ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 25-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2012 |
25-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
148-01 |
-1-03 |
-0.7% |
149-00 |
| High |
149-12 |
149-13 |
0-01 |
0.0% |
150-09 |
| Low |
147-31 |
148-01 |
0-02 |
0.0% |
147-21 |
| Close |
148-03 |
149-09 |
1-06 |
0.8% |
148-03 |
| Range |
1-13 |
1-12 |
-0-01 |
-2.2% |
2-20 |
| ATR |
1-18 |
1-18 |
0-00 |
-0.9% |
0-00 |
| Volume |
323,389 |
252,869 |
-70,520 |
-21.8% |
1,882,334 |
|
| Daily Pivots for day following 25-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-01 |
152-17 |
150-01 |
|
| R3 |
151-21 |
151-05 |
149-21 |
|
| R2 |
150-09 |
150-09 |
149-17 |
|
| R1 |
149-25 |
149-25 |
149-13 |
150-01 |
| PP |
148-29 |
148-29 |
148-29 |
149-01 |
| S1 |
148-13 |
148-13 |
149-05 |
148-21 |
| S2 |
147-17 |
147-17 |
149-01 |
|
| S3 |
146-05 |
147-01 |
148-29 |
|
| S4 |
144-25 |
145-21 |
148-17 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-18 |
154-30 |
149-17 |
|
| R3 |
153-30 |
152-10 |
148-26 |
|
| R2 |
151-10 |
151-10 |
148-18 |
|
| R1 |
149-22 |
149-22 |
148-11 |
149-06 |
| PP |
148-22 |
148-22 |
148-22 |
148-14 |
| S1 |
147-02 |
147-02 |
147-27 |
146-18 |
| S2 |
146-02 |
146-02 |
147-20 |
|
| S3 |
143-14 |
144-14 |
147-12 |
|
| S4 |
140-26 |
141-26 |
146-21 |
|
|
| 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% |
1-16 |
1.0% |
62% |
False |
False |
366,539 |
| 10 |
150-09 |
147-19 |
2-22 |
1.8% |
1-17 |
1.0% |
63% |
False |
False |
382,940 |
| 20 |
152-19 |
146-15 |
6-04 |
4.1% |
1-24 |
1.2% |
46% |
False |
False |
416,077 |
| 40 |
152-19 |
141-09 |
11-10 |
7.6% |
1-13 |
0.9% |
71% |
False |
False |
217,314 |
| 60 |
152-19 |
135-19 |
17-00 |
11.4% |
1-08 |
0.8% |
81% |
False |
False |
144,927 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-02 |
0.7% |
82% |
False |
False |
108,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-08 |
|
2.618 |
153-00 |
|
1.618 |
151-20 |
|
1.000 |
150-25 |
|
0.618 |
150-08 |
|
HIGH |
149-13 |
|
0.618 |
148-28 |
|
0.500 |
148-23 |
|
0.382 |
148-18 |
|
LOW |
148-01 |
|
0.618 |
147-06 |
|
1.000 |
146-21 |
|
1.618 |
145-26 |
|
2.618 |
144-14 |
|
4.250 |
142-06 |
|
|
| Fisher Pivots for day following 25-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-03 |
149-04 |
| PP |
148-29 |
148-31 |
| S1 |
148-23 |
148-26 |
|