ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-01 |
149-18 |
1-17 |
1.0% |
152-08 |
| High |
149-22 |
149-24 |
0-02 |
0.0% |
152-19 |
| Low |
146-28 |
148-04 |
1-08 |
0.9% |
148-02 |
| Close |
149-10 |
148-07 |
-1-03 |
-0.7% |
148-21 |
| Range |
2-26 |
1-20 |
-1-06 |
-42.2% |
4-17 |
| ATR |
1-19 |
1-19 |
0-00 |
0.2% |
0-00 |
| Volume |
404,101 |
430,818 |
26,717 |
6.6% |
2,255,215 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-18 |
152-17 |
149-04 |
|
| R3 |
151-30 |
150-29 |
148-21 |
|
| R2 |
150-10 |
150-10 |
148-17 |
|
| R1 |
149-09 |
149-09 |
148-12 |
149-00 |
| PP |
148-22 |
148-22 |
148-22 |
148-18 |
| S1 |
147-21 |
147-21 |
148-02 |
147-12 |
| S2 |
147-02 |
147-02 |
147-29 |
|
| S3 |
145-14 |
146-01 |
147-25 |
|
| S4 |
143-26 |
144-13 |
147-10 |
|
|
| 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 |
150-20 |
146-28 |
3-24 |
2.5% |
1-30 |
1.3% |
36% |
False |
False |
466,402 |
| 10 |
152-19 |
146-28 |
5-23 |
3.9% |
1-31 |
1.3% |
23% |
False |
False |
475,008 |
| 20 |
152-19 |
145-02 |
7-17 |
5.1% |
1-20 |
1.1% |
42% |
False |
False |
264,175 |
| 40 |
152-19 |
140-10 |
12-09 |
8.3% |
1-08 |
0.8% |
64% |
False |
False |
132,412 |
| 60 |
152-19 |
134-08 |
18-11 |
12.4% |
1-04 |
0.8% |
76% |
False |
False |
88,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-21 |
|
2.618 |
154-00 |
|
1.618 |
152-12 |
|
1.000 |
151-12 |
|
0.618 |
150-24 |
|
HIGH |
149-24 |
|
0.618 |
149-04 |
|
0.500 |
148-30 |
|
0.382 |
148-24 |
|
LOW |
148-04 |
|
0.618 |
147-04 |
|
1.000 |
146-16 |
|
1.618 |
145-16 |
|
2.618 |
143-28 |
|
4.250 |
141-07 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-30 |
148-19 |
| PP |
148-22 |
148-15 |
| S1 |
148-15 |
148-11 |
|