ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 12-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2012 |
12-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-00 |
150-12 |
1-12 |
0.9% |
153-17 |
| High |
150-17 |
150-12 |
-0-05 |
-0.1% |
153-20 |
| Low |
148-01 |
149-02 |
1-01 |
0.7% |
149-00 |
| Close |
150-09 |
149-05 |
-1-04 |
-0.7% |
149-19 |
| Range |
2-16 |
1-10 |
-1-06 |
-47.5% |
4-20 |
| ATR |
1-13 |
1-12 |
0-00 |
-0.4% |
0-00 |
| Volume |
86 |
161 |
75 |
87.2% |
1,285 |
|
| Daily Pivots for day following 12-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-15 |
152-20 |
149-28 |
|
| R3 |
152-05 |
151-10 |
149-17 |
|
| R2 |
150-27 |
150-27 |
149-13 |
|
| R1 |
150-00 |
150-00 |
149-09 |
149-24 |
| PP |
149-17 |
149-17 |
149-17 |
149-13 |
| S1 |
148-22 |
148-22 |
149-01 |
148-14 |
| S2 |
148-07 |
148-07 |
148-29 |
|
| S3 |
146-29 |
147-12 |
148-25 |
|
| S4 |
145-19 |
146-02 |
148-14 |
|
|
| 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 |
155-30 |
|
2.618 |
153-26 |
|
1.618 |
152-16 |
|
1.000 |
151-22 |
|
0.618 |
151-06 |
|
HIGH |
150-12 |
|
0.618 |
149-28 |
|
0.500 |
149-23 |
|
0.382 |
149-18 |
|
LOW |
149-02 |
|
0.618 |
148-08 |
|
1.000 |
147-24 |
|
1.618 |
146-30 |
|
2.618 |
145-20 |
|
4.250 |
143-16 |
|
|
| Fisher Pivots for day following 12-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-23 |
149-20 |
| PP |
149-17 |
149-15 |
| S1 |
149-11 |
149-10 |
|