ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
144-16 |
145-27 |
1-11 |
0.9% |
143-05 |
| High |
145-29 |
146-01 |
0-04 |
0.1% |
144-16 |
| Low |
144-13 |
145-02 |
0-21 |
0.5% |
142-26 |
| Close |
145-13 |
145-24 |
0-11 |
0.2% |
144-13 |
| Range |
1-16 |
0-31 |
-0-17 |
-35.4% |
1-22 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.2% |
0-00 |
| Volume |
1,711 |
4,144 |
2,433 |
142.2% |
6,755 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-17 |
148-03 |
146-09 |
|
| R3 |
147-18 |
147-04 |
146-01 |
|
| R2 |
146-19 |
146-19 |
145-30 |
|
| R1 |
146-05 |
146-05 |
145-27 |
145-28 |
| PP |
145-20 |
145-20 |
145-20 |
145-15 |
| S1 |
145-06 |
145-06 |
145-21 |
144-30 |
| S2 |
144-21 |
144-21 |
145-18 |
|
| S3 |
143-22 |
144-07 |
145-15 |
|
| S4 |
142-23 |
143-08 |
145-07 |
|
|
| 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 |
150-05 |
|
2.618 |
148-18 |
|
1.618 |
147-19 |
|
1.000 |
147-00 |
|
0.618 |
146-20 |
|
HIGH |
146-01 |
|
0.618 |
145-21 |
|
0.500 |
145-18 |
|
0.382 |
145-14 |
|
LOW |
145-02 |
|
0.618 |
144-15 |
|
1.000 |
144-03 |
|
1.618 |
143-16 |
|
2.618 |
142-17 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-22 |
145-16 |
| PP |
145-20 |
145-07 |
| S1 |
145-18 |
144-31 |
|