ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 20-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2012 |
20-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
145-31 |
146-21 |
0-22 |
0.5% |
149-07 |
| High |
146-28 |
147-19 |
0-23 |
0.5% |
149-23 |
| Low |
145-19 |
146-14 |
0-27 |
0.6% |
144-16 |
| Close |
146-14 |
146-23 |
0-09 |
0.2% |
144-30 |
| Range |
1-09 |
1-05 |
-0-04 |
-9.8% |
5-07 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.5% |
0-00 |
| Volume |
302,854 |
338,321 |
35,467 |
11.7% |
1,887,834 |
|
| Daily Pivots for day following 20-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
149-23 |
147-11 |
|
| R3 |
149-07 |
148-18 |
147-01 |
|
| R2 |
148-02 |
148-02 |
146-30 |
|
| R1 |
147-13 |
147-13 |
146-26 |
147-24 |
| PP |
146-29 |
146-29 |
146-29 |
147-03 |
| S1 |
146-08 |
146-08 |
146-20 |
146-18 |
| S2 |
145-24 |
145-24 |
146-16 |
|
| S3 |
144-19 |
145-03 |
146-13 |
|
| S4 |
143-14 |
143-30 |
146-03 |
|
|
| 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 |
147-21 |
144-15 |
3-06 |
2.2% |
1-19 |
1.1% |
71% |
False |
False |
348,332 |
| 10 |
150-28 |
144-15 |
6-13 |
4.4% |
1-21 |
1.1% |
35% |
False |
False |
362,598 |
| 20 |
151-29 |
144-15 |
7-14 |
5.1% |
1-13 |
0.9% |
30% |
False |
False |
293,581 |
| 40 |
154-12 |
144-15 |
9-29 |
6.8% |
1-12 |
0.9% |
23% |
False |
False |
148,087 |
| 60 |
154-17 |
144-15 |
10-02 |
6.9% |
1-09 |
0.9% |
22% |
False |
False |
98,871 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-10 |
0.9% |
22% |
False |
False |
74,224 |
| 100 |
154-17 |
141-15 |
13-02 |
8.9% |
1-07 |
0.8% |
40% |
False |
False |
59,416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-16 |
|
2.618 |
150-20 |
|
1.618 |
149-15 |
|
1.000 |
148-24 |
|
0.618 |
148-10 |
|
HIGH |
147-19 |
|
0.618 |
147-05 |
|
0.500 |
147-00 |
|
0.382 |
146-28 |
|
LOW |
146-14 |
|
0.618 |
145-23 |
|
1.000 |
145-09 |
|
1.618 |
144-18 |
|
2.618 |
143-13 |
|
4.250 |
141-17 |
|
|
| Fisher Pivots for day following 20-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-00 |
146-21 |
| PP |
146-29 |
146-19 |
| S1 |
146-26 |
146-16 |
|