ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 01-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2012 |
01-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
151-30 |
152-20 |
0-22 |
0.5% |
153-04 |
| High |
152-20 |
152-20 |
0-00 |
0.0% |
154-17 |
| Low |
151-24 |
151-10 |
-0-14 |
-0.3% |
150-14 |
| Close |
152-04 |
151-10 |
-0-26 |
-0.5% |
151-02 |
| Range |
0-28 |
1-10 |
0-14 |
50.0% |
4-03 |
| ATR |
1-09 |
1-09 |
0-00 |
0.2% |
0-00 |
| Volume |
401 |
623 |
222 |
55.4% |
3,930 |
|
| Daily Pivots for day following 01-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-22 |
154-26 |
152-01 |
|
| R3 |
154-12 |
153-16 |
151-22 |
|
| R2 |
153-02 |
153-02 |
151-18 |
|
| R1 |
152-06 |
152-06 |
151-14 |
151-31 |
| PP |
151-24 |
151-24 |
151-24 |
151-20 |
| S1 |
150-28 |
150-28 |
151-06 |
150-21 |
| S2 |
150-14 |
150-14 |
151-02 |
|
| S3 |
149-04 |
149-18 |
150-30 |
|
| S4 |
147-26 |
148-08 |
150-19 |
|
|
| 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 |
154-12 |
150-14 |
3-30 |
2.6% |
1-14 |
1.0% |
22% |
False |
False |
793 |
| 10 |
154-17 |
150-14 |
4-03 |
2.7% |
1-10 |
0.9% |
21% |
False |
False |
666 |
| 20 |
154-17 |
149-15 |
5-02 |
3.3% |
1-02 |
0.7% |
36% |
False |
False |
467 |
| 40 |
154-17 |
148-01 |
6-16 |
4.3% |
1-07 |
0.8% |
50% |
False |
False |
422 |
| 60 |
154-17 |
143-00 |
11-17 |
7.6% |
1-05 |
0.8% |
72% |
False |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-06 |
|
2.618 |
156-02 |
|
1.618 |
154-24 |
|
1.000 |
153-30 |
|
0.618 |
153-14 |
|
HIGH |
152-20 |
|
0.618 |
152-04 |
|
0.500 |
151-31 |
|
0.382 |
151-26 |
|
LOW |
151-10 |
|
0.618 |
150-16 |
|
1.000 |
150-00 |
|
1.618 |
149-06 |
|
2.618 |
147-28 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 01-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-31 |
151-26 |
| PP |
151-24 |
151-20 |
| S1 |
151-17 |
151-15 |
|