ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-11 |
148-20 |
-1-23 |
-1.1% |
147-03 |
| High |
150-20 |
149-08 |
-1-12 |
-0.9% |
152-15 |
| Low |
148-13 |
148-02 |
-0-11 |
-0.2% |
146-15 |
| Close |
148-24 |
148-15 |
-0-09 |
-0.2% |
152-03 |
| Range |
2-07 |
1-06 |
-1-01 |
-46.5% |
6-00 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.4% |
0-00 |
| Volume |
566,145 |
487,059 |
-79,086 |
-14.0% |
1,832,827 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
151-16 |
149-04 |
|
| R3 |
150-31 |
150-10 |
148-25 |
|
| R2 |
149-25 |
149-25 |
148-22 |
|
| R1 |
149-04 |
149-04 |
148-18 |
148-28 |
| PP |
148-19 |
148-19 |
148-19 |
148-15 |
| S1 |
147-30 |
147-30 |
148-12 |
147-22 |
| S2 |
147-13 |
147-13 |
148-08 |
|
| S3 |
146-07 |
146-24 |
148-05 |
|
| S4 |
145-01 |
145-18 |
147-26 |
|
|
| 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 |
148-02 |
4-17 |
3.1% |
1-25 |
1.2% |
9% |
False |
True |
520,576 |
| 10 |
152-19 |
146-13 |
6-06 |
4.2% |
1-23 |
1.2% |
33% |
False |
False |
390,600 |
| 20 |
152-19 |
142-26 |
9-25 |
6.6% |
1-15 |
1.0% |
58% |
False |
False |
200,462 |
| 40 |
152-19 |
139-11 |
13-08 |
8.9% |
1-05 |
0.8% |
69% |
False |
False |
100,447 |
| 60 |
152-19 |
134-08 |
18-11 |
12.4% |
1-02 |
0.7% |
78% |
False |
False |
66,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
152-11 |
|
1.618 |
151-05 |
|
1.000 |
150-14 |
|
0.618 |
149-31 |
|
HIGH |
149-08 |
|
0.618 |
148-25 |
|
0.500 |
148-21 |
|
0.382 |
148-17 |
|
LOW |
148-02 |
|
0.618 |
147-11 |
|
1.000 |
146-28 |
|
1.618 |
146-05 |
|
2.618 |
144-31 |
|
4.250 |
143-00 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-21 |
149-29 |
| PP |
148-19 |
149-14 |
| S1 |
148-17 |
148-30 |
|