ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-30 |
147-13 |
-0-17 |
-0.4% |
144-16 |
| High |
148-01 |
147-19 |
-0-14 |
-0.3% |
148-03 |
| Low |
146-31 |
146-22 |
-0-09 |
-0.2% |
144-13 |
| Close |
147-23 |
147-10 |
-0-13 |
-0.3% |
147-23 |
| Range |
1-02 |
0-29 |
-0-05 |
-14.7% |
3-22 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
6,973 |
9,391 |
2,418 |
34.7% |
29,223 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-29 |
149-17 |
147-26 |
|
| R3 |
149-00 |
148-20 |
147-18 |
|
| R2 |
148-03 |
148-03 |
147-15 |
|
| R1 |
147-23 |
147-23 |
147-13 |
147-14 |
| PP |
147-06 |
147-06 |
147-06 |
147-02 |
| S1 |
146-26 |
146-26 |
147-07 |
146-18 |
| S2 |
146-09 |
146-09 |
147-05 |
|
| S3 |
145-12 |
145-29 |
147-02 |
|
| S4 |
144-15 |
145-00 |
146-26 |
|
|
| 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 |
151-14 |
|
2.618 |
149-31 |
|
1.618 |
149-02 |
|
1.000 |
148-16 |
|
0.618 |
148-05 |
|
HIGH |
147-19 |
|
0.618 |
147-08 |
|
0.500 |
147-04 |
|
0.382 |
147-01 |
|
LOW |
146-22 |
|
0.618 |
146-04 |
|
1.000 |
145-25 |
|
1.618 |
145-07 |
|
2.618 |
144-10 |
|
4.250 |
142-27 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-08 |
147-06 |
| PP |
147-06 |
147-02 |
| S1 |
147-04 |
146-30 |
|