ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 11-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-24 |
148-01 |
-0-23 |
-0.5% |
152-08 |
| High |
150-10 |
149-22 |
-0-20 |
-0.4% |
152-19 |
| Low |
148-16 |
146-28 |
-1-20 |
-1.1% |
148-02 |
| Close |
148-21 |
149-10 |
0-21 |
0.4% |
148-21 |
| Range |
1-26 |
2-26 |
1-00 |
55.2% |
4-17 |
| ATR |
1-16 |
1-19 |
0-03 |
6.3% |
0-00 |
| Volume |
443,887 |
404,101 |
-39,786 |
-9.0% |
2,255,215 |
|
| Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-02 |
156-00 |
150-28 |
|
| R3 |
154-08 |
153-06 |
150-03 |
|
| R2 |
151-14 |
151-14 |
149-26 |
|
| R1 |
150-12 |
150-12 |
149-18 |
150-29 |
| PP |
148-20 |
148-20 |
148-20 |
148-28 |
| S1 |
147-18 |
147-18 |
149-02 |
148-03 |
| S2 |
145-26 |
145-26 |
148-26 |
|
| S3 |
143-00 |
144-24 |
148-17 |
|
| S4 |
140-06 |
141-30 |
147-24 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-12 |
160-17 |
151-05 |
|
| R3 |
158-27 |
156-00 |
149-29 |
|
| R2 |
154-10 |
154-10 |
149-16 |
|
| R1 |
151-15 |
151-15 |
149-02 |
150-20 |
| PP |
149-25 |
149-25 |
149-25 |
149-11 |
| S1 |
146-30 |
146-30 |
148-08 |
146-03 |
| S2 |
145-08 |
145-08 |
147-26 |
|
| S3 |
140-23 |
142-13 |
147-13 |
|
| S4 |
136-06 |
137-28 |
146-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
151-24 |
146-28 |
4-28 |
3.3% |
1-29 |
1.3% |
50% |
False |
True |
454,451 |
| 10 |
152-19 |
146-15 |
6-04 |
4.1% |
1-30 |
1.3% |
46% |
False |
False |
449,214 |
| 20 |
152-19 |
144-13 |
8-06 |
5.5% |
1-20 |
1.1% |
60% |
False |
False |
242,720 |
| 40 |
152-19 |
140-10 |
12-09 |
8.2% |
1-07 |
0.8% |
73% |
False |
False |
121,643 |
| 60 |
152-19 |
134-08 |
18-11 |
12.3% |
1-04 |
0.8% |
82% |
False |
False |
81,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
161-20 |
|
2.618 |
157-02 |
|
1.618 |
154-08 |
|
1.000 |
152-16 |
|
0.618 |
151-14 |
|
HIGH |
149-22 |
|
0.618 |
148-20 |
|
0.500 |
148-09 |
|
0.382 |
147-30 |
|
LOW |
146-28 |
|
0.618 |
145-04 |
|
1.000 |
144-02 |
|
1.618 |
142-10 |
|
2.618 |
139-16 |
|
4.250 |
134-30 |
|
|
| Fisher Pivots for day following 11-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-31 |
149-02 |
| PP |
148-20 |
148-27 |
| S1 |
148-09 |
148-19 |
|