ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-05 |
147-21 |
0-16 |
0.3% |
148-02 |
| High |
147-29 |
148-08 |
0-11 |
0.2% |
148-18 |
| Low |
146-31 |
147-02 |
0-03 |
0.1% |
146-22 |
| Close |
147-23 |
147-26 |
0-03 |
0.1% |
147-23 |
| Range |
0-30 |
1-06 |
0-08 |
26.7% |
1-28 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.3% |
0-00 |
| Volume |
380,729 |
724,087 |
343,358 |
90.2% |
2,377,562 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
150-23 |
148-15 |
|
| R3 |
150-03 |
149-17 |
148-04 |
|
| R2 |
148-29 |
148-29 |
148-01 |
|
| R1 |
148-11 |
148-11 |
147-29 |
148-20 |
| PP |
147-23 |
147-23 |
147-23 |
147-27 |
| S1 |
147-05 |
147-05 |
147-23 |
147-14 |
| S2 |
146-17 |
146-17 |
147-19 |
|
| S3 |
145-11 |
145-31 |
147-16 |
|
| S4 |
144-05 |
144-25 |
147-05 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-12 |
148-24 |
|
| R3 |
151-13 |
150-16 |
148-08 |
|
| R2 |
149-17 |
149-17 |
148-02 |
|
| R1 |
148-20 |
148-20 |
147-28 |
148-04 |
| PP |
147-21 |
147-21 |
147-21 |
147-13 |
| S1 |
146-24 |
146-24 |
147-18 |
146-08 |
| S2 |
145-25 |
145-25 |
147-12 |
|
| S3 |
143-29 |
144-28 |
147-06 |
|
| S4 |
142-01 |
143-00 |
146-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-18 |
146-22 |
1-28 |
1.3% |
1-08 |
0.8% |
60% |
False |
False |
553,732 |
| 10 |
148-23 |
145-24 |
2-31 |
2.0% |
1-09 |
0.9% |
69% |
False |
False |
502,003 |
| 20 |
148-23 |
141-30 |
6-25 |
4.6% |
1-06 |
0.8% |
87% |
False |
False |
397,396 |
| 40 |
148-23 |
136-12 |
12-11 |
8.4% |
1-06 |
0.8% |
93% |
False |
False |
340,155 |
| 60 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
93% |
False |
False |
332,296 |
| 80 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
93% |
False |
False |
274,461 |
| 100 |
148-23 |
135-05 |
13-18 |
9.2% |
1-06 |
0.8% |
93% |
False |
False |
219,708 |
| 120 |
148-23 |
135-05 |
13-18 |
9.2% |
1-05 |
0.8% |
93% |
False |
False |
183,100 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-10 |
|
2.618 |
151-11 |
|
1.618 |
150-05 |
|
1.000 |
149-14 |
|
0.618 |
148-31 |
|
HIGH |
148-08 |
|
0.618 |
147-25 |
|
0.500 |
147-21 |
|
0.382 |
147-17 |
|
LOW |
147-02 |
|
0.618 |
146-11 |
|
1.000 |
145-28 |
|
1.618 |
145-05 |
|
2.618 |
143-31 |
|
4.250 |
142-00 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
147-25 |
| PP |
147-23 |
147-24 |
| S1 |
147-21 |
147-24 |
|