ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 02-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2012 |
02-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
152-20 |
151-22 |
-0-30 |
-0.6% |
153-04 |
| High |
152-20 |
153-05 |
0-17 |
0.3% |
154-17 |
| Low |
151-10 |
150-17 |
-0-25 |
-0.5% |
150-14 |
| Close |
151-10 |
152-19 |
1-09 |
0.8% |
151-02 |
| Range |
1-10 |
2-20 |
1-10 |
100.0% |
4-03 |
| ATR |
1-09 |
1-12 |
0-03 |
7.5% |
0-00 |
| Volume |
623 |
400 |
-223 |
-35.8% |
3,930 |
|
| Daily Pivots for day following 02-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-31 |
158-29 |
154-01 |
|
| R3 |
157-11 |
156-09 |
153-10 |
|
| R2 |
154-23 |
154-23 |
153-02 |
|
| R1 |
153-21 |
153-21 |
152-27 |
154-06 |
| PP |
152-03 |
152-03 |
152-03 |
152-12 |
| S1 |
151-01 |
151-01 |
152-11 |
151-18 |
| S2 |
149-15 |
149-15 |
152-04 |
|
| S3 |
146-27 |
148-13 |
151-28 |
|
| S4 |
144-07 |
145-25 |
151-05 |
|
|
| 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 |
153-10 |
150-14 |
2-28 |
1.9% |
1-25 |
1.2% |
75% |
False |
False |
710 |
| 10 |
154-17 |
150-14 |
4-03 |
2.7% |
1-16 |
1.0% |
53% |
False |
False |
689 |
| 20 |
154-17 |
150-06 |
4-11 |
2.8% |
1-05 |
0.8% |
55% |
False |
False |
459 |
| 40 |
154-17 |
148-01 |
6-16 |
4.3% |
1-08 |
0.8% |
70% |
False |
False |
418 |
| 60 |
154-17 |
143-00 |
11-17 |
7.6% |
1-07 |
0.8% |
83% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-10 |
|
2.618 |
160-01 |
|
1.618 |
157-13 |
|
1.000 |
155-25 |
|
0.618 |
154-25 |
|
HIGH |
153-05 |
|
0.618 |
152-05 |
|
0.500 |
151-27 |
|
0.382 |
151-17 |
|
LOW |
150-17 |
|
0.618 |
148-29 |
|
1.000 |
147-29 |
|
1.618 |
146-09 |
|
2.618 |
143-21 |
|
4.250 |
139-12 |
|
|
| Fisher Pivots for day following 02-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-11 |
152-11 |
| PP |
152-03 |
152-03 |
| S1 |
151-27 |
151-27 |
|