ECBOT 30 Year Treasury Bond Future December 2012
Trading Metrics calculated at close of trading on 11-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2012 |
11-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
150-00 |
149-00 |
-1-00 |
-0.7% |
153-17 |
High |
151-07 |
150-17 |
-0-22 |
-0.5% |
153-20 |
Low |
149-19 |
148-01 |
-1-18 |
-1.0% |
149-00 |
Close |
149-19 |
150-09 |
0-22 |
0.5% |
149-19 |
Range |
1-20 |
2-16 |
0-28 |
53.8% |
4-20 |
ATR |
1-10 |
1-13 |
0-03 |
6.5% |
0-00 |
Volume |
109 |
86 |
-23 |
-21.1% |
1,285 |
|
Daily Pivots for day following 11-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-04 |
156-06 |
151-21 |
|
R3 |
154-20 |
153-22 |
150-31 |
|
R2 |
152-04 |
152-04 |
150-24 |
|
R1 |
151-06 |
151-06 |
150-16 |
151-21 |
PP |
149-20 |
149-20 |
149-20 |
149-27 |
S1 |
148-22 |
148-22 |
150-02 |
149-05 |
S2 |
147-04 |
147-04 |
149-26 |
|
S3 |
144-20 |
146-06 |
149-19 |
|
S4 |
142-04 |
143-22 |
148-29 |
|
|
Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-20 |
161-23 |
152-04 |
|
R3 |
160-00 |
157-03 |
150-28 |
|
R2 |
155-12 |
155-12 |
150-14 |
|
R1 |
152-15 |
152-15 |
150-01 |
151-20 |
PP |
150-24 |
150-24 |
150-24 |
150-10 |
S1 |
147-27 |
147-27 |
149-05 |
147-00 |
S2 |
146-04 |
146-04 |
148-24 |
|
S3 |
141-16 |
143-07 |
148-10 |
|
S4 |
136-28 |
138-19 |
147-02 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
161-05 |
2.618 |
157-02 |
1.618 |
154-18 |
1.000 |
153-01 |
0.618 |
152-02 |
HIGH |
150-17 |
0.618 |
149-18 |
0.500 |
149-09 |
0.382 |
149-00 |
LOW |
148-01 |
0.618 |
146-16 |
1.000 |
145-17 |
1.618 |
144-00 |
2.618 |
141-16 |
4.250 |
137-13 |
|
|
Fisher Pivots for day following 11-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
149-30 |
150-02 |
PP |
149-20 |
149-27 |
S1 |
149-09 |
149-20 |
|