ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 29-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2012 |
29-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
147-12 |
0-09 |
0.2% |
147-11 |
| High |
147-29 |
148-10 |
0-13 |
0.3% |
148-14 |
| Low |
147-03 |
147-07 |
0-04 |
0.1% |
146-11 |
| Close |
147-26 |
147-30 |
0-04 |
0.1% |
147-26 |
| Range |
0-26 |
1-03 |
0-09 |
34.6% |
2-03 |
| ATR |
0-30 |
0-30 |
0-00 |
1.3% |
0-00 |
| Volume |
113 |
169 |
56 |
49.6% |
1,990 |
|
| Daily Pivots for day following 29-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-03 |
150-20 |
148-17 |
|
| R3 |
150-00 |
149-17 |
148-08 |
|
| R2 |
148-29 |
148-29 |
148-04 |
|
| R1 |
148-14 |
148-14 |
148-01 |
148-22 |
| PP |
147-26 |
147-26 |
147-26 |
147-30 |
| S1 |
147-11 |
147-11 |
147-27 |
147-18 |
| S2 |
146-23 |
146-23 |
147-24 |
|
| S3 |
145-20 |
146-08 |
147-20 |
|
| S4 |
144-17 |
145-05 |
147-11 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-26 |
152-29 |
148-31 |
|
| R3 |
151-23 |
150-26 |
148-12 |
|
| R2 |
149-20 |
149-20 |
148-06 |
|
| R1 |
148-23 |
148-23 |
148-00 |
149-06 |
| PP |
147-17 |
147-17 |
147-17 |
147-24 |
| S1 |
146-20 |
146-20 |
147-20 |
147-02 |
| S2 |
145-14 |
145-14 |
147-14 |
|
| S3 |
143-11 |
144-17 |
147-08 |
|
| S4 |
141-08 |
142-14 |
146-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-31 |
|
2.618 |
151-06 |
|
1.618 |
150-03 |
|
1.000 |
149-13 |
|
0.618 |
149-00 |
|
HIGH |
148-10 |
|
0.618 |
147-29 |
|
0.500 |
147-24 |
|
0.382 |
147-20 |
|
LOW |
147-07 |
|
0.618 |
146-17 |
|
1.000 |
146-04 |
|
1.618 |
145-14 |
|
2.618 |
144-11 |
|
4.250 |
142-18 |
|
|
| Fisher Pivots for day following 29-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-28 |
147-28 |
| PP |
147-26 |
147-25 |
| S1 |
147-24 |
147-22 |
|