ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-19 |
147-10 |
0-23 |
0.5% |
144-16 |
| High |
147-31 |
147-28 |
-0-03 |
-0.1% |
148-03 |
| Low |
146-14 |
146-15 |
0-01 |
0.0% |
144-13 |
| Close |
147-22 |
146-29 |
-0-25 |
-0.5% |
147-23 |
| Range |
1-17 |
1-13 |
-0-04 |
-8.2% |
3-22 |
| ATR |
1-05 |
1-05 |
0-01 |
1.6% |
0-00 |
| Volume |
43,452 |
83,070 |
39,618 |
91.2% |
29,223 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-10 |
150-16 |
147-22 |
|
| R3 |
149-29 |
149-03 |
147-09 |
|
| R2 |
148-16 |
148-16 |
147-05 |
|
| R1 |
147-22 |
147-22 |
147-01 |
147-12 |
| PP |
147-03 |
147-03 |
147-03 |
146-30 |
| S1 |
146-09 |
146-09 |
146-25 |
146-00 |
| S2 |
145-22 |
145-22 |
146-21 |
|
| S3 |
144-09 |
144-28 |
146-17 |
|
| S4 |
142-28 |
143-15 |
146-04 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-01 |
146-02 |
1-31 |
1.3% |
1-06 |
0.8% |
43% |
False |
False |
32,248 |
| 10 |
148-03 |
143-29 |
4-06 |
2.9% |
1-08 |
0.8% |
72% |
False |
False |
18,511 |
| 20 |
148-03 |
141-09 |
6-26 |
4.6% |
1-03 |
0.7% |
83% |
False |
False |
9,636 |
| 40 |
148-03 |
135-19 |
12-16 |
8.5% |
1-01 |
0.7% |
91% |
False |
False |
4,884 |
| 60 |
148-03 |
134-08 |
13-27 |
9.4% |
0-26 |
0.6% |
91% |
False |
False |
3,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-27 |
|
2.618 |
151-18 |
|
1.618 |
150-05 |
|
1.000 |
149-09 |
|
0.618 |
148-24 |
|
HIGH |
147-28 |
|
0.618 |
147-11 |
|
0.500 |
147-06 |
|
0.382 |
147-00 |
|
LOW |
146-15 |
|
0.618 |
145-19 |
|
1.000 |
145-02 |
|
1.618 |
144-06 |
|
2.618 |
142-25 |
|
4.250 |
140-16 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-06 |
147-00 |
| PP |
147-03 |
146-31 |
| S1 |
147-00 |
146-30 |
|