ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 27-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2012 |
27-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
149-25 |
149-28 |
0-03 |
0.1% |
150-09 |
High |
150-05 |
149-31 |
-0-06 |
-0.1% |
151-07 |
Low |
149-16 |
149-13 |
-0-03 |
-0.1% |
148-21 |
Close |
149-26 |
149-30 |
0-04 |
0.1% |
149-00 |
Range |
0-21 |
0-18 |
-0-03 |
-14.3% |
2-18 |
ATR |
1-10 |
1-08 |
-0-02 |
-4.1% |
0-00 |
Volume |
620 |
535 |
-85 |
-13.7% |
1,434 |
|
Daily Pivots for day following 27-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
151-15 |
151-08 |
150-08 |
|
R3 |
150-29 |
150-22 |
150-03 |
|
R2 |
150-11 |
150-11 |
150-01 |
|
R1 |
150-04 |
150-04 |
150-00 |
150-08 |
PP |
149-25 |
149-25 |
149-25 |
149-26 |
S1 |
149-18 |
149-18 |
149-28 |
149-22 |
S2 |
149-07 |
149-07 |
149-27 |
|
S3 |
148-21 |
149-00 |
149-25 |
|
S4 |
148-03 |
148-14 |
149-20 |
|
|
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 |
152-12 |
2.618 |
151-14 |
1.618 |
150-28 |
1.000 |
150-17 |
0.618 |
150-10 |
HIGH |
149-31 |
0.618 |
149-24 |
0.500 |
149-22 |
0.382 |
149-20 |
LOW |
149-13 |
0.618 |
149-02 |
1.000 |
148-27 |
1.618 |
148-16 |
2.618 |
147-30 |
4.250 |
147-00 |
|
|
Fisher Pivots for day following 27-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
149-27 |
149-27 |
PP |
149-25 |
149-24 |
S1 |
149-22 |
149-20 |
|