ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 21-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2012 |
21-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
146-21 |
146-27 |
0-06 |
0.1% |
144-25 |
| High |
147-19 |
147-04 |
-0-15 |
-0.3% |
147-19 |
| Low |
146-14 |
146-10 |
-0-04 |
-0.1% |
144-15 |
| Close |
146-23 |
146-28 |
0-05 |
0.1% |
146-28 |
| Range |
1-05 |
0-26 |
-0-11 |
-29.7% |
3-04 |
| ATR |
1-14 |
1-13 |
-0-01 |
-3.1% |
0-00 |
| Volume |
338,321 |
279,316 |
-59,005 |
-17.4% |
1,508,807 |
|
| Daily Pivots for day following 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-07 |
148-27 |
147-10 |
|
| R3 |
148-13 |
148-01 |
147-03 |
|
| R2 |
147-19 |
147-19 |
147-01 |
|
| R1 |
147-07 |
147-07 |
146-30 |
147-13 |
| PP |
146-25 |
146-25 |
146-25 |
146-28 |
| S1 |
146-13 |
146-13 |
146-26 |
146-19 |
| S2 |
145-31 |
145-31 |
146-23 |
|
| S3 |
145-05 |
145-19 |
146-21 |
|
| S4 |
144-11 |
144-25 |
146-14 |
|
|
| Weekly Pivots for week ending 21-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-22 |
154-13 |
148-19 |
|
| R3 |
152-18 |
151-09 |
147-24 |
|
| R2 |
149-14 |
149-14 |
147-14 |
|
| R1 |
148-05 |
148-05 |
147-05 |
148-26 |
| PP |
146-10 |
146-10 |
146-10 |
146-20 |
| S1 |
145-01 |
145-01 |
146-19 |
145-22 |
| S2 |
143-06 |
143-06 |
146-10 |
|
| S3 |
140-02 |
141-29 |
146-00 |
|
| S4 |
136-30 |
138-25 |
145-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-19 |
144-15 |
3-04 |
2.1% |
1-04 |
0.8% |
77% |
False |
False |
301,761 |
| 10 |
149-23 |
144-15 |
5-08 |
3.6% |
1-15 |
1.0% |
46% |
False |
False |
339,664 |
| 20 |
151-29 |
144-15 |
7-14 |
5.1% |
1-12 |
0.9% |
32% |
False |
False |
306,653 |
| 40 |
153-10 |
144-15 |
8-27 |
6.0% |
1-12 |
0.9% |
27% |
False |
False |
155,050 |
| 60 |
154-17 |
144-15 |
10-02 |
6.9% |
1-09 |
0.9% |
24% |
False |
False |
103,517 |
| 80 |
154-17 |
144-15 |
10-02 |
6.9% |
1-10 |
0.9% |
24% |
False |
False |
77,711 |
| 100 |
154-17 |
142-00 |
12-17 |
8.5% |
1-07 |
0.8% |
39% |
False |
False |
62,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-18 |
|
2.618 |
149-08 |
|
1.618 |
148-14 |
|
1.000 |
147-30 |
|
0.618 |
147-20 |
|
HIGH |
147-04 |
|
0.618 |
146-26 |
|
0.500 |
146-23 |
|
0.382 |
146-20 |
|
LOW |
146-10 |
|
0.618 |
145-26 |
|
1.000 |
145-16 |
|
1.618 |
145-00 |
|
2.618 |
144-06 |
|
4.250 |
142-28 |
|
|
| Fisher Pivots for day following 21-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-26 |
146-25 |
| PP |
146-25 |
146-22 |
| S1 |
146-23 |
146-19 |
|