ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 06-Jul-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2012 |
06-Jul-2012 |
Change |
Change % |
Previous Week |
Open |
149-18 |
150-08 |
0-22 |
0.5% |
149-00 |
High |
150-08 |
151-00 |
0-24 |
0.5% |
151-01 |
Low |
149-15 |
150-06 |
0-23 |
0.5% |
148-27 |
Close |
149-28 |
150-29 |
1-01 |
0.7% |
150-29 |
Range |
0-25 |
0-26 |
0-01 |
4.0% |
2-06 |
ATR |
1-10 |
1-10 |
0-00 |
-1.1% |
0-00 |
Volume |
571 |
124 |
-447 |
-78.3% |
2,587 |
|
Daily Pivots for day following 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
153-04 |
152-27 |
151-11 |
|
R3 |
152-10 |
152-01 |
151-04 |
|
R2 |
151-16 |
151-16 |
151-02 |
|
R1 |
151-07 |
151-07 |
150-31 |
151-12 |
PP |
150-22 |
150-22 |
150-22 |
150-25 |
S1 |
150-13 |
150-13 |
150-27 |
150-18 |
S2 |
149-28 |
149-28 |
150-24 |
|
S3 |
149-02 |
149-19 |
150-22 |
|
S4 |
148-08 |
148-25 |
150-15 |
|
|
Weekly Pivots for week ending 06-Jul-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156-26 |
156-02 |
152-04 |
|
R3 |
154-20 |
153-28 |
151-16 |
|
R2 |
152-14 |
152-14 |
151-10 |
|
R1 |
151-22 |
151-22 |
151-03 |
152-02 |
PP |
150-08 |
150-08 |
150-08 |
150-14 |
S1 |
149-16 |
149-16 |
150-23 |
149-28 |
S2 |
148-02 |
148-02 |
150-16 |
|
S3 |
145-28 |
147-10 |
150-10 |
|
S4 |
143-22 |
145-04 |
149-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-14 |
2.618 |
153-04 |
1.618 |
152-10 |
1.000 |
151-26 |
0.618 |
151-16 |
HIGH |
151-00 |
0.618 |
150-22 |
0.500 |
150-19 |
0.382 |
150-16 |
LOW |
150-06 |
0.618 |
149-22 |
1.000 |
149-12 |
1.618 |
148-28 |
2.618 |
148-02 |
4.250 |
146-24 |
|
|
Fisher Pivots for day following 06-Jul-2012 |
Pivot |
1 day |
3 day |
R1 |
150-26 |
150-21 |
PP |
150-22 |
150-13 |
S1 |
150-19 |
150-05 |
|