ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
148-02 |
147-23 |
-0-11 |
-0.2% |
145-06 |
| High |
148-07 |
147-25 |
-0-14 |
-0.3% |
148-23 |
| Low |
147-10 |
146-22 |
-0-20 |
-0.4% |
145-04 |
| Close |
147-29 |
146-25 |
-1-04 |
-0.8% |
148-10 |
| Range |
0-29 |
1-03 |
0-06 |
20.7% |
3-19 |
| ATR |
1-07 |
1-07 |
0-00 |
0.1% |
0-00 |
| Volume |
332,987 |
473,396 |
140,409 |
42.2% |
2,274,252 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-12 |
149-21 |
147-12 |
|
| R3 |
149-09 |
148-18 |
147-03 |
|
| R2 |
148-06 |
148-06 |
146-31 |
|
| R1 |
147-15 |
147-15 |
146-28 |
147-09 |
| PP |
147-03 |
147-03 |
147-03 |
147-00 |
| S1 |
146-12 |
146-12 |
146-22 |
146-06 |
| S2 |
146-00 |
146-00 |
146-19 |
|
| S3 |
144-29 |
145-09 |
146-15 |
|
| S4 |
143-26 |
144-06 |
146-06 |
|
|
| 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 |
145-25 |
2-30 |
2.0% |
1-11 |
0.9% |
34% |
False |
False |
458,570 |
| 10 |
148-23 |
143-18 |
5-05 |
3.5% |
1-06 |
0.8% |
62% |
False |
False |
413,785 |
| 20 |
148-23 |
141-03 |
7-20 |
5.2% |
1-05 |
0.8% |
75% |
False |
False |
333,838 |
| 40 |
148-23 |
136-12 |
12-11 |
8.4% |
1-06 |
0.8% |
84% |
False |
False |
313,974 |
| 60 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
86% |
False |
False |
318,839 |
| 80 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
86% |
False |
False |
245,884 |
| 100 |
148-23 |
135-05 |
13-18 |
9.2% |
1-05 |
0.8% |
86% |
False |
False |
196,756 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-14 |
|
2.618 |
150-21 |
|
1.618 |
149-18 |
|
1.000 |
148-28 |
|
0.618 |
148-15 |
|
HIGH |
147-25 |
|
0.618 |
147-12 |
|
0.500 |
147-08 |
|
0.382 |
147-03 |
|
LOW |
146-22 |
|
0.618 |
146-00 |
|
1.000 |
145-19 |
|
1.618 |
144-29 |
|
2.618 |
143-26 |
|
4.250 |
142-01 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-08 |
147-21 |
| PP |
147-03 |
147-12 |
| S1 |
146-30 |
147-02 |
|