ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-21 |
147-17 |
-0-04 |
-0.1% |
148-02 |
| High |
148-08 |
149-28 |
1-20 |
1.1% |
148-18 |
| Low |
147-02 |
147-15 |
0-13 |
0.3% |
146-22 |
| Close |
147-26 |
149-21 |
1-27 |
1.2% |
147-23 |
| Range |
1-06 |
2-13 |
1-07 |
102.6% |
1-28 |
| ATR |
1-08 |
1-10 |
0-03 |
6.7% |
0-00 |
| Volume |
724,087 |
637,379 |
-86,708 |
-12.0% |
2,377,562 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-07 |
155-11 |
150-31 |
|
| R3 |
153-26 |
152-30 |
150-10 |
|
| R2 |
151-13 |
151-13 |
150-03 |
|
| R1 |
150-17 |
150-17 |
149-28 |
150-31 |
| PP |
149-00 |
149-00 |
149-00 |
149-07 |
| S1 |
148-04 |
148-04 |
149-14 |
148-18 |
| S2 |
146-19 |
146-19 |
149-07 |
|
| S3 |
144-06 |
145-23 |
149-00 |
|
| S4 |
141-25 |
143-10 |
148-11 |
|
|
| 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 |
149-28 |
146-31 |
2-29 |
1.9% |
1-16 |
1.0% |
92% |
True |
False |
586,529 |
| 10 |
149-28 |
145-25 |
4-03 |
2.7% |
1-13 |
0.9% |
95% |
True |
False |
522,549 |
| 20 |
149-28 |
141-30 |
7-30 |
5.3% |
1-08 |
0.8% |
97% |
True |
False |
419,352 |
| 40 |
149-28 |
136-12 |
13-16 |
9.0% |
1-06 |
0.8% |
98% |
True |
False |
348,932 |
| 60 |
149-28 |
135-05 |
14-23 |
9.8% |
1-08 |
0.8% |
99% |
True |
False |
339,051 |
| 80 |
149-28 |
135-05 |
14-23 |
9.8% |
1-07 |
0.8% |
99% |
True |
False |
282,392 |
| 100 |
149-28 |
135-05 |
14-23 |
9.8% |
1-07 |
0.8% |
99% |
True |
False |
226,081 |
| 120 |
149-28 |
135-05 |
14-23 |
9.8% |
1-06 |
0.8% |
99% |
True |
False |
188,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-03 |
|
2.618 |
156-06 |
|
1.618 |
153-25 |
|
1.000 |
152-09 |
|
0.618 |
151-12 |
|
HIGH |
149-28 |
|
0.618 |
148-31 |
|
0.500 |
148-22 |
|
0.382 |
148-12 |
|
LOW |
147-15 |
|
0.618 |
145-31 |
|
1.000 |
145-02 |
|
1.618 |
143-18 |
|
2.618 |
141-05 |
|
4.250 |
137-08 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-10 |
149-08 |
| PP |
149-00 |
148-27 |
| S1 |
148-22 |
148-14 |
|