ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-00 |
149-16 |
0-16 |
0.3% |
148-09 |
| High |
149-22 |
150-25 |
1-03 |
0.7% |
150-25 |
| Low |
148-28 |
149-00 |
0-04 |
0.1% |
148-04 |
| Close |
149-19 |
150-16 |
0-29 |
0.6% |
150-16 |
| Range |
0-26 |
1-25 |
0-31 |
119.2% |
2-21 |
| ATR |
1-06 |
1-08 |
0-01 |
3.4% |
0-00 |
| Volume |
218,085 |
97,889 |
-120,196 |
-55.1% |
1,471,456 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-14 |
154-24 |
151-15 |
|
| R3 |
153-21 |
152-31 |
151-00 |
|
| R2 |
151-28 |
151-28 |
150-26 |
|
| R1 |
151-06 |
151-06 |
150-21 |
151-17 |
| PP |
150-03 |
150-03 |
150-03 |
150-08 |
| S1 |
149-13 |
149-13 |
150-11 |
149-24 |
| S2 |
148-10 |
148-10 |
150-06 |
|
| S3 |
146-17 |
147-20 |
150-00 |
|
| S4 |
144-24 |
145-27 |
149-17 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-25 |
156-25 |
151-31 |
|
| R3 |
155-04 |
154-04 |
151-07 |
|
| R2 |
152-15 |
152-15 |
151-00 |
|
| R1 |
151-15 |
151-15 |
150-24 |
151-31 |
| PP |
149-26 |
149-26 |
149-26 |
150-02 |
| S1 |
148-26 |
148-26 |
150-08 |
149-10 |
| S2 |
147-05 |
147-05 |
150-00 |
|
| S3 |
144-16 |
146-05 |
149-25 |
|
| S4 |
141-27 |
143-16 |
149-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-25 |
148-04 |
2-21 |
1.8% |
1-02 |
0.7% |
89% |
True |
False |
294,291 |
| 10 |
150-25 |
145-03 |
5-22 |
3.8% |
1-05 |
0.8% |
95% |
True |
False |
292,389 |
| 20 |
150-25 |
145-03 |
5-22 |
3.8% |
1-05 |
0.8% |
95% |
True |
False |
285,773 |
| 40 |
153-11 |
145-03 |
8-08 |
5.5% |
1-08 |
0.8% |
66% |
False |
False |
300,512 |
| 60 |
153-11 |
145-03 |
8-08 |
5.5% |
1-11 |
0.9% |
66% |
False |
False |
312,513 |
| 80 |
153-11 |
142-26 |
10-17 |
7.0% |
1-12 |
0.9% |
73% |
False |
False |
284,500 |
| 100 |
153-11 |
139-11 |
14-00 |
9.3% |
1-09 |
0.8% |
80% |
False |
False |
227,686 |
| 120 |
153-11 |
134-08 |
19-03 |
12.7% |
1-07 |
0.8% |
85% |
False |
False |
189,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-11 |
|
2.618 |
155-14 |
|
1.618 |
153-21 |
|
1.000 |
152-18 |
|
0.618 |
151-28 |
|
HIGH |
150-25 |
|
0.618 |
150-03 |
|
0.500 |
149-28 |
|
0.382 |
149-22 |
|
LOW |
149-00 |
|
0.618 |
147-29 |
|
1.000 |
147-07 |
|
1.618 |
146-04 |
|
2.618 |
144-11 |
|
4.250 |
141-14 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-10 |
150-07 |
| PP |
150-03 |
149-30 |
| S1 |
149-28 |
149-21 |
|