ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 09-Aug-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2012 |
09-Aug-2012 |
Change |
Change % |
Previous Week |
Open |
149-14 |
149-01 |
-0-13 |
-0.3% |
151-07 |
High |
149-31 |
149-08 |
-0-23 |
-0.5% |
153-05 |
Low |
149-01 |
148-05 |
-0-28 |
-0.6% |
150-07 |
Close |
149-09 |
149-04 |
-0-05 |
-0.1% |
150-16 |
Range |
0-30 |
1-03 |
0-05 |
16.7% |
2-30 |
ATR |
1-12 |
1-12 |
-0-01 |
-1.3% |
0-00 |
Volume |
1,096 |
1,393 |
297 |
27.1% |
3,449 |
|
Daily Pivots for day following 09-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-04 |
151-23 |
149-23 |
|
R3 |
151-01 |
150-20 |
149-14 |
|
R2 |
149-30 |
149-30 |
149-10 |
|
R1 |
149-17 |
149-17 |
149-07 |
149-24 |
PP |
148-27 |
148-27 |
148-27 |
148-30 |
S1 |
148-14 |
148-14 |
149-01 |
148-20 |
S2 |
147-24 |
147-24 |
148-30 |
|
S3 |
146-21 |
147-11 |
148-26 |
|
S4 |
145-18 |
146-08 |
148-17 |
|
|
Weekly Pivots for week ending 03-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-03 |
158-08 |
152-04 |
|
R3 |
157-05 |
155-10 |
151-10 |
|
R2 |
154-07 |
154-07 |
151-01 |
|
R1 |
152-12 |
152-12 |
150-25 |
151-26 |
PP |
151-09 |
151-09 |
151-09 |
151-01 |
S1 |
149-14 |
149-14 |
150-07 |
148-28 |
S2 |
148-11 |
148-11 |
149-31 |
|
S3 |
145-13 |
146-16 |
149-22 |
|
S4 |
142-15 |
143-18 |
148-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
153-29 |
2.618 |
152-04 |
1.618 |
151-01 |
1.000 |
150-11 |
0.618 |
149-30 |
HIGH |
149-08 |
0.618 |
148-27 |
0.500 |
148-22 |
0.382 |
148-18 |
LOW |
148-05 |
0.618 |
147-15 |
1.000 |
147-02 |
1.618 |
146-12 |
2.618 |
145-09 |
4.250 |
143-16 |
|
|
Fisher Pivots for day following 09-Aug-2012 |
Pivot |
1 day |
3 day |
R1 |
149-00 |
149-16 |
PP |
148-27 |
149-12 |
S1 |
148-22 |
149-08 |
|