ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-30 |
149-02 |
2-04 |
1.4% |
147-13 |
| High |
149-10 |
150-26 |
1-16 |
1.0% |
147-31 |
| Low |
146-29 |
148-17 |
1-20 |
1.1% |
146-02 |
| Close |
149-03 |
149-23 |
0-20 |
0.4% |
147-04 |
| Range |
2-13 |
2-09 |
-0-04 |
-5.2% |
1-29 |
| ATR |
1-08 |
1-10 |
0-02 |
5.9% |
0-00 |
| Volume |
474,490 |
393,909 |
-80,581 |
-17.0% |
333,044 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-17 |
155-13 |
150-31 |
|
| R3 |
154-08 |
153-04 |
150-11 |
|
| R2 |
151-31 |
151-31 |
150-04 |
|
| R1 |
150-27 |
150-27 |
149-30 |
151-13 |
| PP |
149-22 |
149-22 |
149-22 |
149-31 |
| S1 |
148-18 |
148-18 |
149-16 |
149-04 |
| S2 |
147-13 |
147-13 |
149-10 |
|
| S3 |
145-04 |
146-09 |
149-03 |
|
| S4 |
142-27 |
144-00 |
148-15 |
|
|
| 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 |
150-26 |
146-13 |
4-13 |
2.9% |
1-21 |
1.1% |
75% |
True |
False |
260,623 |
| 10 |
150-26 |
145-26 |
5-00 |
3.3% |
1-16 |
1.0% |
78% |
True |
False |
138,929 |
| 20 |
150-26 |
141-18 |
9-08 |
6.2% |
1-08 |
0.8% |
88% |
True |
False |
70,564 |
| 40 |
150-26 |
137-02 |
13-24 |
9.2% |
1-02 |
0.7% |
92% |
True |
False |
35,381 |
| 60 |
150-26 |
134-08 |
16-18 |
11.1% |
0-30 |
0.6% |
93% |
True |
False |
23,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-16 |
|
2.618 |
156-25 |
|
1.618 |
154-16 |
|
1.000 |
153-03 |
|
0.618 |
152-07 |
|
HIGH |
150-26 |
|
0.618 |
149-30 |
|
0.500 |
149-22 |
|
0.382 |
149-13 |
|
LOW |
148-17 |
|
0.618 |
147-04 |
|
1.000 |
146-08 |
|
1.618 |
144-27 |
|
2.618 |
142-18 |
|
4.250 |
138-27 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-22 |
149-12 |
| PP |
149-22 |
149-00 |
| S1 |
149-22 |
148-20 |
|