ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 23-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2012 |
23-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
146-13 |
147-31 |
1-18 |
1.1% |
148-26 |
| High |
148-02 |
148-19 |
0-17 |
0.4% |
149-09 |
| Low |
146-12 |
147-21 |
1-09 |
0.9% |
145-04 |
| Close |
147-19 |
148-16 |
0-29 |
0.6% |
145-28 |
| Range |
1-22 |
0-30 |
-0-24 |
-44.4% |
4-05 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.9% |
0-00 |
| Volume |
359,439 |
307,403 |
-52,036 |
-14.5% |
1,472,914 |
|
| Daily Pivots for day following 23-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-02 |
150-23 |
149-00 |
|
| R3 |
150-04 |
149-25 |
148-24 |
|
| R2 |
149-06 |
149-06 |
148-22 |
|
| R1 |
148-27 |
148-27 |
148-19 |
149-00 |
| PP |
148-08 |
148-08 |
148-08 |
148-11 |
| S1 |
147-29 |
147-29 |
148-13 |
148-02 |
| S2 |
147-10 |
147-10 |
148-10 |
|
| S3 |
146-12 |
146-31 |
148-08 |
|
| S4 |
145-14 |
146-01 |
148-00 |
|
|
| 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 |
148-19 |
145-03 |
3-16 |
2.4% |
1-06 |
0.8% |
97% |
True |
False |
275,270 |
| 10 |
149-09 |
145-03 |
4-06 |
2.8% |
1-08 |
0.8% |
81% |
False |
False |
285,802 |
| 20 |
152-14 |
145-03 |
7-11 |
4.9% |
1-14 |
1.0% |
46% |
False |
False |
313,658 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
41% |
False |
False |
293,269 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-14 |
1.0% |
41% |
False |
False |
333,161 |
| 80 |
153-11 |
141-09 |
12-02 |
8.1% |
1-12 |
0.9% |
60% |
False |
False |
262,592 |
| 100 |
153-11 |
136-07 |
17-04 |
11.5% |
1-08 |
0.8% |
72% |
False |
False |
210,110 |
| 120 |
153-11 |
134-08 |
19-03 |
12.9% |
1-05 |
0.8% |
75% |
False |
False |
175,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-18 |
|
2.618 |
151-02 |
|
1.618 |
150-04 |
|
1.000 |
149-17 |
|
0.618 |
149-06 |
|
HIGH |
148-19 |
|
0.618 |
148-08 |
|
0.500 |
148-04 |
|
0.382 |
148-00 |
|
LOW |
147-21 |
|
0.618 |
147-02 |
|
1.000 |
146-23 |
|
1.618 |
146-04 |
|
2.618 |
145-06 |
|
4.250 |
143-22 |
|
|
| Fisher Pivots for day following 23-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-12 |
147-30 |
| PP |
148-08 |
147-13 |
| S1 |
148-04 |
146-27 |
|