ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 27-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2012 |
27-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-02 |
149-02 |
0-00 |
0.0% |
146-14 |
| High |
149-31 |
149-30 |
-0-01 |
0.0% |
149-31 |
| Low |
148-30 |
148-30 |
0-00 |
0.0% |
145-23 |
| Close |
149-07 |
149-24 |
0-17 |
0.4% |
149-07 |
| Range |
1-01 |
1-00 |
-0-01 |
-3.0% |
4-08 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.7% |
0-00 |
| Volume |
41,449 |
112,010 |
70,561 |
170.2% |
82,110 |
|
| Daily Pivots for day following 27-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-17 |
152-05 |
150-10 |
|
| R3 |
151-17 |
151-05 |
150-01 |
|
| R2 |
150-17 |
150-17 |
149-30 |
|
| R1 |
150-05 |
150-05 |
149-27 |
150-11 |
| PP |
149-17 |
149-17 |
149-17 |
149-20 |
| S1 |
149-05 |
149-05 |
149-21 |
149-11 |
| S2 |
148-17 |
148-17 |
149-18 |
|
| S3 |
147-17 |
148-05 |
149-15 |
|
| S4 |
146-17 |
147-05 |
149-06 |
|
|
| Weekly Pivots for week ending 24-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
161-02 |
159-12 |
151-18 |
|
| R3 |
156-26 |
155-04 |
150-12 |
|
| R2 |
152-18 |
152-18 |
150-00 |
|
| R1 |
150-28 |
150-28 |
149-19 |
151-23 |
| PP |
148-10 |
148-10 |
148-10 |
148-23 |
| S1 |
146-20 |
146-20 |
148-27 |
147-15 |
| S2 |
144-02 |
144-02 |
148-14 |
|
| S3 |
139-26 |
142-12 |
148-02 |
|
| S4 |
135-18 |
138-04 |
146-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-31 |
145-23 |
4-08 |
2.8% |
1-07 |
0.8% |
95% |
False |
False |
38,069 |
| 10 |
149-31 |
145-23 |
4-08 |
2.8% |
1-08 |
0.8% |
95% |
False |
False |
20,990 |
| 20 |
153-05 |
145-23 |
7-14 |
5.0% |
1-09 |
0.9% |
54% |
False |
False |
11,013 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
46% |
False |
False |
5,762 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-08 |
0.8% |
46% |
False |
False |
3,942 |
| 80 |
154-17 |
142-00 |
12-17 |
8.4% |
1-06 |
0.8% |
62% |
False |
False |
3,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-06 |
|
2.618 |
152-18 |
|
1.618 |
151-18 |
|
1.000 |
150-30 |
|
0.618 |
150-18 |
|
HIGH |
149-30 |
|
0.618 |
149-18 |
|
0.500 |
149-14 |
|
0.382 |
149-10 |
|
LOW |
148-30 |
|
0.618 |
148-10 |
|
1.000 |
147-30 |
|
1.618 |
147-10 |
|
2.618 |
146-10 |
|
4.250 |
144-22 |
|
|
| Fisher Pivots for day following 27-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-21 |
149-18 |
| PP |
149-17 |
149-12 |
| S1 |
149-14 |
149-06 |
|