ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 17-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2012 |
17-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
147-21 |
144-25 |
-2-28 |
-1.9% |
149-07 |
| High |
147-21 |
145-27 |
-1-26 |
-1.2% |
149-23 |
| Low |
144-16 |
144-15 |
-0-01 |
0.0% |
144-16 |
| Close |
144-30 |
145-18 |
0-20 |
0.4% |
144-30 |
| Range |
3-05 |
1-12 |
-1-25 |
-56.4% |
5-07 |
| ATR |
1-17 |
1-16 |
0-00 |
-0.7% |
0-00 |
| Volume |
512,173 |
279,962 |
-232,211 |
-45.3% |
1,887,834 |
|
| Daily Pivots for day following 17-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
148-28 |
146-10 |
|
| R3 |
148-01 |
147-16 |
145-30 |
|
| R2 |
146-21 |
146-21 |
145-26 |
|
| R1 |
146-04 |
146-04 |
145-22 |
146-12 |
| PP |
145-09 |
145-09 |
145-09 |
145-14 |
| S1 |
144-24 |
144-24 |
145-14 |
145-00 |
| S2 |
143-29 |
143-29 |
145-10 |
|
| S3 |
142-17 |
143-12 |
145-06 |
|
| S4 |
141-05 |
142-00 |
144-26 |
|
|
| 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 |
149-19 |
144-15 |
5-04 |
3.5% |
1-27 |
1.3% |
21% |
False |
True |
379,441 |
| 10 |
151-29 |
144-15 |
7-14 |
5.1% |
1-21 |
1.1% |
15% |
False |
True |
367,109 |
| 20 |
151-29 |
144-15 |
7-14 |
5.1% |
1-14 |
1.0% |
15% |
False |
True |
247,244 |
| 40 |
154-17 |
144-15 |
10-02 |
6.9% |
1-13 |
1.0% |
11% |
False |
True |
124,406 |
| 60 |
154-17 |
144-15 |
10-02 |
6.9% |
1-08 |
0.9% |
11% |
False |
True |
83,066 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-10 |
0.9% |
11% |
False |
True |
62,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-22 |
|
2.618 |
149-14 |
|
1.618 |
148-02 |
|
1.000 |
147-07 |
|
0.618 |
146-22 |
|
HIGH |
145-27 |
|
0.618 |
145-10 |
|
0.500 |
145-05 |
|
0.382 |
145-00 |
|
LOW |
144-15 |
|
0.618 |
143-20 |
|
1.000 |
143-03 |
|
1.618 |
142-08 |
|
2.618 |
140-28 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 17-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-14 |
146-14 |
| PP |
145-09 |
146-05 |
| S1 |
145-05 |
145-28 |
|