ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 06-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2012 |
06-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
151-09 |
150-26 |
-0-15 |
-0.3% |
149-02 |
| High |
151-24 |
150-28 |
-0-28 |
-0.6% |
151-23 |
| Low |
150-24 |
149-05 |
-1-19 |
-1.1% |
148-30 |
| Close |
150-27 |
149-12 |
-1-15 |
-1.0% |
151-13 |
| Range |
1-00 |
1-23 |
0-23 |
71.9% |
2-25 |
| ATR |
1-07 |
1-08 |
0-01 |
2.9% |
0-00 |
| Volume |
280,411 |
358,850 |
78,439 |
28.0% |
1,191,693 |
|
| Daily Pivots for day following 06-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-31 |
153-28 |
150-10 |
|
| R3 |
153-08 |
152-05 |
149-27 |
|
| R2 |
151-17 |
151-17 |
149-22 |
|
| R1 |
150-14 |
150-14 |
149-17 |
150-04 |
| PP |
149-26 |
149-26 |
149-26 |
149-20 |
| S1 |
148-23 |
148-23 |
149-07 |
148-13 |
| S2 |
148-03 |
148-03 |
149-02 |
|
| S3 |
146-12 |
147-00 |
148-29 |
|
| S4 |
144-21 |
145-09 |
148-14 |
|
|
| 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 |
151-29 |
149-05 |
2-24 |
1.8% |
1-10 |
0.9% |
8% |
False |
True |
306,735 |
| 10 |
151-29 |
148-13 |
3-16 |
2.3% |
1-04 |
0.8% |
28% |
False |
False |
224,564 |
| 20 |
151-29 |
145-23 |
6-06 |
4.1% |
1-06 |
0.8% |
59% |
False |
False |
114,461 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
41% |
False |
False |
57,536 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
41% |
False |
False |
38,489 |
| 80 |
154-17 |
145-14 |
9-03 |
6.1% |
1-07 |
0.8% |
43% |
False |
False |
28,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-06 |
|
2.618 |
155-12 |
|
1.618 |
153-21 |
|
1.000 |
152-19 |
|
0.618 |
151-30 |
|
HIGH |
150-28 |
|
0.618 |
150-07 |
|
0.500 |
150-00 |
|
0.382 |
149-26 |
|
LOW |
149-05 |
|
0.618 |
148-03 |
|
1.000 |
147-14 |
|
1.618 |
146-12 |
|
2.618 |
144-21 |
|
4.250 |
141-27 |
|
|
| Fisher Pivots for day following 06-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-00 |
150-17 |
| PP |
149-26 |
150-05 |
| S1 |
149-19 |
149-24 |
|