ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 27-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-10 |
148-29 |
-0-13 |
-0.3% |
149-00 |
| High |
149-12 |
149-06 |
-0-06 |
-0.1% |
150-09 |
| Low |
148-14 |
148-17 |
0-03 |
0.1% |
147-21 |
| Close |
148-29 |
149-02 |
0-05 |
0.1% |
148-03 |
| Range |
0-30 |
0-21 |
-0-09 |
-30.0% |
2-20 |
| ATR |
1-16 |
1-14 |
-0-02 |
-4.0% |
0-00 |
| Volume |
317,936 |
266,771 |
-51,165 |
-16.1% |
1,882,334 |
|
| Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-29 |
150-20 |
149-14 |
|
| R3 |
150-08 |
149-31 |
149-08 |
|
| R2 |
149-19 |
149-19 |
149-06 |
|
| R1 |
149-10 |
149-10 |
149-04 |
149-14 |
| PP |
148-30 |
148-30 |
148-30 |
149-00 |
| S1 |
148-21 |
148-21 |
149-00 |
148-26 |
| S2 |
148-09 |
148-09 |
148-30 |
|
| S3 |
147-20 |
148-00 |
148-28 |
|
| S4 |
146-31 |
147-11 |
148-22 |
|
|
| 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 |
147-31 |
1-23 |
1.2% |
1-05 |
0.8% |
64% |
False |
False |
310,520 |
| 10 |
150-09 |
147-21 |
2-20 |
1.8% |
1-11 |
0.9% |
54% |
False |
False |
348,813 |
| 20 |
152-19 |
146-28 |
5-23 |
3.8% |
1-20 |
1.1% |
38% |
False |
False |
412,944 |
| 40 |
152-19 |
141-09 |
11-10 |
7.6% |
1-13 |
1.0% |
69% |
False |
False |
231,914 |
| 60 |
152-19 |
136-07 |
16-12 |
11.0% |
1-07 |
0.8% |
78% |
False |
False |
154,671 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-02 |
0.7% |
81% |
False |
False |
116,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-31 |
|
2.618 |
150-29 |
|
1.618 |
150-08 |
|
1.000 |
149-27 |
|
0.618 |
149-19 |
|
HIGH |
149-06 |
|
0.618 |
148-30 |
|
0.500 |
148-28 |
|
0.382 |
148-25 |
|
LOW |
148-17 |
|
0.618 |
148-04 |
|
1.000 |
147-28 |
|
1.618 |
147-15 |
|
2.618 |
146-26 |
|
4.250 |
145-24 |
|
|
| Fisher Pivots for day following 27-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-00 |
148-30 |
| PP |
148-30 |
148-27 |
| S1 |
148-28 |
148-23 |
|