ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
136-16 |
137-19 |
1-03 |
0.8% |
137-25 |
| High |
137-21 |
139-00 |
1-11 |
1.0% |
139-05 |
| Low |
136-12 |
137-13 |
1-01 |
0.8% |
136-27 |
| Close |
137-09 |
138-11 |
1-02 |
0.8% |
137-24 |
| Range |
1-09 |
1-19 |
0-10 |
24.4% |
2-10 |
| ATR |
1-12 |
1-13 |
0-01 |
1.8% |
0-00 |
| Volume |
370,106 |
287,555 |
-82,551 |
-22.3% |
1,520,319 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-01 |
142-09 |
139-07 |
|
| R3 |
141-14 |
140-22 |
138-25 |
|
| R2 |
139-27 |
139-27 |
138-20 |
|
| R1 |
139-03 |
139-03 |
138-16 |
139-15 |
| PP |
138-08 |
138-08 |
138-08 |
138-14 |
| S1 |
137-16 |
137-16 |
138-06 |
137-28 |
| S2 |
136-21 |
136-21 |
138-02 |
|
| S3 |
135-02 |
135-29 |
137-29 |
|
| S4 |
133-15 |
134-10 |
137-15 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
143-20 |
139-01 |
|
| R3 |
142-17 |
141-10 |
138-12 |
|
| R2 |
140-07 |
140-07 |
138-06 |
|
| R1 |
139-00 |
139-00 |
137-31 |
138-14 |
| PP |
137-29 |
137-29 |
137-29 |
137-21 |
| S1 |
136-22 |
136-22 |
137-17 |
136-04 |
| S2 |
135-19 |
135-19 |
137-10 |
|
| S3 |
133-09 |
134-12 |
137-04 |
|
| S4 |
130-31 |
132-02 |
136-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-05 |
136-12 |
2-25 |
2.0% |
1-22 |
1.2% |
71% |
False |
False |
338,740 |
| 10 |
139-05 |
136-12 |
2-25 |
2.0% |
1-13 |
1.0% |
71% |
False |
False |
313,135 |
| 20 |
141-05 |
135-05 |
6-00 |
4.3% |
1-13 |
1.0% |
53% |
False |
False |
329,232 |
| 40 |
143-01 |
135-05 |
7-28 |
5.7% |
1-09 |
0.9% |
40% |
False |
False |
241,371 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-08 |
0.9% |
36% |
False |
False |
161,282 |
| 80 |
144-23 |
135-05 |
9-18 |
6.9% |
1-06 |
0.8% |
33% |
False |
False |
120,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-25 |
|
2.618 |
143-06 |
|
1.618 |
141-19 |
|
1.000 |
140-19 |
|
0.618 |
140-00 |
|
HIGH |
139-00 |
|
0.618 |
138-13 |
|
0.500 |
138-06 |
|
0.382 |
138-00 |
|
LOW |
137-13 |
|
0.618 |
136-13 |
|
1.000 |
135-26 |
|
1.618 |
134-26 |
|
2.618 |
133-07 |
|
4.250 |
130-20 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
138-04 |
| PP |
138-08 |
137-29 |
| S1 |
138-06 |
137-22 |
|