ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 19-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-15 |
141-26 |
0-11 |
0.2% |
140-15 |
| High |
141-30 |
142-11 |
0-13 |
0.3% |
141-27 |
| Low |
141-05 |
141-14 |
0-09 |
0.2% |
139-30 |
| Close |
141-25 |
142-07 |
0-14 |
0.3% |
141-14 |
| Range |
0-25 |
0-29 |
0-04 |
16.0% |
1-29 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.2% |
0-00 |
| Volume |
245,983 |
321,632 |
75,649 |
30.8% |
1,545,713 |
|
| Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-23 |
144-12 |
142-23 |
|
| R3 |
143-26 |
143-15 |
142-15 |
|
| R2 |
142-29 |
142-29 |
142-12 |
|
| R1 |
142-18 |
142-18 |
142-10 |
142-24 |
| PP |
142-00 |
142-00 |
142-00 |
142-03 |
| S1 |
141-21 |
141-21 |
142-04 |
141-26 |
| S2 |
141-03 |
141-03 |
142-02 |
|
| S3 |
140-06 |
140-24 |
141-31 |
|
| S4 |
139-09 |
139-27 |
141-23 |
|
|
| 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 |
142-11 |
140-12 |
1-31 |
1.4% |
0-31 |
0.7% |
94% |
True |
False |
282,348 |
| 10 |
142-11 |
137-13 |
4-30 |
3.5% |
1-03 |
0.8% |
97% |
True |
False |
294,104 |
| 20 |
142-11 |
136-12 |
5-31 |
4.2% |
1-07 |
0.9% |
98% |
True |
False |
305,782 |
| 40 |
143-01 |
135-05 |
7-28 |
5.5% |
1-08 |
0.9% |
90% |
False |
False |
307,186 |
| 60 |
144-00 |
135-05 |
8-27 |
6.2% |
1-08 |
0.9% |
80% |
False |
False |
205,442 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
80% |
False |
False |
154,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-06 |
|
2.618 |
144-23 |
|
1.618 |
143-26 |
|
1.000 |
143-08 |
|
0.618 |
142-29 |
|
HIGH |
142-11 |
|
0.618 |
142-00 |
|
0.500 |
141-28 |
|
0.382 |
141-25 |
|
LOW |
141-14 |
|
0.618 |
140-28 |
|
1.000 |
140-17 |
|
1.618 |
139-31 |
|
2.618 |
139-02 |
|
4.250 |
137-19 |
|
|
| Fisher Pivots for day following 19-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-04 |
142-02 |
| PP |
142-00 |
141-29 |
| S1 |
141-28 |
141-24 |
|