ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 09-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2012 |
09-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143-24 |
144-10 |
0-18 |
0.4% |
142-21 |
| High |
144-27 |
145-08 |
0-13 |
0.3% |
143-25 |
| Low |
143-21 |
144-06 |
0-17 |
0.4% |
141-30 |
| Close |
144-15 |
144-15 |
0-00 |
0.0% |
143-22 |
| Range |
1-06 |
1-02 |
-0-04 |
-10.5% |
1-27 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.6% |
0-00 |
| Volume |
321,146 |
371,506 |
50,360 |
15.7% |
1,184,014 |
|
| Daily Pivots for day following 09-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-26 |
147-07 |
145-02 |
|
| R3 |
146-24 |
146-05 |
144-24 |
|
| R2 |
145-22 |
145-22 |
144-21 |
|
| R1 |
145-03 |
145-03 |
144-18 |
145-12 |
| PP |
144-20 |
144-20 |
144-20 |
144-25 |
| S1 |
144-01 |
144-01 |
144-12 |
144-10 |
| S2 |
143-18 |
143-18 |
144-09 |
|
| S3 |
142-16 |
142-31 |
144-06 |
|
| S4 |
141-14 |
141-29 |
143-28 |
|
|
| 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 |
145-08 |
142-09 |
2-31 |
2.1% |
1-02 |
0.7% |
74% |
True |
False |
285,345 |
| 10 |
145-08 |
141-22 |
3-18 |
2.5% |
1-02 |
0.7% |
78% |
True |
False |
258,141 |
| 20 |
145-08 |
140-01 |
5-07 |
3.6% |
1-01 |
0.7% |
85% |
True |
False |
267,834 |
| 40 |
145-08 |
135-05 |
10-03 |
7.0% |
1-07 |
0.8% |
92% |
True |
False |
298,820 |
| 60 |
145-08 |
135-05 |
10-03 |
7.0% |
1-07 |
0.8% |
92% |
True |
False |
264,669 |
| 80 |
145-08 |
135-05 |
10-03 |
7.0% |
1-07 |
0.8% |
92% |
True |
False |
198,838 |
| 100 |
145-08 |
135-05 |
10-03 |
7.0% |
1-05 |
0.8% |
92% |
True |
False |
159,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
148-01 |
|
1.618 |
146-31 |
|
1.000 |
146-10 |
|
0.618 |
145-29 |
|
HIGH |
145-08 |
|
0.618 |
144-27 |
|
0.500 |
144-23 |
|
0.382 |
144-19 |
|
LOW |
144-06 |
|
0.618 |
143-17 |
|
1.000 |
143-04 |
|
1.618 |
142-15 |
|
2.618 |
141-13 |
|
4.250 |
139-22 |
|
|
| Fisher Pivots for day following 09-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-23 |
144-14 |
| PP |
144-20 |
144-14 |
| S1 |
144-18 |
144-14 |
|