ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 02-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2012 |
02-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
150-01 |
149-00 |
-1-01 |
-0.7% |
149-00 |
High |
150-01 |
151-01 |
1-00 |
0.7% |
150-28 |
Low |
148-21 |
148-27 |
0-06 |
0.1% |
148-21 |
Close |
148-27 |
150-19 |
1-24 |
1.2% |
148-27 |
Range |
1-12 |
2-06 |
0-26 |
59.1% |
2-07 |
ATR |
1-10 |
1-12 |
0-02 |
4.8% |
0-00 |
Volume |
384 |
840 |
456 |
118.8% |
2,468 |
|
Daily Pivots for day following 02-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-23 |
155-27 |
151-26 |
|
R3 |
154-17 |
153-21 |
151-06 |
|
R2 |
152-11 |
152-11 |
151-00 |
|
R1 |
151-15 |
151-15 |
150-25 |
151-29 |
PP |
150-05 |
150-05 |
150-05 |
150-12 |
S1 |
149-09 |
149-09 |
150-13 |
149-23 |
S2 |
147-31 |
147-31 |
150-06 |
|
S3 |
145-25 |
147-03 |
150-00 |
|
S4 |
143-19 |
144-29 |
149-12 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-04 |
154-22 |
150-02 |
|
R3 |
153-29 |
152-15 |
149-15 |
|
R2 |
151-22 |
151-22 |
149-08 |
|
R1 |
150-08 |
150-08 |
149-02 |
149-28 |
PP |
149-15 |
149-15 |
149-15 |
149-08 |
S1 |
148-01 |
148-01 |
148-20 |
147-20 |
S2 |
147-08 |
147-08 |
148-14 |
|
S3 |
145-01 |
145-26 |
148-07 |
|
S4 |
142-26 |
143-19 |
147-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
160-10 |
2.618 |
156-24 |
1.618 |
154-18 |
1.000 |
153-07 |
0.618 |
152-12 |
HIGH |
151-01 |
0.618 |
150-06 |
0.500 |
149-30 |
0.382 |
149-22 |
LOW |
148-27 |
0.618 |
147-16 |
1.000 |
146-21 |
1.618 |
145-10 |
2.618 |
143-04 |
4.250 |
139-18 |
|
|
Fisher Pivots for day following 02-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
150-12 |
150-11 |
PP |
150-05 |
150-03 |
S1 |
149-30 |
149-27 |
|