ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 26-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2012 |
26-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
142-02 |
141-31 |
-0-03 |
-0.1% |
141-20 |
| High |
142-13 |
142-27 |
0-14 |
0.3% |
142-11 |
| Low |
141-03 |
141-22 |
0-19 |
0.4% |
141-04 |
| Close |
141-30 |
142-09 |
0-11 |
0.2% |
141-31 |
| Range |
1-10 |
1-05 |
-0-05 |
-11.9% |
1-07 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.4% |
0-00 |
| Volume |
329,018 |
287,741 |
-41,277 |
-12.5% |
1,320,027 |
|
| Daily Pivots for day following 26-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-24 |
145-05 |
142-29 |
|
| R3 |
144-19 |
144-00 |
142-19 |
|
| R2 |
143-14 |
143-14 |
142-16 |
|
| R1 |
142-27 |
142-27 |
142-12 |
143-04 |
| PP |
142-09 |
142-09 |
142-09 |
142-13 |
| S1 |
141-22 |
141-22 |
142-06 |
142-00 |
| S2 |
141-04 |
141-04 |
142-02 |
|
| S3 |
139-31 |
140-17 |
141-31 |
|
| S4 |
138-26 |
139-12 |
141-21 |
|
|
| 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% |
1-02 |
0.7% |
58% |
False |
False |
257,011 |
| 10 |
143-04 |
140-12 |
2-24 |
1.9% |
1-00 |
0.7% |
69% |
False |
False |
269,679 |
| 20 |
143-04 |
136-12 |
6-24 |
4.7% |
1-07 |
0.8% |
88% |
False |
False |
295,111 |
| 40 |
143-04 |
135-05 |
7-31 |
5.6% |
1-08 |
0.9% |
89% |
False |
False |
306,421 |
| 60 |
143-25 |
135-05 |
8-20 |
6.1% |
1-07 |
0.9% |
83% |
False |
False |
226,764 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
81% |
False |
False |
170,194 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-04 |
0.8% |
75% |
False |
False |
136,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-24 |
|
2.618 |
145-28 |
|
1.618 |
144-23 |
|
1.000 |
144-00 |
|
0.618 |
143-18 |
|
HIGH |
142-27 |
|
0.618 |
142-13 |
|
0.500 |
142-08 |
|
0.382 |
142-04 |
|
LOW |
141-22 |
|
0.618 |
140-31 |
|
1.000 |
140-17 |
|
1.618 |
139-26 |
|
2.618 |
138-21 |
|
4.250 |
136-25 |
|
|
| Fisher Pivots for day following 26-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-09 |
142-06 |
| PP |
142-09 |
142-04 |
| S1 |
142-08 |
142-02 |
|