ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 22-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2012 |
22-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-26 |
150-05 |
0-11 |
0.2% |
150-09 |
| High |
150-18 |
150-05 |
-0-13 |
-0.3% |
151-07 |
| Low |
149-10 |
148-29 |
-0-13 |
-0.3% |
148-21 |
| Close |
150-06 |
149-00 |
-1-06 |
-0.8% |
149-00 |
| Range |
1-08 |
1-08 |
0-00 |
0.0% |
2-18 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.5% |
0-00 |
| Volume |
691 |
246 |
-445 |
-64.4% |
1,434 |
|
| Daily Pivots for day following 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-03 |
152-10 |
149-22 |
|
| R3 |
151-27 |
151-02 |
149-11 |
|
| R2 |
150-19 |
150-19 |
149-07 |
|
| R1 |
149-26 |
149-26 |
149-04 |
149-18 |
| PP |
149-11 |
149-11 |
149-11 |
149-08 |
| S1 |
148-18 |
148-18 |
148-28 |
148-10 |
| S2 |
148-03 |
148-03 |
148-25 |
|
| S3 |
146-27 |
147-10 |
148-21 |
|
| S4 |
145-19 |
146-02 |
148-10 |
|
|
| Weekly Pivots for week ending 22-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-10 |
155-23 |
150-13 |
|
| R3 |
154-24 |
153-05 |
149-23 |
|
| R2 |
152-06 |
152-06 |
149-15 |
|
| R1 |
150-19 |
150-19 |
149-08 |
150-04 |
| PP |
149-20 |
149-20 |
149-20 |
149-12 |
| S1 |
148-01 |
148-01 |
148-24 |
147-18 |
| S2 |
147-02 |
147-02 |
148-17 |
|
| S3 |
144-16 |
145-15 |
148-09 |
|
| S4 |
141-30 |
142-29 |
147-19 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-15 |
|
2.618 |
153-14 |
|
1.618 |
152-06 |
|
1.000 |
151-13 |
|
0.618 |
150-30 |
|
HIGH |
150-05 |
|
0.618 |
149-22 |
|
0.500 |
149-17 |
|
0.382 |
149-12 |
|
LOW |
148-29 |
|
0.618 |
148-04 |
|
1.000 |
147-21 |
|
1.618 |
146-28 |
|
2.618 |
145-20 |
|
4.250 |
143-19 |
|
|
| Fisher Pivots for day following 22-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-17 |
149-20 |
| PP |
149-11 |
149-13 |
| S1 |
149-06 |
149-06 |
|