ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 11-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2012 |
11-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
151-17 |
151-29 |
0-12 |
0.2% |
149-00 |
| High |
152-03 |
152-25 |
0-22 |
0.5% |
151-01 |
| Low |
151-10 |
151-17 |
0-07 |
0.1% |
148-27 |
| Close |
152-03 |
152-08 |
0-05 |
0.1% |
150-29 |
| Range |
0-25 |
1-08 |
0-15 |
60.0% |
2-06 |
| ATR |
1-08 |
1-08 |
0-00 |
0.0% |
0-00 |
| Volume |
145 |
85 |
-60 |
-41.4% |
2,587 |
|
| Daily Pivots for day following 11-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-30 |
155-11 |
152-30 |
|
| R3 |
154-22 |
154-03 |
152-19 |
|
| R2 |
153-14 |
153-14 |
152-15 |
|
| R1 |
152-27 |
152-27 |
152-12 |
153-04 |
| PP |
152-06 |
152-06 |
152-06 |
152-11 |
| S1 |
151-19 |
151-19 |
152-04 |
151-28 |
| S2 |
150-30 |
150-30 |
152-01 |
|
| S3 |
149-22 |
150-11 |
151-29 |
|
| S4 |
148-14 |
149-03 |
151-18 |
|
|
| 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 |
158-03 |
|
2.618 |
156-02 |
|
1.618 |
154-26 |
|
1.000 |
154-01 |
|
0.618 |
153-18 |
|
HIGH |
152-25 |
|
0.618 |
152-10 |
|
0.500 |
152-05 |
|
0.382 |
152-00 |
|
LOW |
151-17 |
|
0.618 |
150-24 |
|
1.000 |
150-09 |
|
1.618 |
149-16 |
|
2.618 |
148-08 |
|
4.250 |
146-07 |
|
|
| Fisher Pivots for day following 11-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-07 |
152-04 |
| PP |
152-06 |
152-00 |
| S1 |
152-05 |
151-28 |
|