ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
147-05 |
146-24 |
-0-13 |
-0.3% |
148-17 |
| High |
147-20 |
146-26 |
-0-26 |
-0.6% |
148-30 |
| Low |
145-22 |
144-07 |
-1-15 |
-1.0% |
144-07 |
| Close |
146-21 |
144-18 |
-2-03 |
-1.4% |
144-18 |
| Range |
1-30 |
2-19 |
0-21 |
33.9% |
4-23 |
| ATR |
1-10 |
1-13 |
0-03 |
7.1% |
0-00 |
| Volume |
12,770 |
5,660 |
-7,110 |
-55.7% |
52,523 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-31 |
151-12 |
146-00 |
|
| R3 |
150-12 |
148-25 |
145-09 |
|
| R2 |
147-25 |
147-25 |
145-01 |
|
| R1 |
146-06 |
146-06 |
144-26 |
145-22 |
| PP |
145-06 |
145-06 |
145-06 |
144-30 |
| S1 |
143-19 |
143-19 |
144-10 |
143-03 |
| S2 |
142-19 |
142-19 |
144-03 |
|
| S3 |
140-00 |
141-00 |
143-27 |
|
| S4 |
137-13 |
138-13 |
143-04 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-02 |
157-01 |
147-05 |
|
| R3 |
155-11 |
152-10 |
145-28 |
|
| R2 |
150-20 |
150-20 |
145-14 |
|
| R1 |
147-19 |
147-19 |
145-00 |
146-24 |
| PP |
145-29 |
145-29 |
145-29 |
145-16 |
| S1 |
142-28 |
142-28 |
144-04 |
142-01 |
| S2 |
141-06 |
141-06 |
143-22 |
|
| S3 |
136-15 |
138-05 |
143-08 |
|
| S4 |
131-24 |
133-14 |
141-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-30 |
144-07 |
4-23 |
3.3% |
1-17 |
1.1% |
7% |
False |
True |
10,504 |
| 10 |
150-31 |
144-07 |
6-24 |
4.7% |
1-16 |
1.0% |
5% |
False |
True |
27,004 |
| 20 |
150-31 |
144-07 |
6-24 |
4.7% |
1-09 |
0.9% |
5% |
False |
True |
165,320 |
| 40 |
153-11 |
144-07 |
9-04 |
6.3% |
1-12 |
1.0% |
4% |
False |
True |
244,002 |
| 60 |
153-11 |
144-07 |
9-04 |
6.3% |
1-10 |
0.9% |
4% |
False |
True |
253,557 |
| 80 |
153-11 |
144-07 |
9-04 |
6.3% |
1-13 |
1.0% |
4% |
False |
True |
285,904 |
| 100 |
153-11 |
140-18 |
12-25 |
8.8% |
1-11 |
0.9% |
31% |
False |
False |
229,394 |
| 120 |
153-11 |
135-19 |
17-24 |
12.3% |
1-09 |
0.9% |
51% |
False |
False |
191,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-27 |
|
2.618 |
153-19 |
|
1.618 |
151-00 |
|
1.000 |
149-13 |
|
0.618 |
148-13 |
|
HIGH |
146-26 |
|
0.618 |
145-26 |
|
0.500 |
145-16 |
|
0.382 |
145-07 |
|
LOW |
144-07 |
|
0.618 |
142-20 |
|
1.000 |
141-20 |
|
1.618 |
140-01 |
|
2.618 |
137-14 |
|
4.250 |
133-06 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-16 |
146-06 |
| PP |
145-06 |
145-21 |
| S1 |
144-28 |
145-04 |
|