ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
144-21 |
144-24 |
0-03 |
0.1% |
143-27 |
| High |
144-26 |
145-06 |
0-12 |
0.3% |
145-08 |
| Low |
143-18 |
144-20 |
1-02 |
0.7% |
143-18 |
| Close |
144-11 |
145-04 |
0-25 |
0.5% |
145-04 |
| Range |
1-08 |
0-18 |
-0-22 |
-55.0% |
1-22 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.9% |
0-00 |
| Volume |
405,148 |
280,563 |
-124,585 |
-30.8% |
1,572,084 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-21 |
146-15 |
145-14 |
|
| R3 |
146-03 |
145-29 |
145-09 |
|
| R2 |
145-17 |
145-17 |
145-07 |
|
| R1 |
145-11 |
145-11 |
145-06 |
145-14 |
| PP |
144-31 |
144-31 |
144-31 |
145-01 |
| S1 |
144-25 |
144-25 |
145-02 |
144-28 |
| S2 |
144-13 |
144-13 |
145-01 |
|
| S3 |
143-27 |
144-07 |
144-31 |
|
| S4 |
143-09 |
143-21 |
144-26 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-23 |
149-03 |
146-02 |
|
| R3 |
148-01 |
147-13 |
145-19 |
|
| R2 |
146-11 |
146-11 |
145-14 |
|
| R1 |
145-23 |
145-23 |
145-09 |
146-01 |
| PP |
144-21 |
144-21 |
144-21 |
144-26 |
| S1 |
144-01 |
144-01 |
144-31 |
144-11 |
| S2 |
142-31 |
142-31 |
144-26 |
|
| S3 |
141-09 |
142-11 |
144-21 |
|
| S4 |
139-19 |
140-21 |
144-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
143-18 |
1-22 |
1.2% |
1-00 |
0.7% |
93% |
False |
False |
314,416 |
| 10 |
145-08 |
141-30 |
3-10 |
2.3% |
1-01 |
0.7% |
96% |
False |
False |
275,609 |
| 20 |
145-08 |
141-03 |
4-05 |
2.9% |
1-00 |
0.7% |
97% |
False |
False |
268,610 |
| 40 |
145-08 |
135-05 |
10-03 |
7.0% |
1-05 |
0.8% |
99% |
False |
False |
291,346 |
| 60 |
145-08 |
135-05 |
10-03 |
7.0% |
1-06 |
0.8% |
99% |
False |
False |
276,066 |
| 80 |
145-08 |
135-05 |
10-03 |
7.0% |
1-07 |
0.8% |
99% |
False |
False |
207,403 |
| 100 |
145-08 |
135-05 |
10-03 |
7.0% |
1-05 |
0.8% |
99% |
False |
False |
165,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-18 |
|
2.618 |
146-21 |
|
1.618 |
146-03 |
|
1.000 |
145-24 |
|
0.618 |
145-17 |
|
HIGH |
145-06 |
|
0.618 |
144-31 |
|
0.500 |
144-29 |
|
0.382 |
144-27 |
|
LOW |
144-20 |
|
0.618 |
144-09 |
|
1.000 |
144-02 |
|
1.618 |
143-23 |
|
2.618 |
143-05 |
|
4.250 |
142-08 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-02 |
144-28 |
| PP |
144-31 |
144-21 |
| S1 |
144-29 |
144-13 |
|