ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 19-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2012 |
19-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
150-09 |
151-07 |
0-30 |
0.6% |
149-00 |
| High |
151-05 |
151-07 |
0-02 |
0.0% |
151-00 |
| Low |
149-17 |
149-22 |
0-05 |
0.1% |
148-01 |
| Close |
150-22 |
149-31 |
-0-23 |
-0.5% |
150-21 |
| Range |
1-20 |
1-17 |
-0-03 |
-5.8% |
2-31 |
| ATR |
1-11 |
1-12 |
0-00 |
0.9% |
0-00 |
| Volume |
33 |
108 |
75 |
227.3% |
902 |
|
| Daily Pivots for day following 19-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-28 |
153-31 |
150-26 |
|
| R3 |
153-11 |
152-14 |
150-12 |
|
| R2 |
151-26 |
151-26 |
150-08 |
|
| R1 |
150-29 |
150-29 |
150-03 |
150-19 |
| PP |
150-09 |
150-09 |
150-09 |
150-04 |
| S1 |
149-12 |
149-12 |
149-27 |
149-02 |
| S2 |
148-24 |
148-24 |
149-22 |
|
| S3 |
147-07 |
147-27 |
149-18 |
|
| S4 |
145-22 |
146-10 |
149-04 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-26 |
157-22 |
152-09 |
|
| R3 |
155-27 |
154-23 |
151-15 |
|
| R2 |
152-28 |
152-28 |
151-06 |
|
| R1 |
151-24 |
151-24 |
150-30 |
152-10 |
| PP |
149-29 |
149-29 |
149-29 |
150-06 |
| S1 |
148-25 |
148-25 |
150-12 |
149-11 |
| S2 |
146-30 |
146-30 |
150-04 |
|
| S3 |
143-31 |
145-26 |
149-27 |
|
| S4 |
141-00 |
142-27 |
149-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
157-23 |
|
2.618 |
155-07 |
|
1.618 |
153-22 |
|
1.000 |
152-24 |
|
0.618 |
152-05 |
|
HIGH |
151-07 |
|
0.618 |
150-20 |
|
0.500 |
150-14 |
|
0.382 |
150-09 |
|
LOW |
149-22 |
|
0.618 |
148-24 |
|
1.000 |
148-05 |
|
1.618 |
147-07 |
|
2.618 |
145-22 |
|
4.250 |
143-06 |
|
|
| Fisher Pivots for day following 19-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-14 |
150-12 |
| PP |
150-09 |
150-08 |
| S1 |
150-04 |
150-03 |
|