ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-13 |
147-04 |
-0-09 |
-0.2% |
144-16 |
| High |
147-19 |
147-05 |
-0-14 |
-0.3% |
148-03 |
| Low |
146-22 |
146-02 |
-0-20 |
-0.4% |
144-13 |
| Close |
147-10 |
146-05 |
-1-05 |
-0.8% |
147-23 |
| Range |
0-29 |
1-03 |
0-06 |
20.7% |
3-22 |
| ATR |
1-03 |
1-03 |
0-00 |
1.0% |
0-00 |
| Volume |
9,391 |
18,356 |
8,965 |
95.5% |
29,223 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-24 |
149-01 |
146-24 |
|
| R3 |
148-21 |
147-30 |
146-15 |
|
| R2 |
147-18 |
147-18 |
146-11 |
|
| R1 |
146-27 |
146-27 |
146-08 |
146-21 |
| PP |
146-15 |
146-15 |
146-15 |
146-12 |
| S1 |
145-24 |
145-24 |
146-02 |
145-18 |
| S2 |
145-12 |
145-12 |
145-31 |
|
| S3 |
144-09 |
144-21 |
145-27 |
|
| S4 |
143-06 |
143-18 |
145-18 |
|
|
| 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 |
151-26 |
|
2.618 |
150-01 |
|
1.618 |
148-30 |
|
1.000 |
148-08 |
|
0.618 |
147-27 |
|
HIGH |
147-05 |
|
0.618 |
146-24 |
|
0.500 |
146-20 |
|
0.382 |
146-15 |
|
LOW |
146-02 |
|
0.618 |
145-12 |
|
1.000 |
144-31 |
|
1.618 |
144-09 |
|
2.618 |
143-06 |
|
4.250 |
141-13 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-20 |
147-02 |
| PP |
146-15 |
146-24 |
| S1 |
146-10 |
146-14 |
|