ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
153-17 |
152-07 |
-1-10 |
-0.9% |
147-12 |
| High |
153-20 |
152-07 |
-1-13 |
-0.9% |
153-16 |
| Low |
152-11 |
151-10 |
-1-01 |
-0.7% |
147-07 |
| Close |
152-11 |
151-22 |
-0-21 |
-0.4% |
153-04 |
| Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
6-09 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
338 |
116 |
-222 |
-65.7% |
1,289 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-15 |
153-31 |
152-06 |
|
| R3 |
153-18 |
153-02 |
151-30 |
|
| R2 |
152-21 |
152-21 |
151-27 |
|
| R1 |
152-05 |
152-05 |
151-25 |
151-30 |
| PP |
151-24 |
151-24 |
151-24 |
151-20 |
| S1 |
151-08 |
151-08 |
151-19 |
151-02 |
| S2 |
150-27 |
150-27 |
151-17 |
|
| S3 |
149-30 |
150-11 |
151-14 |
|
| S4 |
149-01 |
149-14 |
151-06 |
|
|
| 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 |
156-02 |
|
2.618 |
154-19 |
|
1.618 |
153-22 |
|
1.000 |
153-04 |
|
0.618 |
152-25 |
|
HIGH |
152-07 |
|
0.618 |
151-28 |
|
0.500 |
151-24 |
|
0.382 |
151-21 |
|
LOW |
151-10 |
|
0.618 |
150-24 |
|
1.000 |
150-13 |
|
1.618 |
149-27 |
|
2.618 |
148-30 |
|
4.250 |
147-15 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-24 |
152-08 |
| PP |
151-24 |
152-02 |
| S1 |
151-23 |
151-28 |
|