ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 07-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2012 |
07-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
150-26 |
149-09 |
-1-17 |
-1.0% |
151-21 |
| High |
150-28 |
150-28 |
0-00 |
0.0% |
151-29 |
| Low |
149-05 |
148-10 |
-0-27 |
-0.6% |
148-10 |
| Close |
149-12 |
149-09 |
-0-03 |
-0.1% |
149-09 |
| Range |
1-23 |
2-18 |
0-27 |
49.1% |
3-19 |
| ATR |
1-08 |
1-11 |
0-03 |
7.4% |
0-00 |
| Volume |
358,850 |
508,655 |
149,805 |
41.7% |
1,503,295 |
|
| Daily Pivots for day following 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-06 |
155-25 |
150-22 |
|
| R3 |
154-20 |
153-07 |
150-00 |
|
| R2 |
152-02 |
152-02 |
149-24 |
|
| R1 |
150-21 |
150-21 |
149-17 |
150-18 |
| PP |
149-16 |
149-16 |
149-16 |
149-14 |
| S1 |
148-03 |
148-03 |
149-01 |
148-00 |
| S2 |
146-30 |
146-30 |
148-26 |
|
| S3 |
144-12 |
145-17 |
148-18 |
|
| S4 |
141-26 |
142-31 |
147-28 |
|
|
| Weekly Pivots for week ending 07-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-20 |
158-17 |
151-08 |
|
| R3 |
157-01 |
154-30 |
150-09 |
|
| R2 |
153-14 |
153-14 |
149-30 |
|
| R1 |
151-11 |
151-11 |
149-20 |
150-19 |
| PP |
149-27 |
149-27 |
149-27 |
149-14 |
| S1 |
147-24 |
147-24 |
148-30 |
147-00 |
| S2 |
146-08 |
146-08 |
148-20 |
|
| S3 |
142-21 |
144-05 |
148-09 |
|
| S4 |
139-02 |
140-18 |
147-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-29 |
148-10 |
3-19 |
2.4% |
1-20 |
1.1% |
27% |
False |
True |
379,538 |
| 10 |
151-29 |
148-10 |
3-19 |
2.4% |
1-10 |
0.9% |
27% |
False |
True |
273,643 |
| 20 |
151-29 |
145-23 |
6-06 |
4.1% |
1-08 |
0.8% |
58% |
False |
False |
139,824 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-09 |
0.9% |
40% |
False |
False |
70,249 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
40% |
False |
False |
46,965 |
| 80 |
154-17 |
145-14 |
9-03 |
6.1% |
1-08 |
0.8% |
42% |
False |
False |
35,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-24 |
|
2.618 |
157-19 |
|
1.618 |
155-01 |
|
1.000 |
153-14 |
|
0.618 |
152-15 |
|
HIGH |
150-28 |
|
0.618 |
149-29 |
|
0.500 |
149-19 |
|
0.382 |
149-09 |
|
LOW |
148-10 |
|
0.618 |
146-23 |
|
1.000 |
145-24 |
|
1.618 |
144-05 |
|
2.618 |
141-19 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 07-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-19 |
150-01 |
| PP |
149-16 |
149-25 |
| S1 |
149-12 |
149-17 |
|