ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-12 |
148-05 |
0-25 |
0.5% |
147-11 |
| High |
148-10 |
150-00 |
1-22 |
1.1% |
148-14 |
| Low |
147-07 |
148-05 |
0-30 |
0.6% |
146-11 |
| Close |
147-30 |
149-27 |
1-29 |
1.3% |
147-26 |
| Range |
1-03 |
1-27 |
0-24 |
68.6% |
2-03 |
| ATR |
0-30 |
1-01 |
0-03 |
8.5% |
0-00 |
| Volume |
169 |
407 |
238 |
140.8% |
1,990 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-28 |
154-06 |
150-27 |
|
| R3 |
153-01 |
152-11 |
150-11 |
|
| R2 |
151-06 |
151-06 |
150-06 |
|
| R1 |
150-16 |
150-16 |
150-00 |
150-27 |
| PP |
149-11 |
149-11 |
149-11 |
149-16 |
| S1 |
148-21 |
148-21 |
149-22 |
149-00 |
| S2 |
147-16 |
147-16 |
149-16 |
|
| S3 |
145-21 |
146-26 |
149-11 |
|
| S4 |
143-26 |
144-31 |
148-27 |
|
|
| 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 |
157-27 |
|
2.618 |
154-26 |
|
1.618 |
152-31 |
|
1.000 |
151-27 |
|
0.618 |
151-04 |
|
HIGH |
150-00 |
|
0.618 |
149-09 |
|
0.500 |
149-02 |
|
0.382 |
148-28 |
|
LOW |
148-05 |
|
0.618 |
147-01 |
|
1.000 |
146-10 |
|
1.618 |
145-06 |
|
2.618 |
143-11 |
|
4.250 |
140-10 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-19 |
149-13 |
| PP |
149-11 |
148-31 |
| S1 |
149-02 |
148-18 |
|