ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-08 |
147-03 |
-0-05 |
-0.1% |
145-00 |
| High |
147-08 |
148-14 |
1-06 |
0.8% |
148-08 |
| Low |
146-11 |
147-03 |
0-24 |
0.5% |
145-00 |
| Close |
146-14 |
148-12 |
1-30 |
1.3% |
148-00 |
| Range |
0-29 |
1-11 |
0-14 |
48.3% |
3-08 |
| ATR |
0-27 |
0-29 |
0-03 |
10.0% |
0-00 |
| Volume |
103 |
45 |
-58 |
-56.3% |
1,394 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-00 |
151-17 |
149-04 |
|
| R3 |
150-21 |
150-06 |
148-24 |
|
| R2 |
149-10 |
149-10 |
148-20 |
|
| R1 |
148-27 |
148-27 |
148-16 |
149-02 |
| PP |
147-31 |
147-31 |
147-31 |
148-03 |
| S1 |
147-16 |
147-16 |
148-08 |
147-24 |
| S2 |
146-20 |
146-20 |
148-04 |
|
| S3 |
145-09 |
146-05 |
148-00 |
|
| S4 |
143-30 |
144-26 |
147-20 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
155-21 |
149-25 |
|
| R3 |
153-19 |
152-13 |
148-29 |
|
| R2 |
150-11 |
150-11 |
148-19 |
|
| R1 |
149-05 |
149-05 |
148-10 |
149-24 |
| PP |
147-03 |
147-03 |
147-03 |
147-12 |
| S1 |
145-29 |
145-29 |
147-22 |
146-16 |
| S2 |
143-27 |
143-27 |
147-13 |
|
| S3 |
140-19 |
142-21 |
147-03 |
|
| S4 |
137-11 |
139-13 |
146-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-05 |
|
2.618 |
151-31 |
|
1.618 |
150-20 |
|
1.000 |
149-25 |
|
0.618 |
149-09 |
|
HIGH |
148-14 |
|
0.618 |
147-30 |
|
0.500 |
147-24 |
|
0.382 |
147-19 |
|
LOW |
147-03 |
|
0.618 |
146-08 |
|
1.000 |
145-24 |
|
1.618 |
144-29 |
|
2.618 |
143-18 |
|
4.250 |
141-12 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-06 |
148-02 |
| PP |
147-31 |
147-23 |
| S1 |
147-24 |
147-12 |
|