ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 18-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2012 |
18-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
152-19 |
151-30 |
-0-21 |
-0.4% |
150-30 |
High |
152-19 |
152-19 |
0-00 |
0.0% |
152-28 |
Low |
151-27 |
151-29 |
0-02 |
0.0% |
150-30 |
Close |
152-00 |
152-11 |
0-11 |
0.2% |
152-09 |
Range |
0-24 |
0-22 |
-0-02 |
-8.3% |
1-30 |
ATR |
1-05 |
1-04 |
-0-01 |
-2.9% |
0-00 |
Volume |
352 |
347 |
-5 |
-1.4% |
957 |
|
Daily Pivots for day following 18-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-11 |
154-01 |
152-23 |
|
R3 |
153-21 |
153-11 |
152-17 |
|
R2 |
152-31 |
152-31 |
152-15 |
|
R1 |
152-21 |
152-21 |
152-13 |
152-26 |
PP |
152-09 |
152-09 |
152-09 |
152-12 |
S1 |
151-31 |
151-31 |
152-09 |
152-04 |
S2 |
151-19 |
151-19 |
152-07 |
|
S3 |
150-29 |
151-09 |
152-05 |
|
S4 |
150-07 |
150-19 |
151-31 |
|
|
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 |
155-16 |
2.618 |
154-13 |
1.618 |
153-23 |
1.000 |
153-09 |
0.618 |
153-01 |
HIGH |
152-19 |
0.618 |
152-11 |
0.500 |
152-08 |
0.382 |
152-05 |
LOW |
151-29 |
0.618 |
151-15 |
1.000 |
151-07 |
1.618 |
150-25 |
2.618 |
150-03 |
4.250 |
149-00 |
|
|
Fisher Pivots for day following 18-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
152-10 |
152-20 |
PP |
152-09 |
152-17 |
S1 |
152-08 |
152-14 |
|