ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 09-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
137-19 |
140-15 |
2-28 |
2.1% |
137-25 |
| High |
139-00 |
140-26 |
1-26 |
1.3% |
139-00 |
| Low |
137-13 |
139-30 |
2-17 |
1.8% |
136-12 |
| Close |
138-11 |
140-19 |
2-08 |
1.6% |
138-11 |
| Range |
1-19 |
0-28 |
-0-23 |
-45.1% |
2-20 |
| ATR |
1-13 |
1-15 |
0-02 |
5.5% |
0-00 |
| Volume |
287,555 |
184,409 |
-103,146 |
-35.9% |
1,312,403 |
|
| Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-02 |
142-23 |
141-02 |
|
| R3 |
142-06 |
141-27 |
140-27 |
|
| R2 |
141-10 |
141-10 |
140-24 |
|
| R1 |
140-31 |
140-31 |
140-22 |
141-04 |
| PP |
140-14 |
140-14 |
140-14 |
140-17 |
| S1 |
140-03 |
140-03 |
140-16 |
140-08 |
| S2 |
139-18 |
139-18 |
140-14 |
|
| S3 |
138-22 |
139-07 |
140-11 |
|
| S4 |
137-26 |
138-11 |
140-04 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-25 |
144-22 |
139-25 |
|
| R3 |
143-05 |
142-02 |
139-02 |
|
| R2 |
140-17 |
140-17 |
138-26 |
|
| R1 |
139-14 |
139-14 |
138-19 |
140-00 |
| PP |
137-29 |
137-29 |
137-29 |
138-06 |
| S1 |
136-26 |
136-26 |
138-03 |
137-12 |
| S2 |
135-09 |
135-09 |
137-28 |
|
| S3 |
132-21 |
134-06 |
137-20 |
|
| S4 |
130-01 |
131-18 |
136-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-26 |
136-12 |
4-14 |
3.2% |
1-17 |
1.1% |
95% |
True |
False |
299,362 |
| 10 |
140-26 |
136-12 |
4-14 |
3.2% |
1-12 |
1.0% |
95% |
True |
False |
301,713 |
| 20 |
141-05 |
135-05 |
6-00 |
4.3% |
1-13 |
1.0% |
91% |
False |
False |
322,361 |
| 40 |
143-01 |
135-05 |
7-28 |
5.6% |
1-09 |
0.9% |
69% |
False |
False |
245,903 |
| 60 |
144-00 |
135-05 |
8-27 |
6.3% |
1-08 |
0.9% |
61% |
False |
False |
164,355 |
| 80 |
144-23 |
135-05 |
9-18 |
6.8% |
1-06 |
0.8% |
57% |
False |
False |
123,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-17 |
|
2.618 |
143-03 |
|
1.618 |
142-07 |
|
1.000 |
141-22 |
|
0.618 |
141-11 |
|
HIGH |
140-26 |
|
0.618 |
140-15 |
|
0.500 |
140-12 |
|
0.382 |
140-09 |
|
LOW |
139-30 |
|
0.618 |
139-13 |
|
1.000 |
139-02 |
|
1.618 |
138-17 |
|
2.618 |
137-21 |
|
4.250 |
136-07 |
|
|
| Fisher Pivots for day following 09-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-17 |
139-30 |
| PP |
140-14 |
139-08 |
| S1 |
140-12 |
138-19 |
|