ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 30-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2012 |
30-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-30 |
149-26 |
-0-04 |
-0.1% |
146-14 |
| High |
150-07 |
150-23 |
0-16 |
0.3% |
149-31 |
| Low |
149-11 |
149-22 |
0-11 |
0.2% |
145-23 |
| Close |
149-25 |
150-15 |
0-22 |
0.5% |
149-07 |
| Range |
0-28 |
1-01 |
0-05 |
17.9% |
4-08 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
308,342 |
144,642 |
-163,700 |
-53.1% |
82,110 |
|
| Daily Pivots for day following 30-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-12 |
152-31 |
151-01 |
|
| R3 |
152-11 |
151-30 |
150-24 |
|
| R2 |
151-10 |
151-10 |
150-21 |
|
| R1 |
150-29 |
150-29 |
150-18 |
151-04 |
| PP |
150-09 |
150-09 |
150-09 |
150-13 |
| S1 |
149-28 |
149-28 |
150-12 |
150-02 |
| S2 |
149-08 |
149-08 |
150-09 |
|
| S3 |
148-07 |
148-27 |
150-06 |
|
| S4 |
147-06 |
147-26 |
149-29 |
|
|
| 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 |
150-23 |
148-30 |
1-25 |
1.2% |
0-31 |
0.6% |
86% |
True |
False |
167,749 |
| 10 |
150-23 |
145-23 |
5-00 |
3.3% |
1-02 |
0.7% |
95% |
True |
False |
88,807 |
| 20 |
152-15 |
145-23 |
6-24 |
4.5% |
1-06 |
0.8% |
70% |
False |
False |
45,206 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-06 |
0.8% |
54% |
False |
False |
22,832 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
54% |
False |
False |
15,347 |
| 80 |
154-17 |
143-00 |
11-17 |
7.7% |
1-06 |
0.8% |
65% |
False |
False |
11,582 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-03 |
|
2.618 |
153-13 |
|
1.618 |
152-12 |
|
1.000 |
151-24 |
|
0.618 |
151-11 |
|
HIGH |
150-23 |
|
0.618 |
150-10 |
|
0.500 |
150-06 |
|
0.382 |
150-03 |
|
LOW |
149-22 |
|
0.618 |
149-02 |
|
1.000 |
148-21 |
|
1.618 |
148-01 |
|
2.618 |
147-00 |
|
4.250 |
145-10 |
|
|
| Fisher Pivots for day following 30-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-12 |
150-10 |
| PP |
150-09 |
150-06 |
| S1 |
150-06 |
150-01 |
|