ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 01-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2012 |
01-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-02 |
150-07 |
1-05 |
0.8% |
147-03 |
| High |
150-26 |
152-15 |
1-21 |
1.1% |
152-15 |
| Low |
148-17 |
149-29 |
1-12 |
0.9% |
146-15 |
| Close |
149-23 |
152-03 |
2-12 |
1.6% |
152-03 |
| Range |
2-09 |
2-18 |
0-09 |
12.3% |
6-00 |
| ATR |
1-10 |
1-14 |
0-03 |
7.7% |
0-00 |
| Volume |
393,909 |
791,554 |
397,645 |
100.9% |
1,832,827 |
|
| Daily Pivots for day following 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
159-06 |
158-06 |
153-16 |
|
| R3 |
156-20 |
155-20 |
152-26 |
|
| R2 |
154-02 |
154-02 |
152-18 |
|
| R1 |
153-02 |
153-02 |
152-11 |
153-18 |
| PP |
151-16 |
151-16 |
151-16 |
151-24 |
| S1 |
150-16 |
150-16 |
151-27 |
151-00 |
| S2 |
148-30 |
148-30 |
151-20 |
|
| S3 |
146-12 |
147-30 |
151-12 |
|
| S4 |
143-26 |
145-12 |
150-22 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
166-07 |
155-13 |
|
| R3 |
162-11 |
160-07 |
153-24 |
|
| R2 |
156-11 |
156-11 |
153-06 |
|
| R1 |
154-07 |
154-07 |
152-21 |
155-09 |
| PP |
150-11 |
150-11 |
150-11 |
150-28 |
| S1 |
148-07 |
148-07 |
151-17 |
149-09 |
| S2 |
144-11 |
144-11 |
151-00 |
|
| S3 |
138-11 |
142-07 |
150-14 |
|
| S4 |
132-11 |
136-07 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-15 |
146-13 |
6-02 |
4.0% |
1-28 |
1.2% |
94% |
True |
False |
402,320 |
| 10 |
152-15 |
146-02 |
6-13 |
4.2% |
1-17 |
1.0% |
94% |
True |
False |
217,284 |
| 20 |
152-15 |
141-30 |
10-17 |
6.9% |
1-12 |
0.9% |
96% |
True |
False |
110,127 |
| 40 |
152-15 |
137-12 |
15-03 |
9.9% |
1-04 |
0.7% |
98% |
True |
False |
55,170 |
| 60 |
152-15 |
134-08 |
18-07 |
12.0% |
0-31 |
0.6% |
98% |
True |
False |
36,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
163-12 |
|
2.618 |
159-06 |
|
1.618 |
156-20 |
|
1.000 |
155-01 |
|
0.618 |
154-02 |
|
HIGH |
152-15 |
|
0.618 |
151-16 |
|
0.500 |
151-06 |
|
0.382 |
150-28 |
|
LOW |
149-29 |
|
0.618 |
148-10 |
|
1.000 |
147-11 |
|
1.618 |
145-24 |
|
2.618 |
143-06 |
|
4.250 |
139-00 |
|
|
| Fisher Pivots for day following 01-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-25 |
151-09 |
| PP |
151-16 |
150-16 |
| S1 |
151-06 |
149-22 |
|