ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-20 |
150-23 |
1-03 |
0.7% |
147-21 |
| High |
151-12 |
152-31 |
1-19 |
1.1% |
152-31 |
| Low |
149-04 |
150-15 |
1-11 |
0.9% |
147-02 |
| Close |
150-09 |
152-20 |
2-11 |
1.6% |
152-20 |
| Range |
2-08 |
2-16 |
0-08 |
11.1% |
5-29 |
| ATR |
1-12 |
1-15 |
0-03 |
6.7% |
0-00 |
| Volume |
197,328 |
51,572 |
-145,756 |
-73.9% |
1,610,366 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-17 |
158-18 |
154-00 |
|
| R3 |
157-01 |
156-02 |
153-10 |
|
| R2 |
154-17 |
154-17 |
153-03 |
|
| R1 |
153-18 |
153-18 |
152-27 |
154-02 |
| PP |
152-01 |
152-01 |
152-01 |
152-08 |
| S1 |
151-02 |
151-02 |
152-13 |
151-18 |
| S2 |
149-17 |
149-17 |
152-05 |
|
| S3 |
147-01 |
148-18 |
151-30 |
|
| S4 |
144-17 |
146-02 |
151-08 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-19 |
166-17 |
155-28 |
|
| R3 |
162-22 |
160-20 |
154-08 |
|
| R2 |
156-25 |
156-25 |
153-23 |
|
| R1 |
154-23 |
154-23 |
153-05 |
155-24 |
| PP |
150-28 |
150-28 |
150-28 |
151-13 |
| S1 |
148-26 |
148-26 |
152-03 |
149-27 |
| S2 |
144-31 |
144-31 |
151-17 |
|
| S3 |
139-02 |
142-29 |
151-00 |
|
| S4 |
133-05 |
137-00 |
149-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-31 |
146-31 |
6-00 |
3.9% |
1-27 |
1.2% |
94% |
True |
False |
398,219 |
| 10 |
152-31 |
146-22 |
6-09 |
4.1% |
1-17 |
1.0% |
95% |
True |
False |
447,044 |
| 20 |
152-31 |
142-12 |
10-19 |
6.9% |
1-12 |
0.9% |
97% |
True |
False |
407,409 |
| 40 |
152-31 |
137-13 |
15-18 |
10.2% |
1-07 |
0.8% |
98% |
True |
False |
336,691 |
| 60 |
152-31 |
135-05 |
17-26 |
11.7% |
1-09 |
0.8% |
98% |
True |
False |
334,018 |
| 80 |
152-31 |
135-05 |
17-26 |
11.7% |
1-08 |
0.8% |
98% |
True |
False |
285,452 |
| 100 |
152-31 |
135-05 |
17-26 |
11.7% |
1-07 |
0.8% |
98% |
True |
False |
228,570 |
| 120 |
152-31 |
135-05 |
17-26 |
11.7% |
1-06 |
0.8% |
98% |
True |
False |
190,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-19 |
|
2.618 |
159-16 |
|
1.618 |
157-00 |
|
1.000 |
155-15 |
|
0.618 |
154-16 |
|
HIGH |
152-31 |
|
0.618 |
152-00 |
|
0.500 |
151-23 |
|
0.382 |
151-14 |
|
LOW |
150-15 |
|
0.618 |
148-30 |
|
1.000 |
147-31 |
|
1.618 |
146-14 |
|
2.618 |
143-30 |
|
4.250 |
139-27 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-10 |
151-26 |
| PP |
152-01 |
151-01 |
| S1 |
151-23 |
150-07 |
|