ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-07 |
152-08 |
2-01 |
1.4% |
147-03 |
| High |
152-15 |
152-19 |
0-04 |
0.1% |
152-15 |
| Low |
149-29 |
151-06 |
1-09 |
0.9% |
146-15 |
| Close |
152-03 |
151-11 |
-0-24 |
-0.5% |
152-03 |
| Range |
2-18 |
1-13 |
-1-05 |
-45.1% |
6-00 |
| ATR |
1-14 |
1-13 |
0-00 |
-0.1% |
0-00 |
| Volume |
791,554 |
387,058 |
-404,496 |
-51.1% |
1,832,827 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-30 |
155-01 |
152-04 |
|
| R3 |
154-17 |
153-20 |
151-23 |
|
| R2 |
153-04 |
153-04 |
151-19 |
|
| R1 |
152-07 |
152-07 |
151-15 |
151-31 |
| PP |
151-23 |
151-23 |
151-23 |
151-18 |
| S1 |
150-26 |
150-26 |
151-07 |
150-18 |
| S2 |
150-10 |
150-10 |
151-03 |
|
| S3 |
148-29 |
149-13 |
150-31 |
|
| S4 |
147-16 |
148-00 |
150-18 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
166-07 |
155-13 |
|
| R3 |
162-11 |
160-07 |
153-24 |
|
| R2 |
156-11 |
156-11 |
153-06 |
|
| R1 |
154-07 |
154-07 |
152-21 |
155-09 |
| PP |
150-11 |
150-11 |
150-11 |
150-28 |
| S1 |
148-07 |
148-07 |
151-17 |
149-09 |
| S2 |
144-11 |
144-11 |
151-00 |
|
| S3 |
138-11 |
142-07 |
150-14 |
|
| S4 |
132-11 |
136-07 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-19 |
146-15 |
6-04 |
4.0% |
1-31 |
1.3% |
80% |
True |
False |
443,977 |
| 10 |
152-19 |
146-02 |
6-17 |
4.3% |
1-18 |
1.0% |
81% |
True |
False |
255,292 |
| 20 |
152-19 |
142-26 |
9-25 |
6.5% |
1-12 |
0.9% |
87% |
True |
False |
129,445 |
| 40 |
152-19 |
139-04 |
13-15 |
8.9% |
1-03 |
0.7% |
91% |
True |
False |
64,844 |
| 60 |
152-19 |
134-08 |
18-11 |
12.1% |
1-00 |
0.7% |
93% |
True |
False |
43,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-18 |
|
2.618 |
156-09 |
|
1.618 |
154-28 |
|
1.000 |
154-00 |
|
0.618 |
153-15 |
|
HIGH |
152-19 |
|
0.618 |
152-02 |
|
0.500 |
151-28 |
|
0.382 |
151-23 |
|
LOW |
151-06 |
|
0.618 |
150-10 |
|
1.000 |
149-25 |
|
1.618 |
148-29 |
|
2.618 |
147-16 |
|
4.250 |
145-07 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-28 |
151-03 |
| PP |
151-23 |
150-26 |
| S1 |
151-17 |
150-18 |
|