ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-00 |
149-29 |
0-29 |
0.6% |
148-01 |
| High |
150-09 |
150-09 |
0-00 |
0.0% |
150-01 |
| Low |
148-12 |
148-20 |
0-08 |
0.2% |
146-28 |
| Close |
149-22 |
149-00 |
-0-22 |
-0.5% |
149-21 |
| Range |
1-29 |
1-21 |
-0-08 |
-13.1% |
3-05 |
| ATR |
1-19 |
1-19 |
0-00 |
0.3% |
0-00 |
| Volume |
302,507 |
326,780 |
24,273 |
8.0% |
2,098,305 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-09 |
153-09 |
149-29 |
|
| R3 |
152-20 |
151-20 |
149-15 |
|
| R2 |
150-31 |
150-31 |
149-10 |
|
| R1 |
149-31 |
149-31 |
149-05 |
149-20 |
| PP |
149-10 |
149-10 |
149-10 |
149-04 |
| S1 |
148-10 |
148-10 |
148-27 |
148-00 |
| S2 |
147-21 |
147-21 |
148-22 |
|
| S3 |
146-00 |
146-21 |
148-17 |
|
| S4 |
144-11 |
145-00 |
148-03 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-05 |
151-13 |
|
| R3 |
155-05 |
154-00 |
150-17 |
|
| R2 |
152-00 |
152-00 |
150-08 |
|
| R1 |
150-27 |
150-27 |
149-30 |
151-14 |
| PP |
148-27 |
148-27 |
148-27 |
149-05 |
| S1 |
147-22 |
147-22 |
149-12 |
148-08 |
| S2 |
145-22 |
145-22 |
149-02 |
|
| S3 |
142-17 |
144-17 |
148-25 |
|
| S4 |
139-12 |
141-12 |
147-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-09 |
147-19 |
2-22 |
1.8% |
1-18 |
1.1% |
52% |
True |
False |
378,534 |
| 10 |
150-20 |
146-28 |
3-24 |
2.5% |
1-24 |
1.2% |
57% |
False |
False |
422,468 |
| 20 |
152-19 |
146-02 |
6-17 |
4.4% |
1-22 |
1.1% |
45% |
False |
False |
356,964 |
| 40 |
152-19 |
140-18 |
12-01 |
8.1% |
1-12 |
0.9% |
70% |
False |
False |
179,704 |
| 60 |
152-19 |
135-19 |
17-00 |
11.4% |
1-07 |
0.8% |
79% |
False |
False |
119,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-10 |
|
2.618 |
154-20 |
|
1.618 |
152-31 |
|
1.000 |
151-30 |
|
0.618 |
151-10 |
|
HIGH |
150-09 |
|
0.618 |
149-21 |
|
0.500 |
149-14 |
|
0.382 |
149-08 |
|
LOW |
148-20 |
|
0.618 |
147-19 |
|
1.000 |
146-31 |
|
1.618 |
145-30 |
|
2.618 |
144-09 |
|
4.250 |
141-19 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-14 |
149-10 |
| PP |
149-10 |
149-07 |
| S1 |
149-05 |
149-04 |
|