ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-00 |
150-29 |
0-29 |
0.6% |
147-12 |
| High |
151-23 |
153-16 |
1-25 |
1.2% |
153-16 |
| Low |
150-00 |
150-29 |
0-29 |
0.6% |
147-07 |
| Close |
150-19 |
153-04 |
2-17 |
1.7% |
153-04 |
| Range |
1-23 |
2-19 |
0-28 |
50.9% |
6-09 |
| ATR |
1-03 |
1-07 |
0-04 |
12.0% |
0-00 |
| Volume |
274 |
439 |
165 |
60.2% |
1,289 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
160-09 |
159-10 |
154-18 |
|
| R3 |
157-22 |
156-23 |
153-27 |
|
| R2 |
155-03 |
155-03 |
153-19 |
|
| R1 |
154-04 |
154-04 |
153-12 |
154-20 |
| PP |
152-16 |
152-16 |
152-16 |
152-24 |
| S1 |
151-17 |
151-17 |
152-28 |
152-00 |
| S2 |
149-29 |
149-29 |
152-21 |
|
| S3 |
147-10 |
148-30 |
152-13 |
|
| S4 |
144-23 |
146-11 |
151-22 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-04 |
167-29 |
156-19 |
|
| R3 |
163-27 |
161-20 |
154-27 |
|
| R2 |
157-18 |
157-18 |
154-09 |
|
| R1 |
155-11 |
155-11 |
153-22 |
156-14 |
| PP |
151-09 |
151-09 |
151-09 |
151-27 |
| S1 |
149-02 |
149-02 |
152-18 |
150-06 |
| S2 |
145-00 |
145-00 |
151-31 |
|
| S3 |
138-23 |
142-25 |
151-13 |
|
| S4 |
132-14 |
136-16 |
149-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
164-17 |
|
2.618 |
160-09 |
|
1.618 |
157-22 |
|
1.000 |
156-03 |
|
0.618 |
155-03 |
|
HIGH |
153-16 |
|
0.618 |
152-16 |
|
0.500 |
152-06 |
|
0.382 |
151-29 |
|
LOW |
150-29 |
|
0.618 |
149-10 |
|
1.000 |
148-10 |
|
1.618 |
146-23 |
|
2.618 |
144-04 |
|
4.250 |
139-28 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
152-26 |
152-12 |
| PP |
152-16 |
151-19 |
| S1 |
152-06 |
150-26 |
|