ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 07-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142-24 |
143-27 |
1-03 |
0.8% |
142-21 |
| High |
143-25 |
144-19 |
0-26 |
0.6% |
143-25 |
| Low |
142-12 |
143-19 |
1-07 |
0.9% |
141-30 |
| Close |
143-22 |
143-24 |
0-02 |
0.0% |
143-22 |
| Range |
1-13 |
1-00 |
-0-13 |
-28.9% |
1-27 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.0% |
0-00 |
| Volume |
313,927 |
193,721 |
-120,206 |
-38.3% |
1,184,014 |
|
| Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-31 |
146-12 |
144-10 |
|
| R3 |
145-31 |
145-12 |
144-01 |
|
| R2 |
144-31 |
144-31 |
143-30 |
|
| R1 |
144-12 |
144-12 |
143-27 |
144-06 |
| PP |
143-31 |
143-31 |
143-31 |
143-28 |
| S1 |
143-12 |
143-12 |
143-21 |
143-06 |
| S2 |
142-31 |
142-31 |
143-18 |
|
| S3 |
141-31 |
142-12 |
143-15 |
|
| S4 |
140-31 |
141-12 |
143-06 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-01 |
144-22 |
|
| R3 |
146-26 |
146-06 |
144-06 |
|
| R2 |
144-31 |
144-31 |
144-01 |
|
| R1 |
144-11 |
144-11 |
143-27 |
144-21 |
| PP |
143-04 |
143-04 |
143-04 |
143-10 |
| S1 |
142-16 |
142-16 |
143-17 |
142-26 |
| S2 |
141-09 |
141-09 |
143-11 |
|
| S3 |
139-14 |
140-21 |
143-06 |
|
| S4 |
137-19 |
138-26 |
142-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-19 |
141-30 |
2-21 |
1.8% |
1-03 |
0.8% |
68% |
True |
False |
238,734 |
| 10 |
144-19 |
141-03 |
3-16 |
2.4% |
1-03 |
0.8% |
76% |
True |
False |
244,201 |
| 20 |
144-19 |
140-01 |
4-18 |
3.2% |
1-02 |
0.7% |
82% |
True |
False |
267,757 |
| 40 |
144-19 |
135-05 |
9-14 |
6.6% |
1-07 |
0.9% |
91% |
True |
False |
295,059 |
| 60 |
144-19 |
135-05 |
9-14 |
6.6% |
1-07 |
0.8% |
91% |
True |
False |
253,188 |
| 80 |
144-19 |
135-05 |
9-14 |
6.6% |
1-07 |
0.8% |
91% |
True |
False |
190,205 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
90% |
False |
False |
152,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-27 |
|
2.618 |
147-07 |
|
1.618 |
146-07 |
|
1.000 |
145-19 |
|
0.618 |
145-07 |
|
HIGH |
144-19 |
|
0.618 |
144-07 |
|
0.500 |
144-03 |
|
0.382 |
143-31 |
|
LOW |
143-19 |
|
0.618 |
142-31 |
|
1.000 |
142-19 |
|
1.618 |
141-31 |
|
2.618 |
140-31 |
|
4.250 |
139-11 |
|
|
| Fisher Pivots for day following 07-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-03 |
143-21 |
| PP |
143-31 |
143-17 |
| S1 |
143-28 |
143-14 |
|