ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 20-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2012 |
20-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-29 |
148-30 |
-0-31 |
-0.6% |
148-01 |
| High |
150-09 |
149-10 |
-0-31 |
-0.6% |
150-01 |
| Low |
148-20 |
147-21 |
-0-31 |
-0.7% |
146-28 |
| Close |
149-00 |
148-19 |
-0-13 |
-0.3% |
149-21 |
| Range |
1-21 |
1-21 |
0-00 |
0.0% |
3-05 |
| ATR |
1-19 |
1-19 |
0-00 |
0.3% |
0-00 |
| Volume |
326,780 |
538,020 |
211,240 |
64.6% |
2,098,305 |
|
| Daily Pivots for day following 20-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-16 |
152-22 |
149-16 |
|
| R3 |
151-27 |
151-01 |
149-02 |
|
| R2 |
150-06 |
150-06 |
148-29 |
|
| R1 |
149-12 |
149-12 |
148-24 |
148-30 |
| PP |
148-17 |
148-17 |
148-17 |
148-10 |
| S1 |
147-23 |
147-23 |
148-14 |
147-10 |
| S2 |
146-28 |
146-28 |
148-09 |
|
| S3 |
145-07 |
146-02 |
148-04 |
|
| S4 |
143-18 |
144-13 |
147-22 |
|
|
| 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 |
147-21 |
2-20 |
1.8% |
1-17 |
1.0% |
36% |
False |
True |
387,106 |
| 10 |
150-10 |
146-28 |
3-14 |
2.3% |
1-22 |
1.1% |
50% |
False |
False |
419,655 |
| 20 |
152-19 |
146-13 |
6-06 |
4.2% |
1-23 |
1.2% |
35% |
False |
False |
382,947 |
| 40 |
152-19 |
140-18 |
12-01 |
8.1% |
1-13 |
0.9% |
67% |
False |
False |
193,149 |
| 60 |
152-19 |
135-19 |
17-00 |
11.4% |
1-07 |
0.8% |
76% |
False |
False |
128,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-11 |
|
2.618 |
153-21 |
|
1.618 |
152-00 |
|
1.000 |
150-31 |
|
0.618 |
150-11 |
|
HIGH |
149-10 |
|
0.618 |
148-22 |
|
0.500 |
148-16 |
|
0.382 |
148-09 |
|
LOW |
147-21 |
|
0.618 |
146-20 |
|
1.000 |
146-00 |
|
1.618 |
144-31 |
|
2.618 |
143-10 |
|
4.250 |
140-20 |
|
|
| Fisher Pivots for day following 20-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-18 |
148-31 |
| PP |
148-17 |
148-27 |
| S1 |
148-16 |
148-23 |
|