ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 18-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2012 |
18-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-19 |
141-15 |
-0-04 |
-0.1% |
140-15 |
| High |
141-30 |
141-30 |
0-00 |
0.0% |
141-27 |
| Low |
141-04 |
141-05 |
0-01 |
0.0% |
139-30 |
| Close |
141-09 |
141-25 |
0-16 |
0.4% |
141-14 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-29 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.0% |
0-00 |
| Volume |
258,911 |
245,983 |
-12,928 |
-5.0% |
1,545,713 |
|
| Daily Pivots for day following 18-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-31 |
143-21 |
142-07 |
|
| R3 |
143-06 |
142-28 |
142-00 |
|
| R2 |
142-13 |
142-13 |
141-30 |
|
| R1 |
142-03 |
142-03 |
141-27 |
142-08 |
| PP |
141-20 |
141-20 |
141-20 |
141-22 |
| S1 |
141-10 |
141-10 |
141-23 |
141-15 |
| S2 |
140-27 |
140-27 |
141-20 |
|
| S3 |
140-02 |
140-17 |
141-18 |
|
| S4 |
139-09 |
139-24 |
141-11 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-25 |
146-01 |
142-16 |
|
| R3 |
144-28 |
144-04 |
141-31 |
|
| R2 |
142-31 |
142-31 |
141-25 |
|
| R1 |
142-07 |
142-07 |
141-20 |
142-19 |
| PP |
141-02 |
141-02 |
141-02 |
141-08 |
| S1 |
140-10 |
140-10 |
141-08 |
140-22 |
| S2 |
139-05 |
139-05 |
141-03 |
|
| S3 |
137-08 |
138-13 |
140-29 |
|
| S4 |
135-11 |
136-16 |
140-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-09 |
140-01 |
2-08 |
1.6% |
0-31 |
0.7% |
78% |
False |
False |
291,267 |
| 10 |
142-09 |
136-12 |
5-29 |
4.2% |
1-05 |
0.8% |
92% |
False |
False |
298,952 |
| 20 |
142-09 |
135-13 |
6-28 |
4.8% |
1-08 |
0.9% |
93% |
False |
False |
304,195 |
| 40 |
143-01 |
135-05 |
7-28 |
5.6% |
1-09 |
0.9% |
84% |
False |
False |
299,328 |
| 60 |
144-00 |
135-05 |
8-27 |
6.2% |
1-08 |
0.9% |
75% |
False |
False |
200,083 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
75% |
False |
False |
150,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-08 |
|
2.618 |
143-31 |
|
1.618 |
143-06 |
|
1.000 |
142-23 |
|
0.618 |
142-13 |
|
HIGH |
141-30 |
|
0.618 |
141-20 |
|
0.500 |
141-18 |
|
0.382 |
141-15 |
|
LOW |
141-05 |
|
0.618 |
140-22 |
|
1.000 |
140-12 |
|
1.618 |
139-29 |
|
2.618 |
139-04 |
|
4.250 |
137-27 |
|
|
| Fisher Pivots for day following 18-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-22 |
141-24 |
| PP |
141-20 |
141-23 |
| S1 |
141-18 |
141-22 |
|