ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 31-Aug-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2012 |
31-Aug-2012 |
Change |
Change % |
Previous Week |
| Open |
149-26 |
150-12 |
0-18 |
0.4% |
149-02 |
| High |
150-23 |
151-23 |
1-00 |
0.7% |
151-23 |
| Low |
149-22 |
149-26 |
0-04 |
0.1% |
148-30 |
| Close |
150-15 |
151-13 |
0-30 |
0.6% |
151-13 |
| Range |
1-01 |
1-29 |
0-28 |
84.8% |
2-25 |
| ATR |
1-07 |
1-08 |
0-02 |
4.1% |
0-00 |
| Volume |
144,642 |
394,395 |
249,753 |
172.7% |
1,191,693 |
|
| Daily Pivots for day following 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-22 |
155-31 |
152-15 |
|
| R3 |
154-25 |
154-02 |
151-30 |
|
| R2 |
152-28 |
152-28 |
151-24 |
|
| R1 |
152-05 |
152-05 |
151-19 |
152-16 |
| PP |
150-31 |
150-31 |
150-31 |
151-05 |
| S1 |
150-08 |
150-08 |
151-07 |
150-20 |
| S2 |
149-02 |
149-02 |
151-02 |
|
| S3 |
147-05 |
148-11 |
150-28 |
|
| S4 |
145-08 |
146-14 |
150-11 |
|
|
| Weekly Pivots for week ending 31-Aug-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-01 |
158-00 |
152-30 |
|
| R3 |
156-08 |
155-07 |
152-05 |
|
| R2 |
153-15 |
153-15 |
151-29 |
|
| R1 |
152-14 |
152-14 |
151-21 |
152-30 |
| PP |
150-22 |
150-22 |
150-22 |
150-30 |
| S1 |
149-21 |
149-21 |
151-05 |
150-06 |
| S2 |
147-29 |
147-29 |
150-29 |
|
| S3 |
145-04 |
146-28 |
150-21 |
|
| S4 |
142-11 |
144-03 |
149-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-23 |
148-30 |
2-25 |
1.8% |
1-05 |
0.8% |
89% |
True |
False |
238,338 |
| 10 |
151-23 |
145-23 |
6-00 |
4.0% |
1-06 |
0.8% |
95% |
True |
False |
127,380 |
| 20 |
151-23 |
145-23 |
6-00 |
4.0% |
1-05 |
0.8% |
95% |
True |
False |
64,890 |
| 40 |
154-17 |
145-23 |
8-26 |
5.8% |
1-06 |
0.8% |
65% |
False |
False |
32,689 |
| 60 |
154-17 |
145-23 |
8-26 |
5.8% |
1-07 |
0.8% |
65% |
False |
False |
21,918 |
| 80 |
154-17 |
143-00 |
11-17 |
7.6% |
1-07 |
0.8% |
73% |
False |
False |
16,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-26 |
|
2.618 |
156-23 |
|
1.618 |
154-26 |
|
1.000 |
153-20 |
|
0.618 |
152-29 |
|
HIGH |
151-23 |
|
0.618 |
151-00 |
|
0.500 |
150-24 |
|
0.382 |
150-17 |
|
LOW |
149-26 |
|
0.618 |
148-20 |
|
1.000 |
147-29 |
|
1.618 |
146-23 |
|
2.618 |
144-26 |
|
4.250 |
141-23 |
|
|
| Fisher Pivots for day following 31-Aug-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-06 |
151-04 |
| PP |
150-31 |
150-26 |
| S1 |
150-24 |
150-17 |
|