ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
145-18 |
145-28 |
0-10 |
0.2% |
148-26 |
| High |
146-08 |
146-10 |
0-02 |
0.0% |
149-09 |
| Low |
145-15 |
145-05 |
-0-10 |
-0.2% |
145-04 |
| Close |
145-28 |
146-00 |
0-04 |
0.1% |
145-28 |
| Range |
0-25 |
1-05 |
0-12 |
48.0% |
4-05 |
| ATR |
1-11 |
1-11 |
0-00 |
-1.0% |
0-00 |
| Volume |
210,359 |
205,231 |
-5,128 |
-2.4% |
1,472,914 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-09 |
148-26 |
146-20 |
|
| R3 |
148-04 |
147-21 |
146-10 |
|
| R2 |
146-31 |
146-31 |
146-07 |
|
| R1 |
146-16 |
146-16 |
146-03 |
146-24 |
| PP |
145-26 |
145-26 |
145-26 |
145-30 |
| S1 |
145-11 |
145-11 |
145-29 |
145-18 |
| S2 |
144-21 |
144-21 |
145-25 |
|
| S3 |
143-16 |
144-06 |
145-22 |
|
| S4 |
142-11 |
143-01 |
145-12 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-07 |
156-23 |
148-05 |
|
| R3 |
155-02 |
152-18 |
147-01 |
|
| R2 |
150-29 |
150-29 |
146-20 |
|
| R1 |
148-13 |
148-13 |
146-08 |
147-18 |
| PP |
146-24 |
146-24 |
146-24 |
146-11 |
| S1 |
144-08 |
144-08 |
145-16 |
143-14 |
| S2 |
142-19 |
142-19 |
145-04 |
|
| S3 |
138-14 |
140-03 |
144-23 |
|
| S4 |
134-09 |
135-30 |
143-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-25 |
145-04 |
3-21 |
2.5% |
1-09 |
0.9% |
24% |
False |
False |
297,751 |
| 10 |
149-30 |
145-04 |
4-26 |
3.3% |
1-07 |
0.8% |
18% |
False |
False |
279,712 |
| 20 |
153-11 |
145-04 |
8-07 |
5.6% |
1-14 |
1.0% |
11% |
False |
False |
314,721 |
| 40 |
153-11 |
145-04 |
8-07 |
5.6% |
1-10 |
0.9% |
11% |
False |
False |
290,190 |
| 60 |
153-11 |
145-04 |
8-07 |
5.6% |
1-14 |
1.0% |
11% |
False |
False |
330,917 |
| 80 |
153-11 |
141-09 |
12-02 |
8.3% |
1-11 |
0.9% |
39% |
False |
False |
250,597 |
| 100 |
153-11 |
135-19 |
17-24 |
12.2% |
1-09 |
0.9% |
59% |
False |
False |
200,504 |
| 120 |
153-11 |
134-08 |
19-03 |
13.1% |
1-04 |
0.8% |
62% |
False |
False |
167,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-07 |
|
2.618 |
149-11 |
|
1.618 |
148-06 |
|
1.000 |
147-15 |
|
0.618 |
147-01 |
|
HIGH |
146-10 |
|
0.618 |
145-28 |
|
0.500 |
145-24 |
|
0.382 |
145-19 |
|
LOW |
145-05 |
|
0.618 |
144-14 |
|
1.000 |
144-00 |
|
1.618 |
143-09 |
|
2.618 |
142-04 |
|
4.250 |
140-08 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-29 |
145-30 |
| PP |
145-26 |
145-28 |
| S1 |
145-24 |
145-26 |
|