ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-29 |
148-16 |
1-19 |
1.1% |
145-06 |
| High |
148-23 |
148-20 |
-0-03 |
-0.1% |
148-23 |
| Low |
146-12 |
147-18 |
1-06 |
0.8% |
145-04 |
| Close |
148-12 |
148-10 |
-0-02 |
0.0% |
148-10 |
| Range |
2-11 |
1-02 |
-1-09 |
-54.7% |
3-19 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
575,659 |
482,514 |
-93,145 |
-16.2% |
2,274,252 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-11 |
150-29 |
148-29 |
|
| R3 |
150-09 |
149-27 |
148-19 |
|
| R2 |
149-07 |
149-07 |
148-16 |
|
| R1 |
148-25 |
148-25 |
148-13 |
148-15 |
| PP |
148-05 |
148-05 |
148-05 |
148-00 |
| S1 |
147-23 |
147-23 |
148-07 |
147-13 |
| S2 |
147-03 |
147-03 |
148-04 |
|
| S3 |
146-01 |
146-21 |
148-01 |
|
| S4 |
144-31 |
145-19 |
147-23 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
156-27 |
150-09 |
|
| R3 |
154-18 |
153-08 |
149-10 |
|
| R2 |
150-31 |
150-31 |
148-31 |
|
| R1 |
149-21 |
149-21 |
148-21 |
150-10 |
| PP |
147-12 |
147-12 |
147-12 |
147-23 |
| S1 |
146-02 |
146-02 |
147-31 |
146-23 |
| S2 |
143-25 |
143-25 |
147-21 |
|
| S3 |
140-06 |
142-15 |
147-10 |
|
| S4 |
136-19 |
138-28 |
146-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-23 |
145-04 |
3-19 |
2.4% |
1-13 |
1.0% |
89% |
False |
False |
454,850 |
| 10 |
148-23 |
143-18 |
5-05 |
3.5% |
1-07 |
0.8% |
92% |
False |
False |
384,633 |
| 20 |
148-23 |
141-03 |
7-20 |
5.1% |
1-05 |
0.8% |
95% |
False |
False |
316,322 |
| 40 |
148-23 |
136-12 |
12-11 |
8.3% |
1-06 |
0.8% |
97% |
False |
False |
308,088 |
| 60 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
False |
False |
313,239 |
| 80 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
False |
False |
235,813 |
| 100 |
148-23 |
135-05 |
13-18 |
9.1% |
1-05 |
0.8% |
97% |
False |
False |
188,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-04 |
|
2.618 |
151-13 |
|
1.618 |
150-11 |
|
1.000 |
149-22 |
|
0.618 |
149-09 |
|
HIGH |
148-20 |
|
0.618 |
148-07 |
|
0.500 |
148-03 |
|
0.382 |
147-31 |
|
LOW |
147-18 |
|
0.618 |
146-29 |
|
1.000 |
146-16 |
|
1.618 |
145-27 |
|
2.618 |
144-25 |
|
4.250 |
143-02 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-08 |
147-31 |
| PP |
148-05 |
147-19 |
| S1 |
148-03 |
147-08 |
|