ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
152-08 |
151-14 |
-0-26 |
-0.5% |
147-03 |
| High |
152-19 |
151-24 |
-0-27 |
-0.6% |
152-15 |
| Low |
151-06 |
150-08 |
-0-30 |
-0.6% |
146-15 |
| Close |
151-11 |
150-21 |
-0-22 |
-0.5% |
152-03 |
| Range |
1-13 |
1-16 |
0-03 |
6.7% |
6-00 |
| ATR |
1-13 |
1-14 |
0-00 |
0.4% |
0-00 |
| Volume |
387,058 |
371,066 |
-15,992 |
-4.1% |
1,832,827 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-12 |
154-17 |
151-15 |
|
| R3 |
153-28 |
153-01 |
151-02 |
|
| R2 |
152-12 |
152-12 |
150-30 |
|
| R1 |
151-17 |
151-17 |
150-25 |
151-06 |
| PP |
150-28 |
150-28 |
150-28 |
150-23 |
| S1 |
150-01 |
150-01 |
150-17 |
149-22 |
| S2 |
149-12 |
149-12 |
150-12 |
|
| S3 |
147-28 |
148-17 |
150-08 |
|
| S4 |
146-12 |
147-01 |
149-27 |
|
|
| 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 |
146-29 |
5-22 |
3.8% |
2-01 |
1.3% |
66% |
False |
False |
483,615 |
| 10 |
152-19 |
146-02 |
6-17 |
4.3% |
1-20 |
1.1% |
70% |
False |
False |
291,460 |
| 20 |
152-19 |
142-26 |
9-25 |
6.5% |
1-13 |
0.9% |
80% |
False |
False |
147,945 |
| 40 |
152-19 |
139-04 |
13-15 |
8.9% |
1-04 |
0.8% |
86% |
False |
False |
74,120 |
| 60 |
152-19 |
134-08 |
18-11 |
12.2% |
1-00 |
0.7% |
89% |
False |
False |
49,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-04 |
|
2.618 |
155-22 |
|
1.618 |
154-06 |
|
1.000 |
153-08 |
|
0.618 |
152-22 |
|
HIGH |
151-24 |
|
0.618 |
151-06 |
|
0.500 |
151-00 |
|
0.382 |
150-26 |
|
LOW |
150-08 |
|
0.618 |
149-10 |
|
1.000 |
148-24 |
|
1.618 |
147-26 |
|
2.618 |
146-10 |
|
4.250 |
143-28 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-00 |
151-08 |
| PP |
150-28 |
151-02 |
| S1 |
150-25 |
150-27 |
|