ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 13-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2012 |
13-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
148-22 |
147-19 |
-1-03 |
-0.7% |
151-21 |
| High |
148-26 |
148-14 |
-0-12 |
-0.3% |
151-29 |
| Low |
147-10 |
146-06 |
-1-04 |
-0.8% |
148-10 |
| Close |
147-15 |
147-07 |
-0-08 |
-0.2% |
149-09 |
| Range |
1-16 |
2-08 |
0-24 |
50.0% |
3-19 |
| ATR |
1-10 |
1-13 |
0-02 |
5.0% |
0-00 |
| Volume |
333,889 |
534,456 |
200,567 |
60.1% |
1,503,295 |
|
| Daily Pivots for day following 13-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-01 |
152-28 |
148-15 |
|
| R3 |
151-25 |
150-20 |
147-27 |
|
| R2 |
149-17 |
149-17 |
147-20 |
|
| R1 |
148-12 |
148-12 |
147-14 |
147-26 |
| PP |
147-09 |
147-09 |
147-09 |
147-00 |
| S1 |
146-04 |
146-04 |
147-00 |
145-18 |
| S2 |
145-01 |
145-01 |
146-26 |
|
| S3 |
142-25 |
143-28 |
146-19 |
|
| S4 |
140-17 |
141-20 |
145-31 |
|
|
| 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 |
150-28 |
146-06 |
4-22 |
3.2% |
1-22 |
1.1% |
22% |
False |
True |
376,863 |
| 10 |
151-29 |
146-06 |
5-23 |
3.9% |
1-16 |
1.0% |
18% |
False |
True |
341,799 |
| 20 |
151-29 |
145-23 |
6-06 |
4.2% |
1-10 |
0.9% |
24% |
False |
False |
208,288 |
| 40 |
154-17 |
145-23 |
8-26 |
6.0% |
1-11 |
0.9% |
17% |
False |
False |
104,613 |
| 60 |
154-17 |
145-23 |
8-26 |
6.0% |
1-08 |
0.8% |
17% |
False |
False |
69,881 |
| 80 |
154-17 |
145-23 |
8-26 |
6.0% |
1-09 |
0.9% |
17% |
False |
False |
52,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-00 |
|
2.618 |
154-10 |
|
1.618 |
152-02 |
|
1.000 |
150-22 |
|
0.618 |
149-26 |
|
HIGH |
148-14 |
|
0.618 |
147-18 |
|
0.500 |
147-10 |
|
0.382 |
147-02 |
|
LOW |
146-06 |
|
0.618 |
144-26 |
|
1.000 |
143-30 |
|
1.618 |
142-18 |
|
2.618 |
140-10 |
|
4.250 |
136-20 |
|
|
| Fisher Pivots for day following 13-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-10 |
147-28 |
| PP |
147-09 |
147-21 |
| S1 |
147-08 |
147-14 |
|