ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-23 |
152-26 |
2-03 |
1.4% |
147-21 |
| High |
152-31 |
153-03 |
0-04 |
0.1% |
152-31 |
| Low |
150-15 |
151-23 |
1-08 |
0.8% |
147-02 |
| Close |
152-20 |
151-28 |
-0-24 |
-0.5% |
152-20 |
| Range |
2-16 |
1-12 |
-1-04 |
-45.0% |
5-29 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.5% |
0-00 |
| Volume |
51,572 |
28,563 |
-23,009 |
-44.6% |
1,610,366 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-11 |
155-16 |
152-20 |
|
| R3 |
154-31 |
154-04 |
152-08 |
|
| R2 |
153-19 |
153-19 |
152-04 |
|
| R1 |
152-24 |
152-24 |
152-00 |
152-16 |
| PP |
152-07 |
152-07 |
152-07 |
152-03 |
| S1 |
151-12 |
151-12 |
151-24 |
151-04 |
| S2 |
150-27 |
150-27 |
151-20 |
|
| S3 |
149-15 |
150-00 |
151-16 |
|
| S4 |
148-03 |
148-20 |
151-04 |
|
|
| 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 |
153-03 |
147-02 |
6-01 |
4.0% |
1-30 |
1.3% |
80% |
True |
False |
327,785 |
| 10 |
153-03 |
146-22 |
6-13 |
4.2% |
1-18 |
1.0% |
81% |
True |
False |
401,649 |
| 20 |
153-03 |
143-18 |
9-17 |
6.3% |
1-12 |
0.9% |
87% |
True |
False |
393,141 |
| 40 |
153-03 |
139-30 |
13-05 |
8.7% |
1-07 |
0.8% |
91% |
True |
False |
330,216 |
| 60 |
153-03 |
135-05 |
17-30 |
11.8% |
1-09 |
0.8% |
93% |
True |
False |
329,888 |
| 80 |
153-03 |
135-05 |
17-30 |
11.8% |
1-08 |
0.8% |
93% |
True |
False |
285,794 |
| 100 |
153-03 |
135-05 |
17-30 |
11.8% |
1-08 |
0.8% |
93% |
True |
False |
228,855 |
| 120 |
153-03 |
135-05 |
17-30 |
11.8% |
1-06 |
0.8% |
93% |
True |
False |
190,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-30 |
|
2.618 |
156-22 |
|
1.618 |
155-10 |
|
1.000 |
154-15 |
|
0.618 |
153-30 |
|
HIGH |
153-03 |
|
0.618 |
152-18 |
|
0.500 |
152-13 |
|
0.382 |
152-08 |
|
LOW |
151-23 |
|
0.618 |
150-28 |
|
1.000 |
150-11 |
|
1.618 |
149-16 |
|
2.618 |
148-04 |
|
4.250 |
145-28 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-13 |
151-20 |
| PP |
152-07 |
151-12 |
| S1 |
152-02 |
151-04 |
|