ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 09-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2012 |
09-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
150-08 |
150-30 |
0-22 |
0.5% |
149-00 |
High |
151-00 |
151-25 |
0-25 |
0.5% |
151-01 |
Low |
150-06 |
150-30 |
0-24 |
0.5% |
148-27 |
Close |
150-29 |
151-21 |
0-24 |
0.5% |
150-29 |
Range |
0-26 |
0-27 |
0-01 |
3.8% |
2-06 |
ATR |
1-10 |
1-09 |
-0-01 |
-2.4% |
0-00 |
Volume |
124 |
553 |
429 |
346.0% |
2,587 |
|
Daily Pivots for day following 09-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-00 |
153-21 |
152-04 |
|
R3 |
153-05 |
152-26 |
151-28 |
|
R2 |
152-10 |
152-10 |
151-26 |
|
R1 |
151-31 |
151-31 |
151-23 |
152-04 |
PP |
151-15 |
151-15 |
151-15 |
151-17 |
S1 |
151-04 |
151-04 |
151-19 |
151-10 |
S2 |
150-20 |
150-20 |
151-16 |
|
S3 |
149-25 |
150-09 |
151-14 |
|
S4 |
148-30 |
149-14 |
151-06 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-26 |
156-02 |
152-04 |
|
R3 |
154-20 |
153-28 |
151-16 |
|
R2 |
152-14 |
152-14 |
151-10 |
|
R1 |
151-22 |
151-22 |
151-03 |
152-02 |
PP |
150-08 |
150-08 |
150-08 |
150-14 |
S1 |
149-16 |
149-16 |
150-23 |
149-28 |
S2 |
148-02 |
148-02 |
150-16 |
|
S3 |
145-28 |
147-10 |
150-10 |
|
S4 |
143-22 |
145-04 |
149-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-12 |
2.618 |
154-00 |
1.618 |
153-05 |
1.000 |
152-20 |
0.618 |
152-10 |
HIGH |
151-25 |
0.618 |
151-15 |
0.500 |
151-12 |
0.382 |
151-08 |
LOW |
150-30 |
0.618 |
150-13 |
1.000 |
150-03 |
1.618 |
149-18 |
2.618 |
148-23 |
4.250 |
147-11 |
|
|
Fisher Pivots for day following 09-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
151-18 |
151-10 |
PP |
151-15 |
150-31 |
S1 |
151-12 |
150-20 |
|