ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 14-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2012 |
14-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
147-19 |
147-21 |
0-02 |
0.0% |
149-07 |
| High |
148-14 |
147-21 |
-0-25 |
-0.5% |
149-23 |
| Low |
146-06 |
144-16 |
-1-22 |
-1.2% |
144-16 |
| Close |
147-07 |
144-30 |
-2-09 |
-1.5% |
144-30 |
| Range |
2-08 |
3-05 |
0-29 |
40.3% |
5-07 |
| ATR |
1-13 |
1-17 |
0-04 |
9.1% |
0-00 |
| Volume |
534,456 |
512,173 |
-22,283 |
-4.2% |
1,887,834 |
|
| Daily Pivots for day following 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
153-07 |
146-22 |
|
| R3 |
152-00 |
150-02 |
145-26 |
|
| R2 |
148-27 |
148-27 |
145-17 |
|
| R1 |
146-29 |
146-29 |
145-07 |
146-10 |
| PP |
145-22 |
145-22 |
145-22 |
145-13 |
| S1 |
143-24 |
143-24 |
144-21 |
143-04 |
| S2 |
142-17 |
142-17 |
144-11 |
|
| S3 |
139-12 |
140-19 |
144-02 |
|
| S4 |
136-07 |
137-14 |
143-06 |
|
|
| Weekly Pivots for week ending 14-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
162-01 |
158-23 |
147-26 |
|
| R3 |
156-26 |
153-16 |
146-12 |
|
| R2 |
151-19 |
151-19 |
145-29 |
|
| R1 |
148-09 |
148-09 |
145-13 |
147-10 |
| PP |
146-12 |
146-12 |
146-12 |
145-29 |
| S1 |
143-02 |
143-02 |
144-15 |
142-04 |
| S2 |
141-05 |
141-05 |
143-31 |
|
| S3 |
135-30 |
137-27 |
143-16 |
|
| S4 |
130-23 |
132-20 |
142-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-23 |
144-16 |
5-07 |
3.6% |
1-26 |
1.2% |
8% |
False |
True |
377,566 |
| 10 |
151-29 |
144-16 |
7-13 |
5.1% |
1-23 |
1.2% |
6% |
False |
True |
378,552 |
| 20 |
151-29 |
144-16 |
7-13 |
5.1% |
1-13 |
1.0% |
6% |
False |
True |
233,680 |
| 40 |
154-17 |
144-16 |
10-01 |
6.9% |
1-13 |
1.0% |
4% |
False |
True |
117,413 |
| 60 |
154-17 |
144-16 |
10-01 |
6.9% |
1-08 |
0.9% |
4% |
False |
True |
78,411 |
| 80 |
154-17 |
144-16 |
10-01 |
6.9% |
1-10 |
0.9% |
4% |
False |
True |
58,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-02 |
|
2.618 |
155-29 |
|
1.618 |
152-24 |
|
1.000 |
150-26 |
|
0.618 |
149-19 |
|
HIGH |
147-21 |
|
0.618 |
146-14 |
|
0.500 |
146-02 |
|
0.382 |
145-23 |
|
LOW |
144-16 |
|
0.618 |
142-18 |
|
1.000 |
141-11 |
|
1.618 |
139-13 |
|
2.618 |
136-08 |
|
4.250 |
131-03 |
|
|
| Fisher Pivots for day following 14-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-02 |
146-21 |
| PP |
145-22 |
146-03 |
| S1 |
145-10 |
145-16 |
|