ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 18-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2012 |
18-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-06 |
147-30 |
1-24 |
1.2% |
144-16 |
| High |
148-03 |
148-01 |
-0-02 |
0.0% |
148-03 |
| Low |
145-26 |
146-31 |
1-05 |
0.8% |
144-13 |
| Close |
147-25 |
147-23 |
-0-02 |
0.0% |
147-23 |
| Range |
2-09 |
1-02 |
-1-07 |
-53.4% |
3-22 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.2% |
0-00 |
| Volume |
8,007 |
6,973 |
-1,034 |
-12.9% |
29,223 |
|
| Daily Pivots for day following 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
150-10 |
148-10 |
|
| R3 |
149-22 |
149-08 |
148-00 |
|
| R2 |
148-20 |
148-20 |
147-29 |
|
| R1 |
148-06 |
148-06 |
147-26 |
147-28 |
| PP |
147-18 |
147-18 |
147-18 |
147-14 |
| S1 |
147-04 |
147-04 |
147-20 |
146-26 |
| S2 |
146-16 |
146-16 |
147-17 |
|
| S3 |
145-14 |
146-02 |
147-14 |
|
| S4 |
144-12 |
145-00 |
147-04 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-26 |
156-14 |
149-24 |
|
| R3 |
154-04 |
152-24 |
148-23 |
|
| R2 |
150-14 |
150-14 |
148-13 |
|
| R1 |
149-02 |
149-02 |
148-02 |
149-24 |
| PP |
146-24 |
146-24 |
146-24 |
147-02 |
| S1 |
145-12 |
145-12 |
147-12 |
146-02 |
| S2 |
143-02 |
143-02 |
147-01 |
|
| S3 |
139-12 |
141-22 |
146-23 |
|
| S4 |
135-22 |
138-00 |
145-22 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-18 |
|
2.618 |
150-26 |
|
1.618 |
149-24 |
|
1.000 |
149-03 |
|
0.618 |
148-22 |
|
HIGH |
148-01 |
|
0.618 |
147-20 |
|
0.500 |
147-16 |
|
0.382 |
147-12 |
|
LOW |
146-31 |
|
0.618 |
146-10 |
|
1.000 |
145-29 |
|
1.618 |
145-08 |
|
2.618 |
144-06 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 18-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-21 |
147-12 |
| PP |
147-18 |
147-00 |
| S1 |
147-16 |
146-21 |
|