ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 27-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-31 |
142-20 |
0-21 |
0.5% |
142-02 |
| High |
142-27 |
143-18 |
0-23 |
0.5% |
143-18 |
| Low |
141-22 |
142-10 |
0-20 |
0.4% |
141-03 |
| Close |
142-09 |
142-23 |
0-14 |
0.3% |
142-23 |
| Range |
1-05 |
1-08 |
0-03 |
8.1% |
2-15 |
| ATR |
1-07 |
1-07 |
0-00 |
0.4% |
0-00 |
| Volume |
287,741 |
223,283 |
-64,458 |
-22.4% |
1,296,093 |
|
| Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-29 |
143-13 |
|
| R3 |
145-12 |
144-21 |
143-02 |
|
| R2 |
144-04 |
144-04 |
142-30 |
|
| R1 |
143-13 |
143-13 |
142-27 |
143-24 |
| PP |
142-28 |
142-28 |
142-28 |
143-01 |
| S1 |
142-05 |
142-05 |
142-19 |
142-16 |
| S2 |
141-20 |
141-20 |
142-16 |
|
| S3 |
140-12 |
140-29 |
142-12 |
|
| S4 |
139-04 |
139-21 |
142-01 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-28 |
148-24 |
144-02 |
|
| R3 |
147-13 |
146-09 |
143-13 |
|
| R2 |
144-30 |
144-30 |
143-05 |
|
| R1 |
143-26 |
143-26 |
142-30 |
144-12 |
| PP |
142-15 |
142-15 |
142-15 |
142-24 |
| S1 |
141-11 |
141-11 |
142-16 |
141-29 |
| S2 |
140-00 |
140-00 |
142-09 |
|
| S3 |
137-17 |
138-28 |
142-01 |
|
| S4 |
135-02 |
136-13 |
141-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-18 |
141-03 |
2-15 |
1.7% |
1-05 |
0.8% |
66% |
True |
False |
259,218 |
| 10 |
143-18 |
141-03 |
2-15 |
1.7% |
1-00 |
0.7% |
66% |
True |
False |
261,612 |
| 20 |
143-18 |
136-12 |
7-06 |
5.0% |
1-07 |
0.9% |
88% |
True |
False |
292,776 |
| 40 |
143-18 |
135-05 |
8-13 |
5.9% |
1-08 |
0.9% |
90% |
True |
False |
301,676 |
| 60 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.9% |
90% |
True |
False |
230,444 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
86% |
False |
False |
172,985 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
79% |
False |
False |
138,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-28 |
|
2.618 |
146-27 |
|
1.618 |
145-19 |
|
1.000 |
144-26 |
|
0.618 |
144-11 |
|
HIGH |
143-18 |
|
0.618 |
143-03 |
|
0.500 |
142-30 |
|
0.382 |
142-25 |
|
LOW |
142-10 |
|
0.618 |
141-17 |
|
1.000 |
141-02 |
|
1.618 |
140-09 |
|
2.618 |
139-01 |
|
4.250 |
137-00 |
|
|
| Fisher Pivots for day following 27-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-30 |
142-19 |
| PP |
142-28 |
142-15 |
| S1 |
142-25 |
142-10 |
|