ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-08 |
149-04 |
-1-04 |
-0.7% |
152-26 |
| High |
150-08 |
150-01 |
-0-07 |
-0.1% |
153-03 |
| Low |
148-24 |
148-08 |
-0-16 |
-0.3% |
148-23 |
| Close |
148-26 |
149-27 |
1-01 |
0.7% |
149-07 |
| Range |
1-16 |
1-25 |
0-09 |
18.8% |
4-12 |
| ATR |
1-19 |
1-19 |
0-00 |
0.9% |
0-00 |
| Volume |
5,662 |
2,700 |
-2,962 |
-52.3% |
76,495 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-23 |
154-02 |
150-26 |
|
| R3 |
152-30 |
152-09 |
150-11 |
|
| R2 |
151-05 |
151-05 |
150-05 |
|
| R1 |
150-16 |
150-16 |
150-00 |
150-26 |
| PP |
149-12 |
149-12 |
149-12 |
149-17 |
| S1 |
148-23 |
148-23 |
149-22 |
149-02 |
| S2 |
147-19 |
147-19 |
149-17 |
|
| S3 |
145-26 |
146-30 |
149-11 |
|
| S4 |
144-01 |
145-05 |
148-28 |
|
|
| 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 |
150-27 |
147-17 |
3-10 |
2.2% |
1-24 |
1.2% |
70% |
False |
False |
6,286 |
| 10 |
153-03 |
147-17 |
5-18 |
3.7% |
1-27 |
1.2% |
42% |
False |
False |
34,094 |
| 20 |
153-03 |
145-25 |
7-10 |
4.9% |
1-20 |
1.1% |
56% |
False |
False |
278,322 |
| 40 |
153-03 |
141-03 |
12-00 |
8.0% |
1-11 |
0.9% |
73% |
False |
False |
279,656 |
| 60 |
153-03 |
135-07 |
17-28 |
11.9% |
1-10 |
0.9% |
82% |
False |
False |
288,698 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
82% |
False |
False |
286,438 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
82% |
False |
False |
229,454 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
82% |
False |
False |
191,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-19 |
|
2.618 |
154-22 |
|
1.618 |
152-29 |
|
1.000 |
151-26 |
|
0.618 |
151-04 |
|
HIGH |
150-01 |
|
0.618 |
149-11 |
|
0.500 |
149-04 |
|
0.382 |
148-30 |
|
LOW |
148-08 |
|
0.618 |
147-05 |
|
1.000 |
146-15 |
|
1.618 |
145-12 |
|
2.618 |
143-19 |
|
4.250 |
140-22 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-20 |
149-17 |
| PP |
149-12 |
149-07 |
| S1 |
149-04 |
148-28 |
|