ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 31-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2012 |
31-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
151-07 |
151-30 |
0-23 |
0.5% |
153-04 |
High |
152-06 |
152-20 |
0-14 |
0.3% |
154-17 |
Low |
150-31 |
151-24 |
0-25 |
0.5% |
150-14 |
Close |
152-03 |
152-04 |
0-01 |
0.0% |
151-02 |
Range |
1-07 |
0-28 |
-0-11 |
-28.2% |
4-03 |
ATR |
1-10 |
1-09 |
-0-01 |
-2.4% |
0-00 |
Volume |
1,308 |
401 |
-907 |
-69.3% |
3,930 |
|
Daily Pivots for day following 31-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-25 |
154-11 |
152-19 |
|
R3 |
153-29 |
153-15 |
152-12 |
|
R2 |
153-01 |
153-01 |
152-09 |
|
R1 |
152-19 |
152-19 |
152-07 |
152-26 |
PP |
152-05 |
152-05 |
152-05 |
152-09 |
S1 |
151-23 |
151-23 |
152-01 |
151-30 |
S2 |
151-09 |
151-09 |
151-31 |
|
S3 |
150-13 |
150-27 |
151-28 |
|
S4 |
149-17 |
149-31 |
151-21 |
|
|
Weekly Pivots for week ending 27-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-09 |
161-25 |
153-10 |
|
R3 |
160-06 |
157-22 |
152-06 |
|
R2 |
156-03 |
156-03 |
151-26 |
|
R1 |
153-19 |
153-19 |
151-14 |
152-26 |
PP |
152-00 |
152-00 |
152-00 |
151-20 |
S1 |
149-16 |
149-16 |
150-22 |
148-22 |
S2 |
147-29 |
147-29 |
150-10 |
|
S3 |
143-26 |
145-13 |
149-30 |
|
S4 |
139-23 |
141-10 |
148-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
154-17 |
150-14 |
4-03 |
2.7% |
1-12 |
0.9% |
41% |
False |
False |
853 |
10 |
154-17 |
150-14 |
4-03 |
2.7% |
1-08 |
0.8% |
41% |
False |
False |
638 |
20 |
154-17 |
149-10 |
5-07 |
3.4% |
1-02 |
0.7% |
54% |
False |
False |
489 |
40 |
154-17 |
148-01 |
6-16 |
4.3% |
1-07 |
0.8% |
63% |
False |
False |
409 |
60 |
154-17 |
142-29 |
11-20 |
7.6% |
1-05 |
0.8% |
79% |
False |
False |
358 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-11 |
2.618 |
154-29 |
1.618 |
154-01 |
1.000 |
153-16 |
0.618 |
153-05 |
HIGH |
152-20 |
0.618 |
152-09 |
0.500 |
152-06 |
0.382 |
152-03 |
LOW |
151-24 |
0.618 |
151-07 |
1.000 |
150-28 |
1.618 |
150-11 |
2.618 |
149-15 |
4.250 |
148-01 |
|
|
Fisher Pivots for day following 31-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
152-06 |
152-01 |
PP |
152-05 |
151-31 |
S1 |
152-05 |
151-28 |
|