ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 24-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2012 |
24-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
146-27 |
146-31 |
0-04 |
0.1% |
144-25 |
| High |
147-04 |
147-28 |
0-24 |
0.5% |
147-19 |
| Low |
146-10 |
146-29 |
0-19 |
0.4% |
144-15 |
| Close |
146-28 |
147-19 |
0-23 |
0.5% |
146-28 |
| Range |
0-26 |
0-31 |
0-05 |
19.2% |
3-04 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.0% |
0-00 |
| Volume |
279,316 |
192,227 |
-87,089 |
-31.2% |
1,508,807 |
|
| Daily Pivots for day following 24-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
149-30 |
148-04 |
|
| R3 |
149-13 |
148-31 |
147-28 |
|
| R2 |
148-14 |
148-14 |
147-25 |
|
| R1 |
148-00 |
148-00 |
147-22 |
148-07 |
| PP |
147-15 |
147-15 |
147-15 |
147-18 |
| S1 |
147-01 |
147-01 |
147-16 |
147-08 |
| S2 |
146-16 |
146-16 |
147-13 |
|
| S3 |
145-17 |
146-02 |
147-10 |
|
| S4 |
144-18 |
145-03 |
147-02 |
|
|
| 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 |
147-28 |
145-14 |
2-14 |
1.7% |
1-02 |
0.7% |
88% |
True |
False |
284,214 |
| 10 |
149-19 |
144-15 |
5-04 |
3.5% |
1-15 |
1.0% |
61% |
False |
False |
331,827 |
| 20 |
151-29 |
144-15 |
7-14 |
5.0% |
1-12 |
0.9% |
42% |
False |
False |
314,192 |
| 40 |
153-05 |
144-15 |
8-22 |
5.9% |
1-11 |
0.9% |
36% |
False |
False |
159,835 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
31% |
False |
False |
106,711 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-10 |
0.9% |
31% |
False |
False |
80,110 |
| 100 |
154-17 |
142-00 |
12-17 |
8.5% |
1-07 |
0.8% |
45% |
False |
False |
64,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-00 |
|
2.618 |
150-13 |
|
1.618 |
149-14 |
|
1.000 |
148-27 |
|
0.618 |
148-15 |
|
HIGH |
147-28 |
|
0.618 |
147-16 |
|
0.500 |
147-12 |
|
0.382 |
147-09 |
|
LOW |
146-29 |
|
0.618 |
146-10 |
|
1.000 |
145-30 |
|
1.618 |
145-11 |
|
2.618 |
144-12 |
|
4.250 |
142-25 |
|
|
| Fisher Pivots for day following 24-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-17 |
147-14 |
| PP |
147-15 |
147-08 |
| S1 |
147-12 |
147-03 |
|