ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
150-11 |
149-30 |
-0-13 |
-0.3% |
148-09 |
| High |
150-26 |
149-30 |
-0-28 |
-0.6% |
150-25 |
| Low |
149-27 |
148-14 |
-1-13 |
-0.9% |
148-04 |
| Close |
149-31 |
148-20 |
-1-11 |
-0.9% |
150-16 |
| Range |
0-31 |
1-16 |
0-17 |
54.8% |
2-21 |
| ATR |
1-06 |
1-07 |
0-01 |
2.0% |
0-00 |
| Volume |
27,842 |
20,057 |
-7,785 |
-28.0% |
1,471,456 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-16 |
152-18 |
149-14 |
|
| R3 |
152-00 |
151-02 |
149-01 |
|
| R2 |
150-16 |
150-16 |
148-29 |
|
| R1 |
149-18 |
149-18 |
148-24 |
149-09 |
| PP |
149-00 |
149-00 |
149-00 |
148-28 |
| S1 |
148-02 |
148-02 |
148-16 |
147-25 |
| S2 |
147-16 |
147-16 |
148-11 |
|
| S3 |
146-00 |
146-18 |
148-07 |
|
| S4 |
144-16 |
145-02 |
147-26 |
|
|
| 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 |
150-31 |
148-14 |
2-17 |
1.7% |
1-06 |
0.8% |
7% |
False |
True |
82,375 |
| 10 |
150-31 |
147-21 |
3-10 |
2.2% |
1-02 |
0.7% |
29% |
False |
False |
216,121 |
| 20 |
150-31 |
145-03 |
5-28 |
4.0% |
1-05 |
0.8% |
60% |
False |
False |
253,276 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-09 |
0.9% |
43% |
False |
False |
282,332 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
43% |
False |
False |
292,798 |
| 80 |
153-11 |
145-02 |
8-09 |
5.6% |
1-12 |
0.9% |
43% |
False |
False |
285,642 |
| 100 |
153-11 |
140-10 |
13-01 |
8.8% |
1-09 |
0.9% |
64% |
False |
False |
228,643 |
| 120 |
153-11 |
134-08 |
19-03 |
12.8% |
1-07 |
0.8% |
75% |
False |
False |
190,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-10 |
|
2.618 |
153-28 |
|
1.618 |
152-12 |
|
1.000 |
151-14 |
|
0.618 |
150-28 |
|
HIGH |
149-30 |
|
0.618 |
149-12 |
|
0.500 |
149-06 |
|
0.382 |
149-00 |
|
LOW |
148-14 |
|
0.618 |
147-16 |
|
1.000 |
146-30 |
|
1.618 |
146-00 |
|
2.618 |
144-16 |
|
4.250 |
142-02 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-06 |
149-22 |
| PP |
149-00 |
149-11 |
| S1 |
148-26 |
149-00 |
|