ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-15 |
140-21 |
-0-26 |
-0.6% |
137-25 |
| High |
141-16 |
141-01 |
-0-15 |
-0.3% |
139-00 |
| Low |
140-14 |
140-01 |
-0-13 |
-0.3% |
136-12 |
| Close |
140-21 |
140-15 |
-0-06 |
-0.1% |
138-11 |
| Range |
1-02 |
1-00 |
-0-02 |
-5.9% |
2-20 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.3% |
0-00 |
| Volume |
304,448 |
366,228 |
61,780 |
20.3% |
1,312,403 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-16 |
143-00 |
141-01 |
|
| R3 |
142-16 |
142-00 |
140-24 |
|
| R2 |
141-16 |
141-16 |
140-21 |
|
| R1 |
141-00 |
141-00 |
140-18 |
140-24 |
| PP |
140-16 |
140-16 |
140-16 |
140-12 |
| S1 |
140-00 |
140-00 |
140-12 |
139-24 |
| S2 |
139-16 |
139-16 |
140-09 |
|
| S3 |
138-16 |
139-00 |
140-06 |
|
| S4 |
137-16 |
138-00 |
139-29 |
|
|
| 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 |
137-13 |
4-14 |
3.2% |
1-08 |
0.9% |
69% |
False |
False |
305,861 |
| 10 |
141-27 |
136-12 |
5-15 |
3.9% |
1-13 |
1.0% |
75% |
False |
False |
320,543 |
| 20 |
141-27 |
135-05 |
6-22 |
4.8% |
1-11 |
0.9% |
79% |
False |
False |
320,413 |
| 40 |
143-01 |
135-05 |
7-28 |
5.6% |
1-09 |
0.9% |
67% |
False |
False |
272,217 |
| 60 |
144-00 |
135-05 |
8-27 |
6.3% |
1-09 |
0.9% |
60% |
False |
False |
181,937 |
| 80 |
144-23 |
135-05 |
9-18 |
6.8% |
1-06 |
0.8% |
56% |
False |
False |
136,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-09 |
|
2.618 |
143-21 |
|
1.618 |
142-21 |
|
1.000 |
142-01 |
|
0.618 |
141-21 |
|
HIGH |
141-01 |
|
0.618 |
140-21 |
|
0.500 |
140-17 |
|
0.382 |
140-13 |
|
LOW |
140-01 |
|
0.618 |
139-13 |
|
1.000 |
139-01 |
|
1.618 |
138-13 |
|
2.618 |
137-13 |
|
4.250 |
135-25 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-17 |
140-30 |
| PP |
140-16 |
140-25 |
| S1 |
140-16 |
140-20 |
|