ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 04-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2012 |
04-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-29 |
153-17 |
2-20 |
1.7% |
147-12 |
| High |
153-16 |
153-20 |
0-04 |
0.1% |
153-16 |
| Low |
150-29 |
152-11 |
1-14 |
1.0% |
147-07 |
| Close |
153-04 |
152-11 |
-0-25 |
-0.5% |
153-04 |
| Range |
2-19 |
1-09 |
-1-10 |
-50.6% |
6-09 |
| ATR |
1-07 |
1-07 |
0-00 |
0.4% |
0-00 |
| Volume |
439 |
338 |
-101 |
-23.0% |
1,289 |
|
| Daily Pivots for day following 04-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-20 |
155-24 |
153-02 |
|
| R3 |
155-11 |
154-15 |
152-22 |
|
| R2 |
154-02 |
154-02 |
152-19 |
|
| R1 |
153-06 |
153-06 |
152-15 |
153-00 |
| PP |
152-25 |
152-25 |
152-25 |
152-21 |
| S1 |
151-29 |
151-29 |
152-07 |
151-22 |
| S2 |
151-16 |
151-16 |
152-03 |
|
| S3 |
150-07 |
150-20 |
152-00 |
|
| S4 |
148-30 |
149-11 |
151-20 |
|
|
| 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 |
159-02 |
|
2.618 |
156-31 |
|
1.618 |
155-22 |
|
1.000 |
154-29 |
|
0.618 |
154-13 |
|
HIGH |
153-20 |
|
0.618 |
153-04 |
|
0.500 |
153-00 |
|
0.382 |
152-27 |
|
LOW |
152-11 |
|
0.618 |
151-18 |
|
1.000 |
151-02 |
|
1.618 |
150-09 |
|
2.618 |
149-00 |
|
4.250 |
146-29 |
|
|
| Fisher Pivots for day following 04-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
153-00 |
152-05 |
| PP |
152-25 |
152-00 |
| S1 |
152-18 |
151-26 |
|