ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 13-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2012 |
13-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-10 |
149-26 |
0-16 |
0.3% |
150-24 |
| High |
150-05 |
150-06 |
0-01 |
0.0% |
151-11 |
| Low |
149-10 |
149-14 |
0-04 |
0.1% |
148-05 |
| Close |
149-24 |
149-23 |
-0-01 |
0.0% |
149-24 |
| Range |
0-27 |
0-24 |
-0-03 |
-11.1% |
3-06 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.1% |
0-00 |
| Volume |
2,579 |
1,020 |
-1,559 |
-60.4% |
7,196 |
|
| Daily Pivots for day following 13-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-01 |
151-20 |
150-04 |
|
| R3 |
151-09 |
150-28 |
149-30 |
|
| R2 |
150-17 |
150-17 |
149-27 |
|
| R1 |
150-04 |
150-04 |
149-25 |
149-30 |
| PP |
149-25 |
149-25 |
149-25 |
149-22 |
| S1 |
149-12 |
149-12 |
149-21 |
149-06 |
| S2 |
149-01 |
149-01 |
149-19 |
|
| S3 |
148-09 |
148-20 |
149-16 |
|
| S4 |
147-17 |
147-28 |
149-10 |
|
|
| 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 |
150-28 |
148-05 |
2-23 |
1.8% |
1-01 |
0.7% |
57% |
False |
False |
1,420 |
| 10 |
153-05 |
148-05 |
5-00 |
3.3% |
1-10 |
0.9% |
31% |
False |
False |
1,035 |
| 20 |
154-17 |
148-05 |
6-12 |
4.3% |
1-08 |
0.8% |
25% |
False |
False |
834 |
| 40 |
154-17 |
148-05 |
6-12 |
4.3% |
1-06 |
0.8% |
25% |
False |
False |
612 |
| 60 |
154-17 |
146-11 |
8-06 |
5.5% |
1-08 |
0.8% |
41% |
False |
False |
501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
152-05 |
|
1.618 |
151-13 |
|
1.000 |
150-30 |
|
0.618 |
150-21 |
|
HIGH |
150-06 |
|
0.618 |
149-29 |
|
0.500 |
149-26 |
|
0.382 |
149-23 |
|
LOW |
149-14 |
|
0.618 |
148-31 |
|
1.000 |
148-22 |
|
1.618 |
148-07 |
|
2.618 |
147-15 |
|
4.250 |
146-08 |
|
|
| Fisher Pivots for day following 13-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-26 |
149-17 |
| PP |
149-25 |
149-11 |
| S1 |
149-24 |
149-06 |
|