ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
148-09 |
148-26 |
0-17 |
0.4% |
145-28 |
| High |
149-02 |
149-19 |
0-17 |
0.4% |
149-04 |
| Low |
148-04 |
148-22 |
0-18 |
0.4% |
145-03 |
| Close |
148-28 |
149-07 |
0-11 |
0.2% |
148-12 |
| Range |
0-30 |
0-29 |
-0-01 |
-3.3% |
4-01 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.1% |
0-00 |
| Volume |
253,079 |
401,276 |
148,197 |
58.6% |
1,452,439 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-28 |
151-15 |
149-23 |
|
| R3 |
150-31 |
150-18 |
149-15 |
|
| R2 |
150-02 |
150-02 |
149-12 |
|
| R1 |
149-21 |
149-21 |
149-10 |
149-28 |
| PP |
149-05 |
149-05 |
149-05 |
149-09 |
| S1 |
148-24 |
148-24 |
149-04 |
148-30 |
| S2 |
148-08 |
148-08 |
149-02 |
|
| S3 |
147-11 |
147-27 |
148-31 |
|
| S4 |
146-14 |
146-30 |
148-23 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-20 |
158-01 |
150-19 |
|
| R3 |
155-19 |
154-00 |
149-15 |
|
| R2 |
151-18 |
151-18 |
149-04 |
|
| R1 |
149-31 |
149-31 |
148-24 |
150-24 |
| PP |
147-17 |
147-17 |
147-17 |
147-30 |
| S1 |
145-30 |
145-30 |
148-00 |
146-24 |
| S2 |
143-16 |
143-16 |
147-20 |
|
| S3 |
139-15 |
141-29 |
147-09 |
|
| S4 |
135-14 |
137-28 |
146-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-19 |
146-12 |
3-07 |
2.2% |
1-03 |
0.7% |
88% |
True |
False |
321,529 |
| 10 |
149-19 |
145-03 |
4-16 |
3.0% |
1-06 |
0.8% |
92% |
True |
False |
308,494 |
| 20 |
152-04 |
145-03 |
7-01 |
4.7% |
1-10 |
0.9% |
59% |
False |
False |
301,735 |
| 40 |
153-11 |
145-03 |
8-08 |
5.5% |
1-08 |
0.8% |
50% |
False |
False |
287,377 |
| 60 |
153-11 |
145-03 |
8-08 |
5.5% |
1-12 |
0.9% |
50% |
False |
False |
322,632 |
| 80 |
153-11 |
142-26 |
10-17 |
7.1% |
1-12 |
0.9% |
61% |
False |
False |
274,335 |
| 100 |
153-11 |
139-04 |
14-07 |
9.5% |
1-09 |
0.8% |
71% |
False |
False |
219,517 |
| 120 |
153-11 |
134-08 |
19-03 |
12.8% |
1-06 |
0.8% |
78% |
False |
False |
182,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-14 |
|
2.618 |
151-31 |
|
1.618 |
151-02 |
|
1.000 |
150-16 |
|
0.618 |
150-05 |
|
HIGH |
149-19 |
|
0.618 |
149-08 |
|
0.500 |
149-04 |
|
0.382 |
149-01 |
|
LOW |
148-22 |
|
0.618 |
148-04 |
|
1.000 |
147-25 |
|
1.618 |
147-07 |
|
2.618 |
146-10 |
|
4.250 |
144-27 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-06 |
149-03 |
| PP |
149-05 |
148-31 |
| S1 |
149-04 |
148-28 |
|