ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
149-27 |
0-23 |
0.5% |
152-26 |
| High |
150-01 |
149-30 |
-0-03 |
-0.1% |
153-03 |
| Low |
148-08 |
149-07 |
0-31 |
0.7% |
148-23 |
| Close |
149-27 |
149-24 |
-0-03 |
-0.1% |
149-07 |
| Range |
1-25 |
0-23 |
-1-02 |
-59.6% |
4-12 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.9% |
0-00 |
| Volume |
2,700 |
4,063 |
1,363 |
50.5% |
76,495 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-25 |
151-16 |
150-05 |
|
| R3 |
151-02 |
150-25 |
149-30 |
|
| R2 |
150-11 |
150-11 |
149-28 |
|
| R1 |
150-02 |
150-02 |
149-26 |
149-27 |
| PP |
149-20 |
149-20 |
149-20 |
149-17 |
| S1 |
149-11 |
149-11 |
149-22 |
149-04 |
| S2 |
148-29 |
148-29 |
149-20 |
|
| S3 |
148-06 |
148-20 |
149-18 |
|
| S4 |
147-15 |
147-29 |
149-11 |
|
|
| 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% |
1-22 |
1.1% |
67% |
False |
False |
5,088 |
| 10 |
153-03 |
147-17 |
5-18 |
3.7% |
1-22 |
1.1% |
40% |
False |
False |
14,767 |
| 20 |
153-03 |
146-12 |
6-23 |
4.5% |
1-19 |
1.1% |
50% |
False |
False |
257,110 |
| 40 |
153-03 |
141-03 |
12-00 |
8.0% |
1-11 |
0.9% |
72% |
False |
False |
273,608 |
| 60 |
153-03 |
135-13 |
17-22 |
11.8% |
1-10 |
0.9% |
81% |
False |
False |
283,804 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
81% |
False |
False |
286,468 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.9% |
81% |
False |
False |
229,493 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
81% |
False |
False |
191,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-00 |
|
2.618 |
151-26 |
|
1.618 |
151-03 |
|
1.000 |
150-21 |
|
0.618 |
150-12 |
|
HIGH |
149-30 |
|
0.618 |
149-21 |
|
0.500 |
149-18 |
|
0.382 |
149-16 |
|
LOW |
149-07 |
|
0.618 |
148-25 |
|
1.000 |
148-16 |
|
1.618 |
148-02 |
|
2.618 |
147-11 |
|
4.250 |
146-05 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-22 |
149-19 |
| PP |
149-20 |
149-13 |
| S1 |
149-18 |
149-08 |
|