ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142-25 |
142-24 |
-0-01 |
0.0% |
142-21 |
| High |
143-00 |
143-25 |
0-25 |
0.5% |
143-25 |
| Low |
142-09 |
142-12 |
0-03 |
0.1% |
141-30 |
| Close |
142-27 |
143-22 |
0-27 |
0.6% |
143-22 |
| Range |
0-23 |
1-13 |
0-22 |
95.7% |
1-27 |
| ATR |
1-05 |
1-05 |
0-01 |
1.6% |
0-00 |
| Volume |
226,426 |
313,927 |
87,501 |
38.6% |
1,184,014 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
147-00 |
144-15 |
|
| R3 |
146-03 |
145-19 |
144-02 |
|
| R2 |
144-22 |
144-22 |
143-30 |
|
| R1 |
144-06 |
144-06 |
143-26 |
144-14 |
| PP |
143-09 |
143-09 |
143-09 |
143-13 |
| S1 |
142-25 |
142-25 |
143-18 |
143-01 |
| S2 |
141-28 |
141-28 |
143-14 |
|
| S3 |
140-15 |
141-12 |
143-10 |
|
| S4 |
139-02 |
139-31 |
142-29 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-21 |
148-01 |
144-22 |
|
| R3 |
146-26 |
146-06 |
144-06 |
|
| R2 |
144-31 |
144-31 |
144-01 |
|
| R1 |
144-11 |
144-11 |
143-27 |
144-21 |
| PP |
143-04 |
143-04 |
143-04 |
143-10 |
| S1 |
142-16 |
142-16 |
143-17 |
142-26 |
| S2 |
141-09 |
141-09 |
143-11 |
|
| S3 |
139-14 |
140-21 |
143-06 |
|
| S4 |
137-19 |
138-26 |
142-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-25 |
141-30 |
1-27 |
1.3% |
1-01 |
0.7% |
95% |
True |
False |
236,802 |
| 10 |
143-25 |
141-03 |
2-22 |
1.9% |
1-03 |
0.8% |
97% |
True |
False |
248,010 |
| 20 |
143-25 |
139-30 |
3-27 |
2.7% |
1-02 |
0.7% |
98% |
True |
False |
267,292 |
| 40 |
143-25 |
135-05 |
8-20 |
6.0% |
1-07 |
0.9% |
99% |
True |
False |
298,262 |
| 60 |
143-25 |
135-05 |
8-20 |
6.0% |
1-07 |
0.8% |
99% |
True |
False |
250,011 |
| 80 |
144-00 |
135-05 |
8-27 |
6.2% |
1-07 |
0.8% |
96% |
False |
False |
187,784 |
| 100 |
144-23 |
135-05 |
9-18 |
6.7% |
1-05 |
0.8% |
89% |
False |
False |
150,234 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
147-15 |
|
1.618 |
146-02 |
|
1.000 |
145-06 |
|
0.618 |
144-21 |
|
HIGH |
143-25 |
|
0.618 |
143-08 |
|
0.500 |
143-02 |
|
0.382 |
142-29 |
|
LOW |
142-12 |
|
0.618 |
141-16 |
|
1.000 |
140-31 |
|
1.618 |
140-03 |
|
2.618 |
138-22 |
|
4.250 |
136-13 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-16 |
143-13 |
| PP |
143-09 |
143-04 |
| S1 |
143-02 |
142-28 |
|