ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
144-01 |
144-16 |
0-15 |
0.3% |
143-05 |
| High |
144-13 |
145-29 |
1-16 |
1.0% |
144-16 |
| Low |
143-29 |
144-13 |
0-16 |
0.3% |
142-26 |
| Close |
144-13 |
145-13 |
1-00 |
0.7% |
144-13 |
| Range |
0-16 |
1-16 |
1-00 |
200.0% |
1-22 |
| ATR |
0-31 |
1-00 |
0-01 |
4.1% |
0-00 |
| Volume |
1,624 |
1,711 |
87 |
5.4% |
6,755 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
149-02 |
146-07 |
|
| R3 |
148-08 |
147-18 |
145-26 |
|
| R2 |
146-24 |
146-24 |
145-22 |
|
| R1 |
146-02 |
146-02 |
145-17 |
146-13 |
| PP |
145-08 |
145-08 |
145-08 |
145-13 |
| S1 |
144-18 |
144-18 |
145-09 |
144-29 |
| S2 |
143-24 |
143-24 |
145-04 |
|
| S3 |
142-08 |
143-02 |
145-00 |
|
| S4 |
140-24 |
141-18 |
144-19 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-31 |
148-12 |
145-11 |
|
| R3 |
147-09 |
146-22 |
144-28 |
|
| R2 |
145-19 |
145-19 |
144-23 |
|
| R1 |
145-00 |
145-00 |
144-18 |
145-10 |
| PP |
143-29 |
143-29 |
143-29 |
144-02 |
| S1 |
143-10 |
143-10 |
144-08 |
143-20 |
| S2 |
142-07 |
142-07 |
144-03 |
|
| S3 |
140-17 |
141-20 |
143-30 |
|
| S4 |
138-27 |
139-30 |
143-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-09 |
|
2.618 |
149-27 |
|
1.618 |
148-11 |
|
1.000 |
147-13 |
|
0.618 |
146-27 |
|
HIGH |
145-29 |
|
0.618 |
145-11 |
|
0.500 |
145-05 |
|
0.382 |
144-31 |
|
LOW |
144-13 |
|
0.618 |
143-15 |
|
1.000 |
142-29 |
|
1.618 |
141-31 |
|
2.618 |
140-15 |
|
4.250 |
138-01 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-10 |
145-02 |
| PP |
145-08 |
144-23 |
| S1 |
145-05 |
144-12 |
|