ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 16-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2012 |
16-May-2012 |
Change |
Change % |
Previous Week |
| Open |
145-24 |
146-04 |
0-12 |
0.3% |
143-00 |
| High |
146-04 |
146-15 |
0-11 |
0.2% |
144-17 |
| Low |
145-22 |
145-14 |
-0-08 |
-0.2% |
142-29 |
| Close |
145-28 |
146-10 |
0-14 |
0.3% |
144-17 |
| Range |
0-14 |
1-01 |
0-19 |
135.7% |
1-20 |
| ATR |
0-00 |
0-23 |
0-23 |
|
0-00 |
| Volume |
462 |
265 |
-197 |
-42.6% |
108 |
|
| Daily Pivots for day following 16-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-05 |
148-25 |
146-28 |
|
| R3 |
148-04 |
147-24 |
146-19 |
|
| R2 |
147-03 |
147-03 |
146-16 |
|
| R1 |
146-23 |
146-23 |
146-13 |
146-29 |
| PP |
146-02 |
146-02 |
146-02 |
146-06 |
| S1 |
145-22 |
145-22 |
146-07 |
145-28 |
| S2 |
145-01 |
145-01 |
146-04 |
|
| S3 |
144-00 |
144-21 |
146-01 |
|
| S4 |
142-31 |
143-20 |
145-24 |
|
|
| 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 |
150-27 |
|
2.618 |
149-05 |
|
1.618 |
148-04 |
|
1.000 |
147-16 |
|
0.618 |
147-03 |
|
HIGH |
146-15 |
|
0.618 |
146-02 |
|
0.500 |
145-30 |
|
0.382 |
145-27 |
|
LOW |
145-14 |
|
0.618 |
144-26 |
|
1.000 |
144-13 |
|
1.618 |
143-25 |
|
2.618 |
142-24 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 16-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-06 |
146-04 |
| PP |
146-02 |
145-30 |
| S1 |
145-30 |
145-24 |
|