ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
145-31 |
146-06 |
0-07 |
0.1% |
143-05 |
| High |
146-14 |
148-03 |
1-21 |
1.1% |
144-16 |
| Low |
145-07 |
145-26 |
0-19 |
0.4% |
142-26 |
| Close |
146-06 |
147-25 |
1-19 |
1.1% |
144-13 |
| Range |
1-07 |
2-09 |
1-02 |
87.2% |
1-22 |
| ATR |
1-00 |
1-03 |
0-03 |
9.0% |
0-00 |
| Volume |
8,388 |
8,007 |
-381 |
-4.5% |
6,755 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
153-07 |
149-01 |
|
| R3 |
151-25 |
150-30 |
148-13 |
|
| R2 |
149-16 |
149-16 |
148-06 |
|
| R1 |
148-21 |
148-21 |
148-00 |
149-02 |
| PP |
147-07 |
147-07 |
147-07 |
147-14 |
| S1 |
146-12 |
146-12 |
147-18 |
146-26 |
| S2 |
144-30 |
144-30 |
147-12 |
|
| S3 |
142-21 |
144-03 |
147-05 |
|
| S4 |
140-12 |
141-26 |
146-17 |
|
|
| 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 |
157-25 |
|
2.618 |
154-02 |
|
1.618 |
151-25 |
|
1.000 |
150-12 |
|
0.618 |
149-16 |
|
HIGH |
148-03 |
|
0.618 |
147-07 |
|
0.500 |
146-30 |
|
0.382 |
146-22 |
|
LOW |
145-26 |
|
0.618 |
144-13 |
|
1.000 |
143-17 |
|
1.618 |
142-04 |
|
2.618 |
139-27 |
|
4.250 |
136-04 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-16 |
147-12 |
| PP |
147-07 |
146-31 |
| S1 |
146-30 |
146-18 |
|