ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 14-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2012 |
14-May-2012 |
Change |
Change % |
Previous Week |
| Open |
144-24 |
145-06 |
0-14 |
0.3% |
143-27 |
| High |
145-06 |
146-18 |
1-12 |
0.9% |
145-08 |
| Low |
144-20 |
145-04 |
0-16 |
0.3% |
143-18 |
| Close |
145-04 |
146-03 |
0-31 |
0.7% |
145-04 |
| Range |
0-18 |
1-14 |
0-28 |
155.6% |
1-22 |
| ATR |
1-04 |
1-05 |
0-01 |
1.9% |
0-00 |
| Volume |
280,563 |
355,865 |
75,302 |
26.8% |
1,572,084 |
|
| Daily Pivots for day following 14-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-08 |
149-19 |
146-28 |
|
| R3 |
148-26 |
148-05 |
146-16 |
|
| R2 |
147-12 |
147-12 |
146-11 |
|
| R1 |
146-23 |
146-23 |
146-07 |
147-02 |
| PP |
145-30 |
145-30 |
145-30 |
146-03 |
| S1 |
145-09 |
145-09 |
145-31 |
145-20 |
| S2 |
144-16 |
144-16 |
145-27 |
|
| S3 |
143-02 |
143-27 |
145-22 |
|
| S4 |
141-20 |
142-13 |
145-10 |
|
|
| 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 |
146-18 |
143-18 |
3-00 |
2.1% |
1-03 |
0.8% |
84% |
True |
False |
346,845 |
| 10 |
146-18 |
141-30 |
4-20 |
3.2% |
1-03 |
0.8% |
90% |
True |
False |
292,790 |
| 20 |
146-18 |
141-03 |
5-15 |
3.7% |
1-01 |
0.7% |
91% |
True |
False |
272,341 |
| 40 |
146-18 |
135-05 |
11-13 |
7.8% |
1-06 |
0.8% |
96% |
True |
False |
291,593 |
| 60 |
146-18 |
135-05 |
11-13 |
7.8% |
1-06 |
0.8% |
96% |
True |
False |
281,989 |
| 80 |
146-18 |
135-05 |
11-13 |
7.8% |
1-07 |
0.8% |
96% |
True |
False |
211,846 |
| 100 |
146-18 |
135-05 |
11-13 |
7.8% |
1-05 |
0.8% |
96% |
True |
False |
169,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-22 |
|
2.618 |
150-10 |
|
1.618 |
148-28 |
|
1.000 |
148-00 |
|
0.618 |
147-14 |
|
HIGH |
146-18 |
|
0.618 |
146-00 |
|
0.500 |
145-27 |
|
0.382 |
145-22 |
|
LOW |
145-04 |
|
0.618 |
144-08 |
|
1.000 |
143-22 |
|
1.618 |
142-26 |
|
2.618 |
141-12 |
|
4.250 |
139-00 |
|
|
| Fisher Pivots for day following 14-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-00 |
145-24 |
| PP |
145-30 |
145-13 |
| S1 |
145-27 |
145-02 |
|