ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 17-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2012 |
17-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
152-12 |
152-19 |
0-07 |
0.1% |
150-30 |
High |
153-14 |
152-19 |
-0-27 |
-0.5% |
152-28 |
Low |
152-12 |
151-27 |
-0-17 |
-0.3% |
150-30 |
Close |
152-29 |
152-00 |
-0-29 |
-0.6% |
152-09 |
Range |
1-02 |
0-24 |
-0-10 |
-29.4% |
1-30 |
ATR |
1-06 |
1-05 |
0-00 |
-0.7% |
0-00 |
Volume |
344 |
352 |
8 |
2.3% |
957 |
|
Daily Pivots for day following 17-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-13 |
153-30 |
152-13 |
|
R3 |
153-21 |
153-06 |
152-07 |
|
R2 |
152-29 |
152-29 |
152-04 |
|
R1 |
152-14 |
152-14 |
152-02 |
152-10 |
PP |
152-05 |
152-05 |
152-05 |
152-02 |
S1 |
151-22 |
151-22 |
151-30 |
151-18 |
S2 |
151-13 |
151-13 |
151-28 |
|
S3 |
150-21 |
150-30 |
151-25 |
|
S4 |
149-29 |
150-06 |
151-19 |
|
|
Weekly Pivots for week ending 13-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-27 |
157-00 |
153-11 |
|
R3 |
155-29 |
155-02 |
152-26 |
|
R2 |
153-31 |
153-31 |
152-20 |
|
R1 |
153-04 |
153-04 |
152-15 |
153-18 |
PP |
152-01 |
152-01 |
152-01 |
152-08 |
S1 |
151-06 |
151-06 |
152-03 |
151-20 |
S2 |
150-03 |
150-03 |
151-30 |
|
S3 |
148-05 |
149-08 |
151-24 |
|
S4 |
146-07 |
147-10 |
151-07 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
155-25 |
2.618 |
154-18 |
1.618 |
153-26 |
1.000 |
153-11 |
0.618 |
153-02 |
HIGH |
152-19 |
0.618 |
152-10 |
0.500 |
152-07 |
0.382 |
152-04 |
LOW |
151-27 |
0.618 |
151-12 |
1.000 |
151-03 |
1.618 |
150-20 |
2.618 |
149-28 |
4.250 |
148-21 |
|
|
Fisher Pivots for day following 17-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
152-07 |
152-20 |
PP |
152-05 |
152-14 |
S1 |
152-02 |
152-07 |
|