ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
149-30 |
148-17 |
-1-13 |
-0.9% |
150-23 |
| High |
149-30 |
150-01 |
0-03 |
0.1% |
150-31 |
| Low |
148-14 |
147-21 |
-0-25 |
-0.5% |
147-21 |
| Close |
148-20 |
148-17 |
-0-03 |
-0.1% |
148-17 |
| Range |
1-16 |
2-12 |
0-28 |
58.3% |
3-10 |
| ATR |
1-07 |
1-10 |
0-03 |
6.7% |
0-00 |
| Volume |
20,057 |
23,729 |
3,672 |
18.3% |
119,632 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-28 |
154-18 |
149-27 |
|
| R3 |
153-16 |
152-06 |
149-06 |
|
| R2 |
151-04 |
151-04 |
148-31 |
|
| R1 |
149-26 |
149-26 |
148-24 |
149-23 |
| PP |
148-24 |
148-24 |
148-24 |
148-22 |
| S1 |
147-14 |
147-14 |
148-10 |
147-11 |
| S2 |
146-12 |
146-12 |
148-03 |
|
| S3 |
144-00 |
145-02 |
147-28 |
|
| S4 |
141-20 |
142-22 |
147-07 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-00 |
157-02 |
150-11 |
|
| R3 |
155-22 |
153-24 |
149-14 |
|
| R2 |
152-12 |
152-12 |
149-04 |
|
| R1 |
150-14 |
150-14 |
148-27 |
149-24 |
| PP |
149-02 |
149-02 |
149-02 |
148-22 |
| S1 |
147-04 |
147-04 |
148-07 |
146-14 |
| S2 |
145-24 |
145-24 |
147-30 |
|
| S3 |
142-14 |
143-26 |
147-20 |
|
| S4 |
139-04 |
140-16 |
146-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-31 |
147-21 |
3-10 |
2.2% |
1-16 |
1.0% |
26% |
False |
True |
43,504 |
| 10 |
150-31 |
147-21 |
3-10 |
2.2% |
1-06 |
0.8% |
26% |
False |
True |
187,753 |
| 20 |
150-31 |
145-03 |
5-28 |
4.0% |
1-07 |
0.8% |
59% |
False |
False |
236,777 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
42% |
False |
False |
276,082 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
42% |
False |
False |
284,940 |
| 80 |
153-11 |
145-03 |
8-08 |
5.6% |
1-13 |
0.9% |
42% |
False |
False |
285,887 |
| 100 |
153-11 |
140-18 |
12-25 |
8.6% |
1-10 |
0.9% |
62% |
False |
False |
228,878 |
| 120 |
153-11 |
134-14 |
18-29 |
12.7% |
1-07 |
0.8% |
75% |
False |
False |
190,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-04 |
|
2.618 |
156-08 |
|
1.618 |
153-28 |
|
1.000 |
152-13 |
|
0.618 |
151-16 |
|
HIGH |
150-01 |
|
0.618 |
149-04 |
|
0.500 |
148-27 |
|
0.382 |
148-18 |
|
LOW |
147-21 |
|
0.618 |
146-06 |
|
1.000 |
145-09 |
|
1.618 |
143-26 |
|
2.618 |
141-14 |
|
4.250 |
137-18 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-27 |
149-08 |
| PP |
148-24 |
149-00 |
| S1 |
148-20 |
148-24 |
|