ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-13 |
148-21 |
-0-24 |
-0.5% |
152-26 |
| High |
150-27 |
150-07 |
-0-20 |
-0.4% |
153-03 |
| Low |
149-03 |
147-17 |
-1-18 |
-1.0% |
148-23 |
| Close |
149-07 |
149-28 |
0-21 |
0.4% |
149-07 |
| Range |
1-24 |
2-22 |
0-30 |
53.6% |
4-12 |
| ATR |
1-16 |
1-19 |
0-03 |
5.5% |
0-00 |
| Volume |
5,829 |
7,186 |
1,357 |
23.3% |
76,495 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-09 |
156-08 |
151-11 |
|
| R3 |
154-19 |
153-18 |
150-20 |
|
| R2 |
151-29 |
151-29 |
150-12 |
|
| R1 |
150-28 |
150-28 |
150-04 |
151-12 |
| PP |
149-07 |
149-07 |
149-07 |
149-15 |
| S1 |
148-06 |
148-06 |
149-20 |
148-22 |
| S2 |
146-17 |
146-17 |
149-12 |
|
| S3 |
143-27 |
145-16 |
149-04 |
|
| S4 |
141-05 |
142-26 |
148-13 |
|
|
| 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 |
152-08 |
147-17 |
4-23 |
3.1% |
1-26 |
1.2% |
50% |
False |
True |
11,023 |
| 10 |
153-03 |
147-02 |
6-01 |
4.0% |
1-28 |
1.3% |
47% |
False |
False |
169,404 |
| 20 |
153-03 |
145-04 |
7-31 |
5.3% |
1-19 |
1.1% |
60% |
False |
False |
317,293 |
| 40 |
153-03 |
141-03 |
12-00 |
8.0% |
1-10 |
0.9% |
73% |
False |
False |
292,951 |
| 60 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
82% |
False |
False |
299,995 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
82% |
False |
False |
286,373 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
82% |
False |
False |
229,381 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
82% |
False |
False |
191,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
157-08 |
|
1.618 |
154-18 |
|
1.000 |
152-29 |
|
0.618 |
151-28 |
|
HIGH |
150-07 |
|
0.618 |
149-06 |
|
0.500 |
148-28 |
|
0.382 |
148-18 |
|
LOW |
147-17 |
|
0.618 |
145-28 |
|
1.000 |
144-27 |
|
1.618 |
143-06 |
|
2.618 |
140-16 |
|
4.250 |
136-04 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-17 |
149-21 |
| PP |
149-07 |
149-13 |
| S1 |
148-28 |
149-06 |
|