ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-08 |
149-13 |
0-05 |
0.1% |
152-26 |
| High |
149-26 |
150-27 |
1-01 |
0.7% |
153-03 |
| Low |
148-23 |
149-03 |
0-12 |
0.3% |
148-23 |
| Close |
149-02 |
149-07 |
0-05 |
0.1% |
149-07 |
| Range |
1-03 |
1-24 |
0-21 |
60.0% |
4-12 |
| ATR |
1-16 |
1-16 |
0-01 |
1.4% |
0-00 |
| Volume |
10,057 |
5,829 |
-4,228 |
-42.0% |
76,495 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-31 |
153-27 |
150-06 |
|
| R3 |
153-07 |
152-03 |
149-22 |
|
| R2 |
151-15 |
151-15 |
149-17 |
|
| R1 |
150-11 |
150-11 |
149-12 |
150-01 |
| PP |
149-23 |
149-23 |
149-23 |
149-18 |
| S1 |
148-19 |
148-19 |
149-02 |
148-09 |
| S2 |
147-31 |
147-31 |
148-29 |
|
| S3 |
146-07 |
146-27 |
148-24 |
|
| S4 |
144-15 |
145-03 |
148-08 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-15 |
160-23 |
151-20 |
|
| R3 |
159-03 |
156-11 |
150-14 |
|
| R2 |
154-23 |
154-23 |
150-01 |
|
| R1 |
151-31 |
151-31 |
149-20 |
151-05 |
| PP |
150-11 |
150-11 |
150-11 |
149-30 |
| S1 |
147-19 |
147-19 |
148-26 |
146-25 |
| S2 |
145-31 |
145-31 |
148-13 |
|
| S3 |
141-19 |
143-07 |
148-00 |
|
| S4 |
137-07 |
138-27 |
146-26 |
|
|
| 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% |
1-18 |
1.0% |
11% |
False |
False |
15,299 |
| 10 |
153-03 |
146-31 |
6-04 |
4.1% |
1-23 |
1.1% |
37% |
False |
False |
206,759 |
| 20 |
153-03 |
144-20 |
8-15 |
5.7% |
1-16 |
1.0% |
54% |
False |
False |
330,961 |
| 40 |
153-03 |
140-12 |
12-23 |
8.5% |
1-08 |
0.8% |
70% |
False |
False |
300,371 |
| 60 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
78% |
False |
False |
307,052 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
78% |
False |
False |
286,294 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
78% |
False |
False |
229,311 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
78% |
False |
False |
191,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-09 |
|
2.618 |
155-14 |
|
1.618 |
153-22 |
|
1.000 |
152-19 |
|
0.618 |
151-30 |
|
HIGH |
150-27 |
|
0.618 |
150-06 |
|
0.500 |
149-31 |
|
0.382 |
149-24 |
|
LOW |
149-03 |
|
0.618 |
148-00 |
|
1.000 |
147-11 |
|
1.618 |
146-08 |
|
2.618 |
144-16 |
|
4.250 |
141-21 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-31 |
149-30 |
| PP |
149-23 |
149-22 |
| S1 |
149-15 |
149-15 |
|