ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
140-12 |
-0-03 |
-0.1% |
137-25 |
| High |
140-26 |
141-27 |
1-01 |
0.7% |
139-00 |
| Low |
139-30 |
140-03 |
0-05 |
0.1% |
136-12 |
| Close |
140-19 |
141-13 |
0-26 |
0.6% |
138-11 |
| Range |
0-28 |
1-24 |
0-28 |
100.0% |
2-20 |
| ATR |
1-15 |
1-16 |
0-01 |
1.4% |
0-00 |
| Volume |
184,409 |
386,666 |
202,257 |
109.7% |
1,312,403 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-12 |
145-20 |
142-12 |
|
| R3 |
144-20 |
143-28 |
141-28 |
|
| R2 |
142-28 |
142-28 |
141-23 |
|
| R1 |
142-04 |
142-04 |
141-18 |
142-16 |
| PP |
141-04 |
141-04 |
141-04 |
141-10 |
| S1 |
140-12 |
140-12 |
141-08 |
140-24 |
| S2 |
139-12 |
139-12 |
141-03 |
|
| S3 |
137-20 |
138-20 |
140-30 |
|
| S4 |
135-28 |
136-28 |
140-14 |
|
|
| 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 |
141-27 |
136-12 |
5-15 |
3.9% |
1-19 |
1.1% |
92% |
True |
False |
319,429 |
| 10 |
141-27 |
136-12 |
5-15 |
3.9% |
1-14 |
1.0% |
92% |
True |
False |
313,148 |
| 20 |
141-27 |
135-05 |
6-22 |
4.7% |
1-14 |
1.0% |
93% |
True |
False |
332,639 |
| 40 |
143-01 |
135-05 |
7-28 |
5.6% |
1-09 |
0.9% |
79% |
False |
False |
255,506 |
| 60 |
144-00 |
135-05 |
8-27 |
6.3% |
1-09 |
0.9% |
71% |
False |
False |
170,797 |
| 80 |
144-23 |
135-05 |
9-18 |
6.8% |
1-06 |
0.8% |
65% |
False |
False |
128,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-09 |
|
2.618 |
146-14 |
|
1.618 |
144-22 |
|
1.000 |
143-19 |
|
0.618 |
142-30 |
|
HIGH |
141-27 |
|
0.618 |
141-06 |
|
0.500 |
140-31 |
|
0.382 |
140-24 |
|
LOW |
140-03 |
|
0.618 |
139-00 |
|
1.000 |
138-11 |
|
1.618 |
137-08 |
|
2.618 |
135-16 |
|
4.250 |
132-21 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-08 |
140-26 |
| PP |
141-04 |
140-07 |
| S1 |
140-31 |
139-20 |
|