ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 25-Sep-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2012 |
25-Sep-2012 |
Change |
Change % |
Previous Week |
| Open |
146-31 |
147-24 |
0-25 |
0.5% |
144-25 |
| High |
147-28 |
148-21 |
0-25 |
0.5% |
147-19 |
| Low |
146-29 |
147-11 |
0-14 |
0.3% |
144-15 |
| Close |
147-19 |
148-12 |
0-25 |
0.5% |
146-28 |
| Range |
0-31 |
1-10 |
0-11 |
35.5% |
3-04 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.3% |
0-00 |
| Volume |
192,227 |
318,361 |
126,134 |
65.6% |
1,508,807 |
|
| Daily Pivots for day following 25-Sep-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
151-17 |
149-03 |
|
| R3 |
150-24 |
150-07 |
148-24 |
|
| R2 |
149-14 |
149-14 |
148-20 |
|
| R1 |
148-29 |
148-29 |
148-16 |
149-06 |
| PP |
148-04 |
148-04 |
148-04 |
148-08 |
| S1 |
147-19 |
147-19 |
148-08 |
147-28 |
| S2 |
146-26 |
146-26 |
148-04 |
|
| S3 |
145-16 |
146-09 |
148-00 |
|
| S4 |
144-06 |
144-31 |
147-21 |
|
|
| 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 |
148-21 |
145-19 |
3-02 |
2.1% |
1-03 |
0.7% |
91% |
True |
False |
286,215 |
| 10 |
148-26 |
144-15 |
4-11 |
2.9% |
1-16 |
1.0% |
90% |
False |
False |
339,991 |
| 20 |
151-29 |
144-15 |
7-14 |
5.0% |
1-13 |
0.9% |
53% |
False |
False |
324,510 |
| 40 |
153-05 |
144-15 |
8-22 |
5.9% |
1-11 |
0.9% |
45% |
False |
False |
167,761 |
| 60 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
39% |
False |
False |
112,011 |
| 80 |
154-17 |
144-15 |
10-02 |
6.8% |
1-09 |
0.9% |
39% |
False |
False |
84,084 |
| 100 |
154-17 |
142-00 |
12-17 |
8.4% |
1-07 |
0.8% |
51% |
False |
False |
67,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-08 |
|
2.618 |
152-03 |
|
1.618 |
150-25 |
|
1.000 |
149-31 |
|
0.618 |
149-15 |
|
HIGH |
148-21 |
|
0.618 |
148-05 |
|
0.500 |
148-00 |
|
0.382 |
147-27 |
|
LOW |
147-11 |
|
0.618 |
146-17 |
|
1.000 |
146-01 |
|
1.618 |
145-07 |
|
2.618 |
143-29 |
|
4.250 |
141-24 |
|
|
| Fisher Pivots for day following 25-Sep-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-08 |
148-02 |
| PP |
148-04 |
147-25 |
| S1 |
148-00 |
147-16 |
|