ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 19-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2012 |
19-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
145-13 |
145-24 |
0-11 |
0.2% |
148-17 |
| High |
146-02 |
146-12 |
0-10 |
0.2% |
148-30 |
| Low |
145-12 |
145-22 |
0-10 |
0.2% |
144-07 |
| Close |
145-20 |
145-31 |
0-11 |
0.2% |
144-18 |
| Range |
0-22 |
0-22 |
0-00 |
0.0% |
4-23 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.2% |
0-00 |
| Volume |
7,137 |
2,197 |
-4,940 |
-69.2% |
52,523 |
|
| Daily Pivots for day following 19-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-02 |
147-23 |
146-11 |
|
| R3 |
147-12 |
147-01 |
146-05 |
|
| R2 |
146-22 |
146-22 |
146-03 |
|
| R1 |
146-11 |
146-11 |
146-01 |
146-16 |
| PP |
146-00 |
146-00 |
146-00 |
146-03 |
| S1 |
145-21 |
145-21 |
145-29 |
145-26 |
| S2 |
145-10 |
145-10 |
145-27 |
|
| S3 |
144-20 |
144-31 |
145-25 |
|
| S4 |
143-30 |
144-09 |
145-19 |
|
|
| 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 |
147-20 |
144-05 |
3-15 |
2.4% |
1-14 |
1.0% |
52% |
False |
False |
6,609 |
| 10 |
150-01 |
144-05 |
5-28 |
4.0% |
1-13 |
1.0% |
31% |
False |
False |
11,092 |
| 20 |
150-31 |
144-05 |
6-26 |
4.7% |
1-08 |
0.9% |
27% |
False |
False |
130,575 |
| 40 |
153-11 |
144-05 |
9-06 |
6.3% |
1-11 |
0.9% |
20% |
False |
False |
221,220 |
| 60 |
153-11 |
144-05 |
9-06 |
6.3% |
1-09 |
0.9% |
20% |
False |
False |
237,669 |
| 80 |
153-11 |
144-05 |
9-06 |
6.3% |
1-13 |
1.0% |
20% |
False |
False |
282,271 |
| 100 |
153-11 |
141-09 |
12-02 |
8.3% |
1-11 |
0.9% |
39% |
False |
False |
229,527 |
| 120 |
153-11 |
135-19 |
17-24 |
12.2% |
1-09 |
0.9% |
58% |
False |
False |
191,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-10 |
|
2.618 |
148-06 |
|
1.618 |
147-16 |
|
1.000 |
147-02 |
|
0.618 |
146-26 |
|
HIGH |
146-12 |
|
0.618 |
146-04 |
|
0.500 |
146-01 |
|
0.382 |
145-30 |
|
LOW |
145-22 |
|
0.618 |
145-08 |
|
1.000 |
145-00 |
|
1.618 |
144-18 |
|
2.618 |
143-28 |
|
4.250 |
142-24 |
|
|
| Fisher Pivots for day following 19-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-01 |
145-24 |
| PP |
146-00 |
145-16 |
| S1 |
146-00 |
145-08 |
|