ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
145-00 |
145-24 |
0-24 |
0.5% |
143-00 |
| High |
145-31 |
146-04 |
0-05 |
0.1% |
144-17 |
| Low |
145-00 |
145-22 |
0-22 |
0.5% |
142-29 |
| Close |
145-17 |
145-28 |
0-11 |
0.2% |
144-17 |
| Range |
0-31 |
0-14 |
-0-17 |
-54.8% |
1-20 |
| ATR |
|
|
|
|
|
| Volume |
48 |
462 |
414 |
862.5% |
108 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-31 |
146-04 |
|
| R3 |
146-25 |
146-17 |
146-00 |
|
| R2 |
146-11 |
146-11 |
145-31 |
|
| R1 |
146-03 |
146-03 |
145-29 |
146-07 |
| PP |
145-29 |
145-29 |
145-29 |
145-30 |
| S1 |
145-21 |
145-21 |
145-27 |
145-25 |
| S2 |
145-15 |
145-15 |
145-25 |
|
| S3 |
145-01 |
145-07 |
145-24 |
|
| S4 |
144-19 |
144-25 |
145-20 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
148-10 |
145-14 |
|
| R3 |
147-08 |
146-22 |
144-31 |
|
| R2 |
145-20 |
145-20 |
144-27 |
|
| R1 |
145-02 |
145-02 |
144-22 |
145-11 |
| PP |
144-00 |
144-00 |
144-00 |
144-04 |
| S1 |
143-14 |
143-14 |
144-12 |
143-23 |
| S2 |
142-12 |
142-12 |
144-07 |
|
| S3 |
140-24 |
141-26 |
144-03 |
|
| S4 |
139-04 |
140-06 |
143-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-00 |
|
2.618 |
147-09 |
|
1.618 |
146-27 |
|
1.000 |
146-18 |
|
0.618 |
146-13 |
|
HIGH |
146-04 |
|
0.618 |
145-31 |
|
0.500 |
145-29 |
|
0.382 |
145-27 |
|
LOW |
145-22 |
|
0.618 |
145-13 |
|
1.000 |
145-08 |
|
1.618 |
144-31 |
|
2.618 |
144-17 |
|
4.250 |
143-26 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-29 |
145-19 |
| PP |
145-29 |
145-11 |
| S1 |
145-28 |
145-02 |
|