ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-04 |
146-19 |
-0-17 |
-0.4% |
144-16 |
| High |
147-05 |
147-31 |
0-26 |
0.6% |
148-03 |
| Low |
146-02 |
146-14 |
0-12 |
0.3% |
144-13 |
| Close |
146-05 |
147-22 |
1-17 |
1.0% |
147-23 |
| Range |
1-03 |
1-17 |
0-14 |
40.0% |
3-22 |
| ATR |
1-03 |
1-05 |
0-02 |
4.6% |
0-00 |
| Volume |
18,356 |
43,452 |
25,096 |
136.7% |
29,223 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-31 |
151-11 |
148-17 |
|
| R3 |
150-14 |
149-26 |
148-03 |
|
| R2 |
148-29 |
148-29 |
147-31 |
|
| R1 |
148-09 |
148-09 |
147-26 |
148-19 |
| PP |
147-12 |
147-12 |
147-12 |
147-16 |
| S1 |
146-24 |
146-24 |
147-18 |
147-02 |
| S2 |
145-27 |
145-27 |
147-13 |
|
| S3 |
144-10 |
145-07 |
147-09 |
|
| S4 |
142-25 |
143-22 |
146-27 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-03 |
145-26 |
2-09 |
1.5% |
1-12 |
0.9% |
82% |
False |
False |
17,235 |
| 10 |
148-03 |
142-26 |
5-09 |
3.6% |
1-07 |
0.8% |
92% |
False |
False |
10,325 |
| 20 |
148-03 |
141-00 |
7-03 |
4.8% |
1-02 |
0.7% |
94% |
False |
False |
5,506 |
| 40 |
148-03 |
135-19 |
12-16 |
8.5% |
1-00 |
0.7% |
97% |
False |
False |
2,808 |
| 60 |
148-03 |
134-08 |
13-27 |
9.4% |
0-25 |
0.5% |
97% |
False |
False |
1,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-15 |
|
2.618 |
151-31 |
|
1.618 |
150-14 |
|
1.000 |
149-16 |
|
0.618 |
148-29 |
|
HIGH |
147-31 |
|
0.618 |
147-12 |
|
0.500 |
147-06 |
|
0.382 |
147-01 |
|
LOW |
146-14 |
|
0.618 |
145-16 |
|
1.000 |
144-29 |
|
1.618 |
143-31 |
|
2.618 |
142-14 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-17 |
147-15 |
| PP |
147-12 |
147-08 |
| S1 |
147-06 |
147-00 |
|