ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-06 |
147-05 |
-1-01 |
-0.7% |
150-23 |
| High |
148-06 |
147-20 |
-0-18 |
-0.4% |
150-31 |
| Low |
146-26 |
145-22 |
-1-04 |
-0.8% |
147-21 |
| Close |
146-29 |
146-21 |
-0-08 |
-0.2% |
148-17 |
| Range |
1-12 |
1-30 |
0-18 |
40.9% |
3-10 |
| ATR |
1-08 |
1-10 |
0-02 |
3.9% |
0-00 |
| Volume |
3,787 |
12,770 |
8,983 |
237.2% |
119,632 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-15 |
151-16 |
147-23 |
|
| R3 |
150-17 |
149-18 |
147-06 |
|
| R2 |
148-19 |
148-19 |
147-00 |
|
| R1 |
147-20 |
147-20 |
146-27 |
147-04 |
| PP |
146-21 |
146-21 |
146-21 |
146-13 |
| S1 |
145-22 |
145-22 |
146-15 |
145-06 |
| S2 |
144-23 |
144-23 |
146-10 |
|
| S3 |
142-25 |
143-24 |
146-04 |
|
| S4 |
140-27 |
141-26 |
145-19 |
|
|
| 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 |
150-01 |
145-22 |
4-11 |
3.0% |
1-15 |
1.0% |
22% |
False |
True |
14,118 |
| 10 |
150-31 |
145-22 |
5-09 |
3.6% |
1-11 |
0.9% |
18% |
False |
True |
48,246 |
| 20 |
150-31 |
145-03 |
5-28 |
4.0% |
1-07 |
0.8% |
27% |
False |
False |
184,915 |
| 40 |
153-11 |
145-03 |
8-08 |
5.6% |
1-11 |
0.9% |
19% |
False |
False |
251,930 |
| 60 |
153-11 |
145-03 |
8-08 |
5.6% |
1-09 |
0.9% |
19% |
False |
False |
262,430 |
| 80 |
153-11 |
145-03 |
8-08 |
5.6% |
1-13 |
0.9% |
19% |
False |
False |
286,063 |
| 100 |
153-11 |
140-18 |
12-25 |
8.7% |
1-10 |
0.9% |
48% |
False |
False |
229,339 |
| 120 |
153-11 |
135-19 |
17-24 |
12.1% |
1-08 |
0.9% |
62% |
False |
False |
191,131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-28 |
|
2.618 |
152-22 |
|
1.618 |
150-24 |
|
1.000 |
149-18 |
|
0.618 |
148-26 |
|
HIGH |
147-20 |
|
0.618 |
146-28 |
|
0.500 |
146-21 |
|
0.382 |
146-14 |
|
LOW |
145-22 |
|
0.618 |
144-16 |
|
1.000 |
143-24 |
|
1.618 |
142-18 |
|
2.618 |
140-20 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-21 |
147-06 |
| PP |
146-21 |
147-00 |
| S1 |
146-21 |
146-27 |
|