ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 02-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142-24 |
142-11 |
-0-13 |
-0.3% |
142-02 |
| High |
143-06 |
143-04 |
-0-02 |
0.0% |
143-18 |
| Low |
142-01 |
141-30 |
-0-03 |
-0.1% |
141-03 |
| Close |
142-03 |
142-27 |
0-24 |
0.5% |
142-23 |
| Range |
1-05 |
1-06 |
0-01 |
2.7% |
2-15 |
| ATR |
1-06 |
1-06 |
0-00 |
0.1% |
0-00 |
| Volume |
198,259 |
261,340 |
63,081 |
31.8% |
1,296,093 |
|
| Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-06 |
145-23 |
143-16 |
|
| R3 |
145-00 |
144-17 |
143-05 |
|
| R2 |
143-26 |
143-26 |
143-02 |
|
| R1 |
143-11 |
143-11 |
142-30 |
143-18 |
| PP |
142-20 |
142-20 |
142-20 |
142-24 |
| S1 |
142-05 |
142-05 |
142-24 |
142-12 |
| S2 |
141-14 |
141-14 |
142-20 |
|
| S3 |
140-08 |
140-31 |
142-17 |
|
| S4 |
139-02 |
139-25 |
142-06 |
|
|
| 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 |
141-22 |
1-28 |
1.3% |
1-03 |
0.8% |
62% |
False |
False |
230,937 |
| 10 |
143-18 |
141-03 |
2-15 |
1.7% |
1-01 |
0.7% |
71% |
False |
False |
247,363 |
| 20 |
143-18 |
136-12 |
7-06 |
5.0% |
1-03 |
0.8% |
90% |
False |
False |
273,157 |
| 40 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.9% |
91% |
False |
False |
298,549 |
| 60 |
143-18 |
135-05 |
8-13 |
5.9% |
1-07 |
0.8% |
91% |
False |
False |
241,032 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-06 |
0.8% |
87% |
False |
False |
181,030 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
80% |
False |
False |
144,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-06 |
|
2.618 |
146-07 |
|
1.618 |
145-01 |
|
1.000 |
144-10 |
|
0.618 |
143-27 |
|
HIGH |
143-04 |
|
0.618 |
142-21 |
|
0.500 |
142-17 |
|
0.382 |
142-13 |
|
LOW |
141-30 |
|
0.618 |
141-07 |
|
1.000 |
140-24 |
|
1.618 |
140-01 |
|
2.618 |
138-27 |
|
4.250 |
136-28 |
|
|
| Fisher Pivots for day following 02-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-24 |
142-24 |
| PP |
142-20 |
142-21 |
| S1 |
142-17 |
142-18 |
|