ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
145-27 |
145-31 |
0-04 |
0.1% |
143-05 |
| High |
146-01 |
146-14 |
0-13 |
0.3% |
144-16 |
| Low |
145-02 |
145-07 |
0-05 |
0.1% |
142-26 |
| Close |
145-24 |
146-06 |
0-14 |
0.3% |
144-13 |
| Range |
0-31 |
1-07 |
0-08 |
25.8% |
1-22 |
| ATR |
1-00 |
1-00 |
0-01 |
1.6% |
0-00 |
| Volume |
4,144 |
8,388 |
4,244 |
102.4% |
6,755 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-19 |
149-04 |
146-27 |
|
| R3 |
148-12 |
147-29 |
146-17 |
|
| R2 |
147-05 |
147-05 |
146-13 |
|
| R1 |
146-22 |
146-22 |
146-10 |
146-30 |
| PP |
145-30 |
145-30 |
145-30 |
146-02 |
| S1 |
145-15 |
145-15 |
146-02 |
145-22 |
| S2 |
144-23 |
144-23 |
145-31 |
|
| S3 |
143-16 |
144-08 |
145-27 |
|
| S4 |
142-09 |
143-01 |
145-17 |
|
|
| 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 |
151-20 |
|
2.618 |
149-20 |
|
1.618 |
148-13 |
|
1.000 |
147-21 |
|
0.618 |
147-06 |
|
HIGH |
146-14 |
|
0.618 |
145-31 |
|
0.500 |
145-26 |
|
0.382 |
145-22 |
|
LOW |
145-07 |
|
0.618 |
144-15 |
|
1.000 |
144-00 |
|
1.618 |
143-08 |
|
2.618 |
142-01 |
|
4.250 |
140-01 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-02 |
145-30 |
| PP |
145-30 |
145-22 |
| S1 |
145-26 |
145-14 |
|