
| 10 |
152-04 |
145-30 |
6-06 |
4.2% |
1-15 |
1.0% |
3% |
False |
True |
297,137 |
| 20 |
153-11 |
145-30 |
7-13 |
5.1% |
1-14 |
1.0% |
3% |
False |
True |
318,944 |
| 40 |
153-11 |
145-30 |
7-13 |
5.1% |
1-11 |
0.9% |
3% |
False |
True |
301,187 |
| 60 |
153-11 |
145-30 |
7-13 |
5.1% |
1-14 |
1.0% |
3% |
False |
True |
319,779 |
| 80 |
153-11 |
140-18 |
12-25 |
8.7% |
1-11 |
0.9% |
44% |
False |
False |
240,445 |
| 100 |
153-11 |
135-19 |
17-24 |
12.1% |
1-08 |
0.9% |
59% |
False |
False |
192,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
151-26 |
|
1.618 |
150-06 |
|
1.000 |
149-06 |
|
0.618 |
148-18 |
|
HIGH |
147-18 |
|
0.618 |
146-30 |
|
0.500 |
146-24 |
|
0.382 |
146-18 |
|
LOW |
145-30 |
|
0.618 |
144-30 |
|
1.000 |
144-10 |
|
1.618 |
143-10 |
|
2.618 |
141-22 |
|
4.250 |
139-01 |
|
|
| Fisher Pivots for day following 15-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-24 |
147-20 |
| PP |
146-17 |
147-04 |
| S1 |
146-11 |
146-20 |
|