ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 22-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2012 |
22-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
146-25 |
147-02 |
0-09 |
0.2% |
149-26 |
| High |
147-03 |
148-24 |
1-21 |
1.1% |
150-06 |
| Low |
145-23 |
147-02 |
1-11 |
0.9% |
145-26 |
| Close |
146-30 |
148-10 |
1-12 |
0.9% |
146-18 |
| Range |
1-12 |
1-22 |
0-10 |
22.7% |
4-12 |
| ATR |
1-10 |
1-11 |
0-01 |
2.8% |
0-00 |
| Volume |
6,439 |
12,585 |
6,146 |
95.4% |
16,807 |
|
| Daily Pivots for day following 22-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-03 |
152-13 |
149-08 |
|
| R3 |
151-13 |
150-23 |
148-25 |
|
| R2 |
149-23 |
149-23 |
148-20 |
|
| R1 |
149-01 |
149-01 |
148-15 |
149-12 |
| PP |
148-01 |
148-01 |
148-01 |
148-07 |
| S1 |
147-11 |
147-11 |
148-05 |
147-22 |
| S2 |
146-11 |
146-11 |
148-00 |
|
| S3 |
144-21 |
145-21 |
147-27 |
|
| S4 |
142-31 |
143-31 |
147-12 |
|
|
| 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 |
148-24 |
145-23 |
3-01 |
2.0% |
1-09 |
0.9% |
86% |
True |
False |
7,160 |
| 10 |
150-06 |
145-23 |
4-15 |
3.0% |
1-07 |
0.8% |
58% |
False |
False |
4,357 |
| 20 |
154-12 |
145-23 |
8-21 |
5.8% |
1-12 |
0.9% |
30% |
False |
False |
2,594 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
29% |
False |
False |
1,516 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-09 |
0.9% |
29% |
False |
False |
1,106 |
| 80 |
154-17 |
141-15 |
13-02 |
8.8% |
1-05 |
0.8% |
52% |
False |
False |
875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-30 |
|
2.618 |
153-05 |
|
1.618 |
151-15 |
|
1.000 |
150-14 |
|
0.618 |
149-25 |
|
HIGH |
148-24 |
|
0.618 |
148-03 |
|
0.500 |
147-29 |
|
0.382 |
147-23 |
|
LOW |
147-02 |
|
0.618 |
146-01 |
|
1.000 |
145-12 |
|
1.618 |
144-11 |
|
2.618 |
142-21 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 22-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-06 |
147-30 |
| PP |
148-01 |
147-19 |
| S1 |
147-29 |
147-08 |
|