ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
149-08 |
-1-21 |
-1.1% |
147-21 |
| High |
151-05 |
149-26 |
-1-11 |
-0.9% |
152-31 |
| Low |
149-01 |
148-23 |
-0-10 |
-0.2% |
147-02 |
| Close |
149-11 |
149-02 |
-0-09 |
-0.2% |
152-20 |
| Range |
2-04 |
1-03 |
-1-01 |
-48.5% |
5-29 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.0% |
0-00 |
| Volume |
19,088 |
10,057 |
-9,031 |
-47.3% |
1,610,366 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-15 |
151-28 |
149-21 |
|
| R3 |
151-12 |
150-25 |
149-12 |
|
| R2 |
150-09 |
150-09 |
149-08 |
|
| R1 |
149-22 |
149-22 |
149-05 |
149-14 |
| PP |
149-06 |
149-06 |
149-06 |
149-02 |
| S1 |
148-19 |
148-19 |
148-31 |
148-11 |
| S2 |
148-03 |
148-03 |
148-28 |
|
| S3 |
147-00 |
147-16 |
148-24 |
|
| S4 |
145-29 |
146-13 |
148-15 |
|
|
| 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 |
148-23 |
4-12 |
2.9% |
1-23 |
1.1% |
8% |
False |
True |
24,447 |
| 10 |
153-03 |
146-31 |
6-04 |
4.1% |
1-22 |
1.1% |
34% |
False |
False |
268,749 |
| 20 |
153-03 |
143-18 |
9-17 |
6.4% |
1-15 |
1.0% |
58% |
False |
False |
350,927 |
| 40 |
153-03 |
140-01 |
13-02 |
8.8% |
1-08 |
0.8% |
69% |
False |
False |
309,381 |
| 60 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
78% |
False |
False |
316,189 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
78% |
False |
False |
286,233 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-08 |
0.8% |
78% |
False |
False |
229,256 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
78% |
False |
False |
191,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
152-22 |
|
1.618 |
151-19 |
|
1.000 |
150-29 |
|
0.618 |
150-16 |
|
HIGH |
149-26 |
|
0.618 |
149-13 |
|
0.500 |
149-08 |
|
0.382 |
149-04 |
|
LOW |
148-23 |
|
0.618 |
148-01 |
|
1.000 |
147-20 |
|
1.618 |
146-30 |
|
2.618 |
145-27 |
|
4.250 |
144-02 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-08 |
150-16 |
| PP |
149-06 |
150-00 |
| S1 |
149-04 |
149-17 |
|