ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 15-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2012 |
15-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-27 |
149-15 |
-0-12 |
-0.3% |
148-21 |
| High |
149-30 |
150-18 |
0-20 |
0.4% |
150-18 |
| Low |
149-07 |
149-15 |
0-08 |
0.2% |
147-17 |
| Close |
149-24 |
150-07 |
0-15 |
0.3% |
150-07 |
| Range |
0-23 |
1-03 |
0-12 |
52.2% |
3-01 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.1% |
0-00 |
| Volume |
4,063 |
1,717 |
-2,346 |
-57.7% |
21,328 |
|
| Daily Pivots for day following 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-12 |
152-28 |
150-26 |
|
| R3 |
152-09 |
151-25 |
150-17 |
|
| R2 |
151-06 |
151-06 |
150-13 |
|
| R1 |
150-22 |
150-22 |
150-10 |
150-30 |
| PP |
150-03 |
150-03 |
150-03 |
150-06 |
| S1 |
149-19 |
149-19 |
150-04 |
149-27 |
| S2 |
149-00 |
149-00 |
150-01 |
|
| S3 |
147-29 |
148-16 |
149-29 |
|
| S4 |
146-26 |
147-13 |
149-20 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-17 |
157-13 |
151-28 |
|
| R3 |
155-16 |
154-12 |
151-02 |
|
| R2 |
152-15 |
152-15 |
150-25 |
|
| R1 |
151-11 |
151-11 |
150-16 |
151-29 |
| PP |
149-14 |
149-14 |
149-14 |
149-23 |
| S1 |
148-10 |
148-10 |
149-30 |
148-28 |
| S2 |
146-13 |
146-13 |
149-21 |
|
| S3 |
143-12 |
145-09 |
149-12 |
|
| S4 |
140-11 |
142-08 |
148-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-18 |
147-17 |
3-01 |
2.0% |
1-18 |
1.0% |
89% |
True |
False |
4,265 |
| 10 |
153-03 |
147-17 |
5-18 |
3.7% |
1-18 |
1.0% |
48% |
False |
False |
9,782 |
| 20 |
153-03 |
146-22 |
6-13 |
4.3% |
1-17 |
1.0% |
55% |
False |
False |
228,413 |
| 40 |
153-03 |
141-03 |
12-00 |
8.0% |
1-11 |
0.9% |
76% |
False |
False |
265,611 |
| 60 |
153-03 |
136-12 |
16-23 |
11.1% |
1-10 |
0.9% |
83% |
False |
False |
279,001 |
| 80 |
153-03 |
135-05 |
17-30 |
11.9% |
1-10 |
0.9% |
84% |
False |
False |
286,398 |
| 100 |
153-03 |
135-05 |
17-30 |
11.9% |
1-09 |
0.9% |
84% |
False |
False |
229,509 |
| 120 |
153-03 |
135-05 |
17-30 |
11.9% |
1-08 |
0.8% |
84% |
False |
False |
191,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-07 |
|
2.618 |
153-14 |
|
1.618 |
152-11 |
|
1.000 |
151-21 |
|
0.618 |
151-08 |
|
HIGH |
150-18 |
|
0.618 |
150-05 |
|
0.500 |
150-00 |
|
0.382 |
149-28 |
|
LOW |
149-15 |
|
0.618 |
148-25 |
|
1.000 |
148-12 |
|
1.618 |
147-22 |
|
2.618 |
146-19 |
|
4.250 |
144-26 |
|
|
| Fisher Pivots for day following 15-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-05 |
149-30 |
| PP |
150-03 |
149-22 |
| S1 |
150-00 |
149-13 |
|