ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
142-20 |
142-21 |
0-01 |
0.0% |
142-02 |
| High |
143-18 |
143-02 |
-0-16 |
-0.3% |
143-18 |
| Low |
142-10 |
142-13 |
0-03 |
0.1% |
141-03 |
| Close |
142-23 |
142-28 |
0-05 |
0.1% |
142-23 |
| Range |
1-08 |
0-21 |
-0-19 |
-47.5% |
2-15 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.3% |
0-00 |
| Volume |
223,283 |
184,062 |
-39,221 |
-17.6% |
1,296,093 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-24 |
144-15 |
143-08 |
|
| R3 |
144-03 |
143-26 |
143-02 |
|
| R2 |
143-14 |
143-14 |
143-00 |
|
| R1 |
143-05 |
143-05 |
142-30 |
143-10 |
| PP |
142-25 |
142-25 |
142-25 |
142-27 |
| S1 |
142-16 |
142-16 |
142-26 |
142-20 |
| S2 |
142-04 |
142-04 |
142-24 |
|
| S3 |
141-15 |
141-27 |
142-22 |
|
| S4 |
140-26 |
141-06 |
142-16 |
|
|
| 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% |
1-02 |
0.7% |
72% |
False |
False |
249,668 |
| 10 |
143-18 |
141-03 |
2-15 |
1.7% |
0-31 |
0.7% |
72% |
False |
False |
251,892 |
| 20 |
143-18 |
136-12 |
7-06 |
5.0% |
1-05 |
0.8% |
90% |
False |
False |
282,914 |
| 40 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.9% |
92% |
False |
False |
299,746 |
| 60 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.9% |
92% |
False |
False |
233,483 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
87% |
False |
False |
175,285 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
81% |
False |
False |
140,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-27 |
|
2.618 |
144-25 |
|
1.618 |
144-04 |
|
1.000 |
143-23 |
|
0.618 |
143-15 |
|
HIGH |
143-02 |
|
0.618 |
142-26 |
|
0.500 |
142-24 |
|
0.382 |
142-21 |
|
LOW |
142-13 |
|
0.618 |
142-00 |
|
1.000 |
141-24 |
|
1.618 |
141-11 |
|
2.618 |
140-22 |
|
4.250 |
139-20 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
142-25 |
| PP |
142-25 |
142-23 |
| S1 |
142-24 |
142-20 |
|