ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 26-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2012 |
26-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-01 |
149-10 |
1-09 |
0.9% |
149-00 |
| High |
149-13 |
149-12 |
-0-01 |
0.0% |
150-09 |
| Low |
148-01 |
148-14 |
0-13 |
0.3% |
147-21 |
| Close |
149-09 |
148-29 |
-0-12 |
-0.3% |
148-03 |
| Range |
1-12 |
0-30 |
-0-14 |
-31.8% |
2-20 |
| ATR |
1-18 |
1-16 |
-0-01 |
-2.8% |
0-00 |
| Volume |
252,869 |
317,936 |
65,067 |
25.7% |
1,882,334 |
|
| Daily Pivots for day following 26-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-23 |
151-08 |
149-14 |
|
| R3 |
150-25 |
150-10 |
149-05 |
|
| R2 |
149-27 |
149-27 |
149-02 |
|
| R1 |
149-12 |
149-12 |
149-00 |
149-04 |
| PP |
148-29 |
148-29 |
148-29 |
148-25 |
| S1 |
148-14 |
148-14 |
148-26 |
148-06 |
| S2 |
147-31 |
147-31 |
148-24 |
|
| S3 |
147-01 |
147-16 |
148-21 |
|
| S4 |
146-03 |
146-18 |
148-12 |
|
|
| 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 |
149-22 |
147-21 |
2-01 |
1.4% |
1-12 |
0.9% |
62% |
False |
False |
364,770 |
| 10 |
150-09 |
147-19 |
2-22 |
1.8% |
1-15 |
1.0% |
49% |
False |
False |
371,652 |
| 20 |
152-19 |
146-28 |
5-23 |
3.8% |
1-23 |
1.2% |
36% |
False |
False |
423,330 |
| 40 |
152-19 |
141-09 |
11-10 |
7.6% |
1-14 |
1.0% |
67% |
False |
False |
225,256 |
| 60 |
152-19 |
135-19 |
17-00 |
11.4% |
1-08 |
0.8% |
78% |
False |
False |
150,225 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-02 |
0.7% |
80% |
False |
False |
112,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-12 |
|
2.618 |
151-27 |
|
1.618 |
150-29 |
|
1.000 |
150-10 |
|
0.618 |
149-31 |
|
HIGH |
149-12 |
|
0.618 |
149-01 |
|
0.500 |
148-29 |
|
0.382 |
148-25 |
|
LOW |
148-14 |
|
0.618 |
147-27 |
|
1.000 |
147-16 |
|
1.618 |
146-29 |
|
2.618 |
145-31 |
|
4.250 |
144-14 |
|
|
| Fisher Pivots for day following 26-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-29 |
148-27 |
| PP |
148-29 |
148-24 |
| S1 |
148-29 |
148-22 |
|