ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 13-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2012 |
13-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-12 |
149-04 |
-1-08 |
-0.8% |
153-17 |
| High |
150-12 |
150-13 |
0-01 |
0.0% |
153-20 |
| Low |
149-02 |
148-20 |
-0-14 |
-0.3% |
149-00 |
| Close |
149-05 |
150-07 |
1-02 |
0.7% |
149-19 |
| Range |
1-10 |
1-25 |
0-15 |
35.7% |
4-20 |
| ATR |
1-12 |
1-13 |
0-01 |
2.0% |
0-00 |
| Volume |
161 |
66 |
-95 |
-59.0% |
1,285 |
|
| Daily Pivots for day following 13-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-03 |
154-14 |
151-06 |
|
| R3 |
153-10 |
152-21 |
150-23 |
|
| R2 |
151-17 |
151-17 |
150-17 |
|
| R1 |
150-28 |
150-28 |
150-12 |
151-06 |
| PP |
149-24 |
149-24 |
149-24 |
149-29 |
| S1 |
149-03 |
149-03 |
150-02 |
149-14 |
| S2 |
147-31 |
147-31 |
149-29 |
|
| S3 |
146-06 |
147-10 |
149-23 |
|
| S4 |
144-13 |
145-17 |
149-08 |
|
|
| 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 |
157-31 |
|
2.618 |
155-02 |
|
1.618 |
153-09 |
|
1.000 |
152-06 |
|
0.618 |
151-16 |
|
HIGH |
150-13 |
|
0.618 |
149-23 |
|
0.500 |
149-16 |
|
0.382 |
149-10 |
|
LOW |
148-20 |
|
0.618 |
147-17 |
|
1.000 |
146-27 |
|
1.618 |
145-24 |
|
2.618 |
143-31 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 13-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-00 |
149-29 |
| PP |
149-24 |
149-19 |
| S1 |
149-16 |
149-09 |
|