ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 28-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2012 |
28-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-29 |
149-01 |
0-04 |
0.1% |
149-00 |
| High |
149-06 |
150-00 |
0-26 |
0.5% |
150-09 |
| Low |
148-17 |
148-26 |
0-09 |
0.2% |
147-21 |
| Close |
149-02 |
149-27 |
0-25 |
0.5% |
148-03 |
| Range |
0-21 |
1-06 |
0-17 |
81.0% |
2-20 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.3% |
0-00 |
| Volume |
266,771 |
339,669 |
72,898 |
27.3% |
1,882,334 |
|
| Daily Pivots for day following 28-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-04 |
152-21 |
150-16 |
|
| R3 |
151-30 |
151-15 |
150-05 |
|
| R2 |
150-24 |
150-24 |
150-02 |
|
| R1 |
150-09 |
150-09 |
149-30 |
150-16 |
| PP |
149-18 |
149-18 |
149-18 |
149-21 |
| S1 |
149-03 |
149-03 |
149-24 |
149-10 |
| S2 |
148-12 |
148-12 |
149-20 |
|
| S3 |
147-06 |
147-29 |
149-17 |
|
| S4 |
146-00 |
146-23 |
149-06 |
|
|
| 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 |
150-00 |
147-31 |
2-01 |
1.4% |
1-04 |
0.7% |
92% |
True |
False |
300,126 |
| 10 |
150-09 |
147-21 |
2-20 |
1.8% |
1-12 |
0.9% |
83% |
False |
False |
335,520 |
| 20 |
152-19 |
146-28 |
5-23 |
3.8% |
1-19 |
1.1% |
52% |
False |
False |
410,232 |
| 40 |
152-19 |
141-18 |
11-01 |
7.4% |
1-14 |
1.0% |
75% |
False |
False |
240,398 |
| 60 |
152-19 |
137-02 |
15-17 |
10.4% |
1-08 |
0.8% |
82% |
False |
False |
160,332 |
| 80 |
152-19 |
134-08 |
18-11 |
12.2% |
1-03 |
0.7% |
85% |
False |
False |
120,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
153-03 |
|
1.618 |
151-29 |
|
1.000 |
151-06 |
|
0.618 |
150-23 |
|
HIGH |
150-00 |
|
0.618 |
149-17 |
|
0.500 |
149-13 |
|
0.382 |
149-09 |
|
LOW |
148-26 |
|
0.618 |
148-03 |
|
1.000 |
147-20 |
|
1.618 |
146-29 |
|
2.618 |
145-23 |
|
4.250 |
143-24 |
|
|
| Fisher Pivots for day following 28-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-22 |
149-20 |
| PP |
149-18 |
149-14 |
| S1 |
149-13 |
149-07 |
|