ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-18 |
148-08 |
-1-10 |
-0.9% |
152-08 |
| High |
149-24 |
149-16 |
-0-08 |
-0.2% |
152-19 |
| Low |
148-04 |
147-19 |
-0-17 |
-0.4% |
148-02 |
| Close |
148-07 |
149-08 |
1-01 |
0.7% |
148-21 |
| Range |
1-20 |
1-29 |
0-09 |
17.3% |
4-17 |
| ATR |
1-19 |
1-20 |
0-01 |
1.4% |
0-00 |
| Volume |
430,818 |
495,159 |
64,341 |
14.9% |
2,255,215 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-16 |
153-25 |
150-10 |
|
| R3 |
152-19 |
151-28 |
149-25 |
|
| R2 |
150-22 |
150-22 |
149-19 |
|
| R1 |
149-31 |
149-31 |
149-14 |
150-10 |
| PP |
148-25 |
148-25 |
148-25 |
148-31 |
| S1 |
148-02 |
148-02 |
149-02 |
148-14 |
| S2 |
146-28 |
146-28 |
148-29 |
|
| S3 |
144-31 |
146-05 |
148-23 |
|
| S4 |
143-02 |
144-08 |
148-06 |
|
|
| 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 |
150-10 |
146-28 |
3-14 |
2.3% |
1-28 |
1.3% |
69% |
False |
False |
452,204 |
| 10 |
152-19 |
146-28 |
5-23 |
3.8% |
1-30 |
1.3% |
42% |
False |
False |
477,075 |
| 20 |
152-19 |
145-07 |
7-12 |
4.9% |
1-21 |
1.1% |
55% |
False |
False |
288,726 |
| 40 |
152-19 |
140-18 |
12-01 |
8.1% |
1-09 |
0.9% |
72% |
False |
False |
144,785 |
| 60 |
152-19 |
134-14 |
18-05 |
12.2% |
1-05 |
0.8% |
82% |
False |
False |
96,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-19 |
|
2.618 |
154-16 |
|
1.618 |
152-19 |
|
1.000 |
151-13 |
|
0.618 |
150-22 |
|
HIGH |
149-16 |
|
0.618 |
148-25 |
|
0.500 |
148-18 |
|
0.382 |
148-10 |
|
LOW |
147-19 |
|
0.618 |
146-13 |
|
1.000 |
145-22 |
|
1.618 |
144-16 |
|
2.618 |
142-19 |
|
4.250 |
139-16 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-00 |
148-30 |
| PP |
148-25 |
148-20 |
| S1 |
148-18 |
148-10 |
|