ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 28-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2012 |
28-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-02 |
149-21 |
0-19 |
0.4% |
146-14 |
| High |
149-30 |
150-15 |
0-17 |
0.4% |
149-31 |
| Low |
148-30 |
149-18 |
0-20 |
0.4% |
145-23 |
| Close |
149-24 |
150-03 |
0-11 |
0.2% |
149-07 |
| Range |
1-00 |
0-29 |
-0-03 |
-9.4% |
4-08 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.1% |
0-00 |
| Volume |
112,010 |
232,304 |
120,294 |
107.4% |
82,110 |
|
| Daily Pivots for day following 28-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-24 |
152-11 |
150-19 |
|
| R3 |
151-27 |
151-14 |
150-11 |
|
| R2 |
150-30 |
150-30 |
150-08 |
|
| R1 |
150-17 |
150-17 |
150-06 |
150-24 |
| PP |
150-01 |
150-01 |
150-01 |
150-05 |
| S1 |
149-20 |
149-20 |
150-00 |
149-26 |
| S2 |
149-04 |
149-04 |
149-30 |
|
| S3 |
148-07 |
148-23 |
149-27 |
|
| S4 |
147-10 |
147-26 |
149-19 |
|
|
| 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 |
150-15 |
147-02 |
3-13 |
2.3% |
1-04 |
0.7% |
89% |
True |
False |
83,242 |
| 10 |
150-15 |
145-23 |
4-24 |
3.2% |
1-06 |
0.8% |
92% |
True |
False |
44,167 |
| 20 |
153-05 |
145-23 |
7-14 |
5.0% |
1-09 |
0.9% |
59% |
False |
False |
22,608 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-06 |
0.8% |
50% |
False |
False |
11,548 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-08 |
0.8% |
50% |
False |
False |
7,809 |
| 80 |
154-17 |
142-29 |
11-20 |
7.7% |
1-06 |
0.8% |
62% |
False |
False |
5,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
152-27 |
|
1.618 |
151-30 |
|
1.000 |
151-12 |
|
0.618 |
151-01 |
|
HIGH |
150-15 |
|
0.618 |
150-04 |
|
0.500 |
150-00 |
|
0.382 |
149-29 |
|
LOW |
149-18 |
|
0.618 |
149-00 |
|
1.000 |
148-21 |
|
1.618 |
148-03 |
|
2.618 |
147-06 |
|
4.250 |
145-23 |
|
|
| Fisher Pivots for day following 28-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-02 |
149-31 |
| PP |
150-01 |
149-27 |
| S1 |
150-00 |
149-22 |
|