ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-10 |
146-17 |
-0-25 |
-0.5% |
147-13 |
| High |
147-28 |
147-11 |
-0-17 |
-0.4% |
147-31 |
| Low |
146-15 |
146-13 |
-0-02 |
0.0% |
146-02 |
| Close |
146-29 |
147-04 |
0-07 |
0.1% |
147-04 |
| Range |
1-13 |
0-30 |
-0-15 |
-33.3% |
1-29 |
| ATR |
1-05 |
1-05 |
-0-01 |
-1.4% |
0-00 |
| Volume |
83,070 |
178,775 |
95,705 |
115.2% |
333,044 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-25 |
149-12 |
147-20 |
|
| R3 |
148-27 |
148-14 |
147-12 |
|
| R2 |
147-29 |
147-29 |
147-10 |
|
| R1 |
147-16 |
147-16 |
147-07 |
147-22 |
| PP |
146-31 |
146-31 |
146-31 |
147-02 |
| S1 |
146-18 |
146-18 |
147-01 |
146-24 |
| S2 |
146-01 |
146-01 |
146-30 |
|
| S3 |
145-03 |
145-20 |
146-28 |
|
| S4 |
144-05 |
144-22 |
146-20 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-25 |
151-27 |
148-06 |
|
| R3 |
150-28 |
149-30 |
147-21 |
|
| R2 |
148-31 |
148-31 |
147-15 |
|
| R1 |
148-01 |
148-01 |
147-10 |
147-18 |
| PP |
147-02 |
147-02 |
147-02 |
146-26 |
| S1 |
146-04 |
146-04 |
146-30 |
145-20 |
| S2 |
145-05 |
145-05 |
146-25 |
|
| S3 |
143-08 |
144-07 |
146-19 |
|
| S4 |
141-11 |
142-10 |
146-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
147-31 |
146-02 |
1-29 |
1.3% |
1-06 |
0.8% |
56% |
False |
False |
66,608 |
| 10 |
148-03 |
144-13 |
3-22 |
2.5% |
1-09 |
0.9% |
74% |
False |
False |
36,226 |
| 20 |
148-03 |
141-09 |
6-26 |
4.6% |
1-03 |
0.7% |
86% |
False |
False |
18,551 |
| 40 |
148-03 |
135-19 |
12-16 |
8.5% |
1-00 |
0.7% |
92% |
False |
False |
9,352 |
| 60 |
148-03 |
134-08 |
13-27 |
9.4% |
0-26 |
0.6% |
93% |
False |
False |
6,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-10 |
|
2.618 |
149-26 |
|
1.618 |
148-28 |
|
1.000 |
148-09 |
|
0.618 |
147-30 |
|
HIGH |
147-11 |
|
0.618 |
147-00 |
|
0.500 |
146-28 |
|
0.382 |
146-24 |
|
LOW |
146-13 |
|
0.618 |
145-26 |
|
1.000 |
145-15 |
|
1.618 |
144-28 |
|
2.618 |
143-30 |
|
4.250 |
142-14 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-01 |
147-06 |
| PP |
146-31 |
147-05 |
| S1 |
146-28 |
147-05 |
|