ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
142-22 |
142-02 |
-0-20 |
-0.4% |
141-20 |
| High |
143-00 |
142-13 |
-0-19 |
-0.4% |
142-11 |
| Low |
142-01 |
141-03 |
-0-30 |
-0.7% |
141-04 |
| Close |
142-09 |
141-30 |
-0-11 |
-0.2% |
141-31 |
| Range |
0-31 |
1-10 |
0-11 |
35.5% |
1-07 |
| ATR |
1-07 |
1-07 |
0-00 |
0.6% |
0-00 |
| Volume |
224,239 |
329,018 |
104,779 |
46.7% |
1,320,027 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-05 |
142-21 |
|
| R3 |
144-14 |
143-27 |
142-10 |
|
| R2 |
143-04 |
143-04 |
142-06 |
|
| R1 |
142-17 |
142-17 |
142-02 |
142-06 |
| PP |
141-26 |
141-26 |
141-26 |
141-20 |
| S1 |
141-07 |
141-07 |
141-26 |
140-28 |
| S2 |
140-16 |
140-16 |
141-22 |
|
| S3 |
139-06 |
139-29 |
141-18 |
|
| S4 |
137-28 |
138-19 |
141-07 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-15 |
144-30 |
142-20 |
|
| R3 |
144-08 |
143-23 |
142-10 |
|
| R2 |
143-01 |
143-01 |
142-06 |
|
| R1 |
142-16 |
142-16 |
142-03 |
142-24 |
| PP |
141-26 |
141-26 |
141-26 |
141-30 |
| S1 |
141-09 |
141-09 |
141-27 |
141-18 |
| S2 |
140-19 |
140-19 |
141-24 |
|
| S3 |
139-12 |
140-02 |
141-20 |
|
| S4 |
138-05 |
138-27 |
141-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
141-03 |
2-01 |
1.4% |
1-00 |
0.7% |
42% |
False |
True |
263,789 |
| 10 |
143-04 |
140-01 |
3-03 |
2.2% |
1-00 |
0.7% |
62% |
False |
False |
277,528 |
| 20 |
143-04 |
136-12 |
6-24 |
4.8% |
1-07 |
0.9% |
82% |
False |
False |
296,257 |
| 40 |
143-04 |
135-05 |
7-31 |
5.6% |
1-08 |
0.9% |
85% |
False |
False |
310,569 |
| 60 |
144-00 |
135-05 |
8-27 |
6.2% |
1-07 |
0.9% |
77% |
False |
False |
222,037 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
77% |
False |
False |
166,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-00 |
|
2.618 |
145-27 |
|
1.618 |
144-17 |
|
1.000 |
143-23 |
|
0.618 |
143-07 |
|
HIGH |
142-13 |
|
0.618 |
141-29 |
|
0.500 |
141-24 |
|
0.382 |
141-19 |
|
LOW |
141-03 |
|
0.618 |
140-09 |
|
1.000 |
139-25 |
|
1.618 |
138-31 |
|
2.618 |
137-21 |
|
4.250 |
135-16 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-28 |
142-04 |
| PP |
141-26 |
142-02 |
| S1 |
141-24 |
142-00 |
|