ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-21 |
150-08 |
1-19 |
1.1% |
152-26 |
| High |
150-07 |
150-08 |
0-01 |
0.0% |
153-03 |
| Low |
147-17 |
148-24 |
1-07 |
0.8% |
148-23 |
| Close |
149-28 |
148-26 |
-1-02 |
-0.7% |
149-07 |
| Range |
2-22 |
1-16 |
-1-06 |
-44.2% |
4-12 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.4% |
0-00 |
| Volume |
7,186 |
5,662 |
-1,524 |
-21.2% |
76,495 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-25 |
152-25 |
149-20 |
|
| R3 |
152-09 |
151-09 |
149-07 |
|
| R2 |
150-25 |
150-25 |
149-03 |
|
| R1 |
149-25 |
149-25 |
148-30 |
149-17 |
| PP |
149-09 |
149-09 |
149-09 |
149-04 |
| S1 |
148-09 |
148-09 |
148-22 |
148-01 |
| S2 |
147-25 |
147-25 |
148-17 |
|
| S3 |
146-09 |
146-25 |
148-13 |
|
| S4 |
144-25 |
145-09 |
148-00 |
|
|
| 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 |
151-05 |
147-17 |
3-20 |
2.4% |
1-27 |
1.2% |
35% |
False |
False |
9,564 |
| 10 |
153-03 |
147-15 |
5-20 |
3.8% |
1-29 |
1.3% |
24% |
False |
False |
97,562 |
| 20 |
153-03 |
145-24 |
7-11 |
4.9% |
1-19 |
1.1% |
42% |
False |
False |
299,782 |
| 40 |
153-03 |
141-03 |
12-00 |
8.1% |
1-10 |
0.9% |
64% |
False |
False |
286,062 |
| 60 |
153-03 |
135-05 |
17-30 |
12.1% |
1-10 |
0.9% |
76% |
False |
False |
294,323 |
| 80 |
153-03 |
135-05 |
17-30 |
12.1% |
1-09 |
0.9% |
76% |
False |
False |
286,437 |
| 100 |
153-03 |
135-05 |
17-30 |
12.1% |
1-09 |
0.9% |
76% |
False |
False |
229,433 |
| 120 |
153-03 |
135-05 |
17-30 |
12.1% |
1-07 |
0.8% |
76% |
False |
False |
191,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-20 |
|
2.618 |
154-06 |
|
1.618 |
152-22 |
|
1.000 |
151-24 |
|
0.618 |
151-06 |
|
HIGH |
150-08 |
|
0.618 |
149-22 |
|
0.500 |
149-16 |
|
0.382 |
149-10 |
|
LOW |
148-24 |
|
0.618 |
147-26 |
|
1.000 |
147-08 |
|
1.618 |
146-10 |
|
2.618 |
144-26 |
|
4.250 |
142-12 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-16 |
149-06 |
| PP |
149-09 |
149-02 |
| S1 |
149-01 |
148-30 |
|