ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 02-Jul-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
| Open |
149-22 |
148-03 |
-1-19 |
-1.1% |
148-01 |
| High |
149-30 |
150-02 |
0-04 |
0.1% |
150-00 |
| Low |
147-23 |
147-26 |
0-03 |
0.1% |
147-23 |
| Close |
147-31 |
149-19 |
1-20 |
1.1% |
147-31 |
| Range |
2-07 |
2-08 |
0-01 |
1.4% |
2-09 |
| ATR |
1-16 |
1-17 |
0-02 |
3.7% |
0-00 |
| Volume |
465,475 |
371,360 |
-94,115 |
-20.2% |
1,642,720 |
|
| Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-29 |
155-00 |
150-27 |
|
| R3 |
153-21 |
152-24 |
150-07 |
|
| R2 |
151-13 |
151-13 |
150-00 |
|
| R1 |
150-16 |
150-16 |
149-26 |
150-30 |
| PP |
149-05 |
149-05 |
149-05 |
149-12 |
| S1 |
148-08 |
148-08 |
149-12 |
148-22 |
| S2 |
146-29 |
146-29 |
149-06 |
|
| S3 |
144-21 |
146-00 |
148-31 |
|
| S4 |
142-13 |
143-24 |
148-11 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-13 |
153-31 |
149-07 |
|
| R3 |
153-04 |
151-22 |
148-19 |
|
| R2 |
150-27 |
150-27 |
148-12 |
|
| R1 |
149-13 |
149-13 |
148-06 |
149-00 |
| PP |
148-18 |
148-18 |
148-18 |
148-11 |
| S1 |
147-04 |
147-04 |
147-24 |
146-22 |
| S2 |
146-09 |
146-09 |
147-18 |
|
| S3 |
144-00 |
144-27 |
147-11 |
|
| S4 |
141-23 |
142-18 |
146-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-02 |
147-23 |
2-11 |
1.6% |
1-14 |
1.0% |
80% |
True |
False |
352,242 |
| 10 |
150-09 |
147-21 |
2-20 |
1.8% |
1-15 |
1.0% |
74% |
False |
False |
359,390 |
| 20 |
151-24 |
146-28 |
4-28 |
3.3% |
1-19 |
1.1% |
56% |
False |
False |
393,143 |
| 40 |
152-19 |
142-26 |
9-25 |
6.5% |
1-16 |
1.0% |
69% |
False |
False |
261,294 |
| 60 |
152-19 |
139-04 |
13-15 |
9.0% |
1-09 |
0.9% |
78% |
False |
False |
174,277 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-05 |
0.8% |
84% |
False |
False |
130,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-20 |
|
2.618 |
155-30 |
|
1.618 |
153-22 |
|
1.000 |
152-10 |
|
0.618 |
151-14 |
|
HIGH |
150-02 |
|
0.618 |
149-06 |
|
0.500 |
148-30 |
|
0.382 |
148-22 |
|
LOW |
147-26 |
|
0.618 |
146-14 |
|
1.000 |
145-18 |
|
1.618 |
144-06 |
|
2.618 |
141-30 |
|
4.250 |
138-08 |
|
|
| Fisher Pivots for day following 02-Jul-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-12 |
149-12 |
| PP |
149-05 |
149-04 |
| S1 |
148-30 |
148-28 |
|