ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 13-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2012 |
13-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140-21 |
140-14 |
-0-07 |
-0.2% |
140-15 |
| High |
141-01 |
141-25 |
0-24 |
0.5% |
141-27 |
| Low |
140-01 |
140-12 |
0-11 |
0.2% |
139-30 |
| Close |
140-15 |
141-14 |
0-31 |
0.7% |
141-14 |
| Range |
1-00 |
1-13 |
0-13 |
40.6% |
1-29 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.1% |
0-00 |
| Volume |
366,228 |
303,962 |
-62,266 |
-17.0% |
1,545,713 |
|
| Daily Pivots for day following 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
144-27 |
142-07 |
|
| R3 |
144-00 |
143-14 |
141-26 |
|
| R2 |
142-19 |
142-19 |
141-22 |
|
| R1 |
142-01 |
142-01 |
141-18 |
142-10 |
| PP |
141-06 |
141-06 |
141-06 |
141-11 |
| S1 |
140-20 |
140-20 |
141-10 |
140-29 |
| S2 |
139-25 |
139-25 |
141-06 |
|
| S3 |
138-12 |
139-07 |
141-02 |
|
| S4 |
136-31 |
137-26 |
140-21 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-25 |
146-01 |
142-16 |
|
| R3 |
144-28 |
144-04 |
141-31 |
|
| R2 |
142-31 |
142-31 |
141-25 |
|
| R1 |
142-07 |
142-07 |
141-20 |
142-19 |
| PP |
141-02 |
141-02 |
141-02 |
141-08 |
| S1 |
140-10 |
140-10 |
141-08 |
140-22 |
| S2 |
139-05 |
139-05 |
141-03 |
|
| S3 |
137-08 |
138-13 |
140-29 |
|
| S4 |
135-11 |
136-16 |
140-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
141-27 |
139-30 |
1-29 |
1.3% |
1-07 |
0.9% |
79% |
False |
False |
309,142 |
| 10 |
141-27 |
136-12 |
5-15 |
3.9% |
1-15 |
1.0% |
93% |
False |
False |
323,941 |
| 20 |
141-27 |
135-05 |
6-22 |
4.7% |
1-11 |
0.9% |
94% |
False |
False |
314,082 |
| 40 |
143-01 |
135-05 |
7-28 |
5.6% |
1-10 |
0.9% |
80% |
False |
False |
279,794 |
| 60 |
144-00 |
135-05 |
8-27 |
6.3% |
1-09 |
0.9% |
71% |
False |
False |
187,000 |
| 80 |
144-23 |
135-05 |
9-18 |
6.8% |
1-06 |
0.8% |
66% |
False |
False |
140,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-24 |
|
2.618 |
145-15 |
|
1.618 |
144-02 |
|
1.000 |
143-06 |
|
0.618 |
142-21 |
|
HIGH |
141-25 |
|
0.618 |
141-08 |
|
0.500 |
141-02 |
|
0.382 |
140-29 |
|
LOW |
140-12 |
|
0.618 |
139-16 |
|
1.000 |
138-31 |
|
1.618 |
138-03 |
|
2.618 |
136-22 |
|
4.250 |
134-13 |
|
|
| Fisher Pivots for day following 13-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
141-08 |
| PP |
141-06 |
141-03 |
| S1 |
141-02 |
140-29 |
|