ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-17 |
150-00 |
0-15 |
0.3% |
153-17 |
| High |
150-00 |
151-07 |
1-07 |
0.8% |
153-20 |
| Low |
149-00 |
149-19 |
0-19 |
0.4% |
149-00 |
| Close |
149-11 |
149-19 |
0-08 |
0.2% |
149-19 |
| Range |
1-00 |
1-20 |
0-20 |
62.5% |
4-20 |
| ATR |
1-08 |
1-10 |
0-01 |
3.5% |
0-00 |
| Volume |
191 |
109 |
-82 |
-42.9% |
1,285 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-00 |
153-30 |
150-16 |
|
| R3 |
153-12 |
152-10 |
150-01 |
|
| R2 |
151-24 |
151-24 |
149-29 |
|
| R1 |
150-22 |
150-22 |
149-24 |
150-13 |
| PP |
150-04 |
150-04 |
150-04 |
150-00 |
| S1 |
149-02 |
149-02 |
149-14 |
148-25 |
| S2 |
148-16 |
148-16 |
149-09 |
|
| S3 |
146-28 |
147-14 |
149-05 |
|
| S4 |
145-08 |
145-26 |
148-22 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-20 |
161-23 |
152-04 |
|
| R3 |
160-00 |
157-03 |
150-28 |
|
| R2 |
155-12 |
155-12 |
150-14 |
|
| R1 |
152-15 |
152-15 |
150-01 |
151-20 |
| PP |
150-24 |
150-24 |
150-24 |
150-10 |
| S1 |
147-27 |
147-27 |
149-05 |
147-00 |
| S2 |
146-04 |
146-04 |
148-24 |
|
| S3 |
141-16 |
143-07 |
148-10 |
|
| S4 |
136-28 |
138-19 |
147-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-04 |
|
2.618 |
155-15 |
|
1.618 |
153-27 |
|
1.000 |
152-27 |
|
0.618 |
152-07 |
|
HIGH |
151-07 |
|
0.618 |
150-19 |
|
0.500 |
150-13 |
|
0.382 |
150-07 |
|
LOW |
149-19 |
|
0.618 |
148-19 |
|
1.000 |
147-31 |
|
1.618 |
146-31 |
|
2.618 |
145-11 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-13 |
150-08 |
| PP |
150-04 |
150-01 |
| S1 |
149-28 |
149-26 |
|