ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 23-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2012 |
23-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
151-27 |
153-04 |
1-09 |
0.8% |
152-12 |
High |
153-02 |
154-05 |
1-03 |
0.7% |
153-14 |
Low |
151-24 |
153-04 |
1-12 |
0.9% |
151-13 |
Close |
152-28 |
153-10 |
0-14 |
0.3% |
152-28 |
Range |
1-10 |
1-01 |
-0-09 |
-21.4% |
2-01 |
ATR |
1-05 |
1-05 |
0-00 |
0.9% |
0-00 |
Volume |
231 |
360 |
129 |
55.8% |
1,441 |
|
Daily Pivots for day following 23-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-20 |
156-00 |
153-28 |
|
R3 |
155-19 |
154-31 |
153-19 |
|
R2 |
154-18 |
154-18 |
153-16 |
|
R1 |
153-30 |
153-30 |
153-13 |
154-08 |
PP |
153-17 |
153-17 |
153-17 |
153-22 |
S1 |
152-29 |
152-29 |
153-07 |
153-07 |
S2 |
152-16 |
152-16 |
153-04 |
|
S3 |
151-15 |
151-28 |
153-01 |
|
S4 |
150-14 |
150-27 |
152-24 |
|
|
Weekly Pivots for week ending 20-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158-21 |
157-26 |
154-00 |
|
R3 |
156-20 |
155-25 |
153-14 |
|
R2 |
154-19 |
154-19 |
153-08 |
|
R1 |
153-24 |
153-24 |
153-02 |
154-06 |
PP |
152-18 |
152-18 |
152-18 |
152-25 |
S1 |
151-23 |
151-23 |
152-22 |
152-04 |
S2 |
150-17 |
150-17 |
152-16 |
|
S3 |
148-16 |
149-22 |
152-10 |
|
S4 |
146-15 |
147-21 |
151-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
158-17 |
2.618 |
156-27 |
1.618 |
155-26 |
1.000 |
155-06 |
0.618 |
154-25 |
HIGH |
154-05 |
0.618 |
153-24 |
0.500 |
153-20 |
0.382 |
153-17 |
LOW |
153-04 |
0.618 |
152-16 |
1.000 |
152-03 |
1.618 |
151-15 |
2.618 |
150-14 |
4.250 |
148-24 |
|
|
Fisher Pivots for day following 23-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
153-20 |
153-04 |
PP |
153-17 |
152-31 |
S1 |
153-14 |
152-25 |
|