ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 16-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2012 |
16-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
147-11 |
146-00 |
-1-11 |
-0.9% |
149-25 |
| High |
147-18 |
146-16 |
-1-02 |
-0.7% |
150-11 |
| Low |
145-30 |
145-04 |
-0-26 |
-0.6% |
147-10 |
| Close |
146-04 |
145-19 |
-0-17 |
-0.4% |
148-27 |
| Range |
1-20 |
1-12 |
-0-08 |
-15.4% |
3-01 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.1% |
0-00 |
| Volume |
370,226 |
397,569 |
27,343 |
7.4% |
1,318,664 |
|
| Daily Pivots for day following 16-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
149-03 |
146-11 |
|
| R3 |
148-16 |
147-23 |
145-31 |
|
| R2 |
147-04 |
147-04 |
145-27 |
|
| R1 |
146-11 |
146-11 |
145-23 |
146-02 |
| PP |
145-24 |
145-24 |
145-24 |
145-19 |
| S1 |
144-31 |
144-31 |
145-15 |
144-22 |
| S2 |
144-12 |
144-12 |
145-11 |
|
| S3 |
143-00 |
143-19 |
145-07 |
|
| S4 |
141-20 |
142-07 |
144-27 |
|
|
| 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 |
145-04 |
4-05 |
2.9% |
1-09 |
0.9% |
11% |
False |
True |
296,334 |
| 10 |
151-19 |
145-04 |
6-15 |
4.4% |
1-11 |
0.9% |
7% |
False |
True |
292,292 |
| 20 |
153-11 |
145-04 |
8-07 |
5.6% |
1-15 |
1.0% |
6% |
False |
True |
322,685 |
| 40 |
153-11 |
145-04 |
8-07 |
5.6% |
1-10 |
0.9% |
6% |
False |
True |
297,675 |
| 60 |
153-11 |
145-04 |
8-07 |
5.6% |
1-15 |
1.0% |
6% |
False |
True |
326,099 |
| 80 |
153-11 |
140-18 |
12-25 |
8.8% |
1-11 |
0.9% |
39% |
False |
False |
245,412 |
| 100 |
153-11 |
135-19 |
17-24 |
12.2% |
1-08 |
0.9% |
56% |
False |
False |
196,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-11 |
|
2.618 |
150-03 |
|
1.618 |
148-23 |
|
1.000 |
147-28 |
|
0.618 |
147-11 |
|
HIGH |
146-16 |
|
0.618 |
145-31 |
|
0.500 |
145-26 |
|
0.382 |
145-21 |
|
LOW |
145-04 |
|
0.618 |
144-09 |
|
1.000 |
143-24 |
|
1.618 |
142-29 |
|
2.618 |
141-17 |
|
4.250 |
139-09 |
|
|
| Fisher Pivots for day following 16-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-26 |
146-30 |
| PP |
145-24 |
146-16 |
| S1 |
145-21 |
146-02 |
|