ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-17 |
147-03 |
0-18 |
0.4% |
147-13 |
| High |
147-11 |
147-21 |
0-10 |
0.2% |
147-31 |
| Low |
146-13 |
146-15 |
0-02 |
0.0% |
146-02 |
| Close |
147-04 |
147-08 |
0-04 |
0.1% |
147-04 |
| Range |
0-30 |
1-06 |
0-08 |
26.7% |
1-29 |
| ATR |
1-05 |
1-05 |
0-00 |
0.2% |
0-00 |
| Volume |
178,775 |
172,874 |
-5,901 |
-3.3% |
333,044 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-22 |
150-05 |
147-29 |
|
| R3 |
149-16 |
148-31 |
147-18 |
|
| R2 |
148-10 |
148-10 |
147-15 |
|
| R1 |
147-25 |
147-25 |
147-11 |
148-02 |
| PP |
147-04 |
147-04 |
147-04 |
147-08 |
| S1 |
146-19 |
146-19 |
147-05 |
146-28 |
| S2 |
145-30 |
145-30 |
147-01 |
|
| S3 |
144-24 |
145-13 |
146-30 |
|
| S4 |
143-18 |
144-07 |
146-19 |
|
|
| 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% |
1-07 |
0.8% |
62% |
False |
False |
99,305 |
| 10 |
148-03 |
145-02 |
3-01 |
2.1% |
1-08 |
0.9% |
72% |
False |
False |
53,343 |
| 20 |
148-03 |
141-09 |
6-26 |
4.6% |
1-04 |
0.8% |
88% |
False |
False |
27,182 |
| 40 |
148-03 |
135-19 |
12-16 |
8.5% |
1-00 |
0.7% |
93% |
False |
False |
13,673 |
| 60 |
148-03 |
134-08 |
13-27 |
9.4% |
0-27 |
0.6% |
94% |
False |
False |
9,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-22 |
|
2.618 |
150-24 |
|
1.618 |
149-18 |
|
1.000 |
148-27 |
|
0.618 |
148-12 |
|
HIGH |
147-21 |
|
0.618 |
147-06 |
|
0.500 |
147-02 |
|
0.382 |
146-30 |
|
LOW |
146-15 |
|
0.618 |
145-24 |
|
1.000 |
145-09 |
|
1.618 |
144-18 |
|
2.618 |
143-12 |
|
4.250 |
141-14 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-06 |
147-07 |
| PP |
147-04 |
147-06 |
| S1 |
147-02 |
147-04 |
|