ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 10-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2012 |
10-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-01 |
149-10 |
0-09 |
0.2% |
150-24 |
| High |
149-08 |
150-05 |
0-29 |
0.6% |
151-11 |
| Low |
148-05 |
149-10 |
1-05 |
0.8% |
148-05 |
| Close |
149-04 |
149-24 |
0-20 |
0.4% |
149-24 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
3-06 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.7% |
0-00 |
| Volume |
1,393 |
2,579 |
1,186 |
85.1% |
7,196 |
|
| Daily Pivots for day following 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-09 |
151-27 |
150-07 |
|
| R3 |
151-14 |
151-00 |
149-31 |
|
| R2 |
150-19 |
150-19 |
149-29 |
|
| R1 |
150-05 |
150-05 |
149-26 |
150-12 |
| PP |
149-24 |
149-24 |
149-24 |
149-27 |
| S1 |
149-10 |
149-10 |
149-22 |
149-17 |
| S2 |
148-29 |
148-29 |
149-19 |
|
| S3 |
148-02 |
148-15 |
149-17 |
|
| S4 |
147-07 |
147-20 |
149-09 |
|
|
| Weekly Pivots for week ending 10-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-10 |
157-23 |
151-16 |
|
| R3 |
156-04 |
154-17 |
150-20 |
|
| R2 |
152-30 |
152-30 |
150-11 |
|
| R1 |
151-11 |
151-11 |
150-01 |
150-18 |
| PP |
149-24 |
149-24 |
149-24 |
149-11 |
| S1 |
148-05 |
148-05 |
149-15 |
147-12 |
| S2 |
146-18 |
146-18 |
149-05 |
|
| S3 |
143-12 |
144-31 |
148-28 |
|
| S4 |
140-06 |
141-25 |
148-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-11 |
148-05 |
3-06 |
2.1% |
1-02 |
0.7% |
50% |
False |
False |
1,439 |
| 10 |
153-05 |
148-05 |
5-00 |
3.3% |
1-11 |
0.9% |
32% |
False |
False |
1,064 |
| 20 |
154-17 |
148-05 |
6-12 |
4.3% |
1-09 |
0.9% |
25% |
False |
False |
800 |
| 40 |
154-17 |
148-05 |
6-12 |
4.3% |
1-07 |
0.8% |
25% |
False |
False |
589 |
| 60 |
154-17 |
146-07 |
8-10 |
5.6% |
1-08 |
0.8% |
42% |
False |
False |
492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-24 |
|
2.618 |
152-12 |
|
1.618 |
151-17 |
|
1.000 |
151-00 |
|
0.618 |
150-22 |
|
HIGH |
150-05 |
|
0.618 |
149-27 |
|
0.500 |
149-24 |
|
0.382 |
149-20 |
|
LOW |
149-10 |
|
0.618 |
148-25 |
|
1.000 |
148-15 |
|
1.618 |
147-30 |
|
2.618 |
147-03 |
|
4.250 |
145-23 |
|
|
| Fisher Pivots for day following 10-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-24 |
149-18 |
| PP |
149-24 |
149-11 |
| S1 |
149-24 |
149-05 |
|