ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 01-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2012 |
01-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142-21 |
142-24 |
0-03 |
0.1% |
142-02 |
| High |
143-02 |
143-06 |
0-04 |
0.1% |
143-18 |
| Low |
142-13 |
142-01 |
-0-12 |
-0.3% |
141-03 |
| Close |
142-28 |
142-03 |
-0-25 |
-0.5% |
142-23 |
| Range |
0-21 |
1-05 |
0-16 |
76.2% |
2-15 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.1% |
0-00 |
| Volume |
184,062 |
198,259 |
14,197 |
7.7% |
1,296,093 |
|
| Daily Pivots for day following 01-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-29 |
145-05 |
142-23 |
|
| R3 |
144-24 |
144-00 |
142-13 |
|
| R2 |
143-19 |
143-19 |
142-10 |
|
| R1 |
142-27 |
142-27 |
142-06 |
142-20 |
| PP |
142-14 |
142-14 |
142-14 |
142-11 |
| S1 |
141-22 |
141-22 |
142-00 |
141-16 |
| S2 |
141-09 |
141-09 |
141-28 |
|
| S3 |
140-04 |
140-17 |
141-25 |
|
| S4 |
138-31 |
139-12 |
141-15 |
|
|
| 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% |
1-03 |
0.8% |
41% |
False |
False |
244,472 |
| 10 |
143-18 |
141-03 |
2-15 |
1.7% |
1-00 |
0.7% |
41% |
False |
False |
245,827 |
| 20 |
143-18 |
136-12 |
7-06 |
5.1% |
1-05 |
0.8% |
80% |
False |
False |
278,511 |
| 40 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.9% |
83% |
False |
False |
298,900 |
| 60 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.8% |
83% |
False |
False |
236,739 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
78% |
False |
False |
177,763 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
73% |
False |
False |
142,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-03 |
|
2.618 |
146-07 |
|
1.618 |
145-02 |
|
1.000 |
144-11 |
|
0.618 |
143-29 |
|
HIGH |
143-06 |
|
0.618 |
142-24 |
|
0.500 |
142-20 |
|
0.382 |
142-15 |
|
LOW |
142-01 |
|
0.618 |
141-10 |
|
1.000 |
140-28 |
|
1.618 |
140-05 |
|
2.618 |
139-00 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 01-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-20 |
142-26 |
| PP |
142-14 |
142-18 |
| S1 |
142-08 |
142-10 |
|