ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143-27 |
143-24 |
-0-03 |
-0.1% |
142-21 |
| High |
144-19 |
144-27 |
0-08 |
0.2% |
143-25 |
| Low |
143-19 |
143-21 |
0-02 |
0.0% |
141-30 |
| Close |
143-24 |
144-15 |
0-23 |
0.5% |
143-22 |
| Range |
1-00 |
1-06 |
0-06 |
18.8% |
1-27 |
| ATR |
1-05 |
1-05 |
0-00 |
0.2% |
0-00 |
| Volume |
193,721 |
321,146 |
127,425 |
65.8% |
1,184,014 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
147-12 |
145-04 |
|
| R3 |
146-22 |
146-06 |
144-25 |
|
| R2 |
145-16 |
145-16 |
144-22 |
|
| R1 |
145-00 |
145-00 |
144-18 |
145-08 |
| PP |
144-10 |
144-10 |
144-10 |
144-14 |
| S1 |
143-26 |
143-26 |
144-12 |
144-02 |
| S2 |
143-04 |
143-04 |
144-08 |
|
| S3 |
141-30 |
142-20 |
144-05 |
|
| S4 |
140-24 |
141-14 |
143-26 |
|
|
| 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 |
144-27 |
141-30 |
2-29 |
2.0% |
1-03 |
0.8% |
87% |
True |
False |
263,312 |
| 10 |
144-27 |
141-03 |
3-24 |
2.6% |
1-03 |
0.8% |
90% |
True |
False |
253,892 |
| 20 |
144-27 |
140-01 |
4-26 |
3.3% |
1-01 |
0.7% |
92% |
True |
False |
264,481 |
| 40 |
144-27 |
135-05 |
9-22 |
6.7% |
1-08 |
0.9% |
96% |
True |
False |
298,560 |
| 60 |
144-27 |
135-05 |
9-22 |
6.7% |
1-07 |
0.8% |
96% |
True |
False |
258,498 |
| 80 |
144-27 |
135-05 |
9-22 |
6.7% |
1-07 |
0.8% |
96% |
True |
False |
194,218 |
| 100 |
144-27 |
135-05 |
9-22 |
6.7% |
1-05 |
0.8% |
96% |
True |
False |
155,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-28 |
|
2.618 |
147-30 |
|
1.618 |
146-24 |
|
1.000 |
146-01 |
|
0.618 |
145-18 |
|
HIGH |
144-27 |
|
0.618 |
144-12 |
|
0.500 |
144-08 |
|
0.382 |
144-04 |
|
LOW |
143-21 |
|
0.618 |
142-30 |
|
1.000 |
142-15 |
|
1.618 |
141-24 |
|
2.618 |
140-18 |
|
4.250 |
138-20 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-13 |
144-06 |
| PP |
144-10 |
143-29 |
| S1 |
144-08 |
143-20 |
|