ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 12-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2012 |
12-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
151-29 |
152-07 |
0-10 |
0.2% |
149-00 |
High |
152-25 |
152-26 |
0-01 |
0.0% |
151-01 |
Low |
151-17 |
152-06 |
0-21 |
0.4% |
148-27 |
Close |
152-08 |
152-24 |
0-16 |
0.3% |
150-29 |
Range |
1-08 |
0-20 |
-0-20 |
-50.0% |
2-06 |
ATR |
1-08 |
1-06 |
-0-01 |
-3.6% |
0-00 |
Volume |
85 |
112 |
27 |
31.8% |
2,587 |
|
Daily Pivots for day following 12-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-15 |
154-07 |
153-03 |
|
R3 |
153-27 |
153-19 |
152-30 |
|
R2 |
153-07 |
153-07 |
152-28 |
|
R1 |
152-31 |
152-31 |
152-26 |
153-03 |
PP |
152-19 |
152-19 |
152-19 |
152-20 |
S1 |
152-11 |
152-11 |
152-22 |
152-15 |
S2 |
151-31 |
151-31 |
152-20 |
|
S3 |
151-11 |
151-23 |
152-18 |
|
S4 |
150-23 |
151-03 |
152-13 |
|
|
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 |
155-15 |
2.618 |
154-14 |
1.618 |
153-26 |
1.000 |
153-14 |
0.618 |
153-06 |
HIGH |
152-26 |
0.618 |
152-18 |
0.500 |
152-16 |
0.382 |
152-14 |
LOW |
152-06 |
0.618 |
151-26 |
1.000 |
151-18 |
1.618 |
151-06 |
2.618 |
150-18 |
4.250 |
149-17 |
|
|
Fisher Pivots for day following 12-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
152-21 |
152-17 |
PP |
152-19 |
152-09 |
S1 |
152-16 |
152-02 |
|