ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 20-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2012 |
20-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
146-10 |
146-14 |
0-04 |
0.1% |
149-26 |
| High |
146-30 |
146-30 |
0-00 |
0.0% |
150-06 |
| Low |
146-05 |
145-26 |
-0-11 |
-0.2% |
145-26 |
| Close |
146-18 |
146-21 |
0-03 |
0.1% |
146-18 |
| Range |
0-25 |
1-04 |
0-11 |
44.0% |
4-12 |
| ATR |
1-10 |
1-10 |
0-00 |
-1.0% |
0-00 |
| Volume |
8,671 |
3,773 |
-4,898 |
-56.5% |
16,807 |
|
| Daily Pivots for day following 20-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-27 |
149-12 |
147-09 |
|
| R3 |
148-23 |
148-08 |
146-31 |
|
| R2 |
147-19 |
147-19 |
146-28 |
|
| R1 |
147-04 |
147-04 |
146-24 |
147-12 |
| PP |
146-15 |
146-15 |
146-15 |
146-19 |
| S1 |
146-00 |
146-00 |
146-18 |
146-08 |
| S2 |
145-11 |
145-11 |
146-14 |
|
| S3 |
144-07 |
144-28 |
146-11 |
|
| S4 |
143-03 |
143-24 |
146-01 |
|
|
| Weekly Pivots for week ending 17-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-21 |
157-31 |
148-31 |
|
| R3 |
156-09 |
153-19 |
147-24 |
|
| R2 |
151-29 |
151-29 |
147-12 |
|
| R1 |
149-07 |
149-07 |
146-31 |
148-12 |
| PP |
147-17 |
147-17 |
147-17 |
147-03 |
| S1 |
144-27 |
144-27 |
146-05 |
144-00 |
| S2 |
143-05 |
143-05 |
145-24 |
|
| S3 |
138-25 |
140-15 |
145-12 |
|
| S4 |
134-13 |
136-03 |
144-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-18 |
145-26 |
3-24 |
2.6% |
1-10 |
0.9% |
23% |
False |
True |
3,912 |
| 10 |
150-28 |
145-26 |
5-02 |
3.5% |
1-06 |
0.8% |
17% |
False |
True |
2,666 |
| 20 |
154-17 |
145-26 |
8-23 |
5.9% |
1-12 |
0.9% |
10% |
False |
True |
1,739 |
| 40 |
154-17 |
145-26 |
8-23 |
5.9% |
1-06 |
0.8% |
10% |
False |
True |
1,065 |
| 60 |
154-17 |
145-26 |
8-23 |
5.9% |
1-09 |
0.9% |
10% |
False |
True |
793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-23 |
|
2.618 |
149-28 |
|
1.618 |
148-24 |
|
1.000 |
148-02 |
|
0.618 |
147-20 |
|
HIGH |
146-30 |
|
0.618 |
146-16 |
|
0.500 |
146-12 |
|
0.382 |
146-08 |
|
LOW |
145-26 |
|
0.618 |
145-04 |
|
1.000 |
144-22 |
|
1.618 |
144-00 |
|
2.618 |
142-28 |
|
4.250 |
141-01 |
|
|
| Fisher Pivots for day following 20-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-18 |
146-20 |
| PP |
146-15 |
146-18 |
| S1 |
146-12 |
146-17 |
|