ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 11-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2012 |
11-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
149-07 |
149-13 |
0-06 |
0.1% |
151-21 |
| High |
149-23 |
149-19 |
-0-04 |
-0.1% |
151-29 |
| Low |
148-19 |
148-19 |
0-00 |
0.0% |
148-10 |
| Close |
148-28 |
148-24 |
-0-04 |
-0.1% |
149-09 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
3-19 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
270,591 |
236,725 |
-33,866 |
-12.5% |
1,503,295 |
|
| Daily Pivots for day following 11-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
151-12 |
149-10 |
|
| R3 |
150-31 |
150-12 |
149-01 |
|
| R2 |
149-31 |
149-31 |
148-30 |
|
| R1 |
149-12 |
149-12 |
148-27 |
149-06 |
| PP |
148-31 |
148-31 |
148-31 |
148-28 |
| S1 |
148-12 |
148-12 |
148-21 |
148-06 |
| S2 |
147-31 |
147-31 |
148-18 |
|
| S3 |
146-31 |
147-12 |
148-15 |
|
| S4 |
145-31 |
146-12 |
148-06 |
|
|
| 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 |
151-24 |
148-10 |
3-14 |
2.3% |
1-15 |
1.0% |
13% |
False |
False |
331,046 |
| 10 |
151-29 |
148-10 |
3-19 |
2.4% |
1-10 |
0.9% |
12% |
False |
False |
309,029 |
| 20 |
151-29 |
145-23 |
6-06 |
4.2% |
1-09 |
0.9% |
49% |
False |
False |
165,010 |
| 40 |
154-17 |
145-23 |
8-26 |
5.9% |
1-09 |
0.9% |
34% |
False |
False |
82,922 |
| 60 |
154-17 |
145-23 |
8-26 |
5.9% |
1-07 |
0.8% |
34% |
False |
False |
55,411 |
| 80 |
154-17 |
145-23 |
8-26 |
5.9% |
1-08 |
0.8% |
34% |
False |
False |
41,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-27 |
|
2.618 |
152-07 |
|
1.618 |
151-07 |
|
1.000 |
150-19 |
|
0.618 |
150-07 |
|
HIGH |
149-19 |
|
0.618 |
149-07 |
|
0.500 |
149-03 |
|
0.382 |
148-31 |
|
LOW |
148-19 |
|
0.618 |
147-31 |
|
1.000 |
147-19 |
|
1.618 |
146-31 |
|
2.618 |
145-31 |
|
4.250 |
144-11 |
|
|
| Fisher Pivots for day following 11-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-03 |
149-19 |
| PP |
148-31 |
149-10 |
| S1 |
148-28 |
149-01 |
|