ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-17 |
148-22 |
0-05 |
0.1% |
150-23 |
| High |
148-30 |
148-22 |
-0-08 |
-0.2% |
150-31 |
| Low |
147-30 |
147-31 |
0-01 |
0.0% |
147-21 |
| Close |
148-06 |
148-03 |
-0-03 |
-0.1% |
148-17 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
3-10 |
| ATR |
1-09 |
1-08 |
-0-01 |
-3.1% |
0-00 |
| Volume |
18,851 |
11,455 |
-7,396 |
-39.2% |
119,632 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-13 |
149-31 |
148-16 |
|
| R3 |
149-22 |
149-08 |
148-09 |
|
| R2 |
148-31 |
148-31 |
148-07 |
|
| R1 |
148-17 |
148-17 |
148-05 |
148-12 |
| PP |
148-08 |
148-08 |
148-08 |
148-06 |
| S1 |
147-26 |
147-26 |
148-01 |
147-22 |
| S2 |
147-17 |
147-17 |
147-31 |
|
| S3 |
146-26 |
147-03 |
147-29 |
|
| S4 |
146-03 |
146-12 |
147-22 |
|
|
| 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 |
150-26 |
147-21 |
3-05 |
2.1% |
1-10 |
0.9% |
14% |
False |
False |
20,386 |
| 10 |
150-31 |
147-21 |
3-10 |
2.2% |
1-06 |
0.8% |
13% |
False |
False |
136,831 |
| 20 |
150-31 |
145-03 |
5-28 |
4.0% |
1-07 |
0.8% |
51% |
False |
False |
217,867 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-09 |
0.9% |
36% |
False |
False |
263,574 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-10 |
0.9% |
36% |
False |
False |
272,642 |
| 80 |
153-11 |
145-03 |
8-08 |
5.6% |
1-12 |
0.9% |
36% |
False |
False |
286,061 |
| 100 |
153-11 |
140-18 |
12-25 |
8.6% |
1-10 |
0.9% |
59% |
False |
False |
229,180 |
| 120 |
153-11 |
135-19 |
17-24 |
12.0% |
1-07 |
0.8% |
70% |
False |
False |
190,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-24 |
|
2.618 |
150-18 |
|
1.618 |
149-27 |
|
1.000 |
149-13 |
|
0.618 |
149-04 |
|
HIGH |
148-22 |
|
0.618 |
148-13 |
|
0.500 |
148-10 |
|
0.382 |
148-08 |
|
LOW |
147-31 |
|
0.618 |
147-17 |
|
1.000 |
147-08 |
|
1.618 |
146-26 |
|
2.618 |
146-03 |
|
4.250 |
144-29 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-10 |
148-27 |
| PP |
148-08 |
148-19 |
| S1 |
148-06 |
148-11 |
|