ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 15-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2012 |
15-May-2012 |
Change |
Change % |
Previous Week |
| Open |
145-06 |
146-16 |
1-10 |
0.9% |
143-27 |
| High |
146-18 |
146-22 |
0-04 |
0.1% |
145-08 |
| Low |
145-04 |
145-24 |
0-20 |
0.4% |
143-18 |
| Close |
146-03 |
146-13 |
0-10 |
0.2% |
145-04 |
| Range |
1-14 |
0-30 |
-0-16 |
-34.8% |
1-22 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
355,865 |
431,916 |
76,051 |
21.4% |
1,572,084 |
|
| Daily Pivots for day following 15-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-03 |
148-22 |
146-30 |
|
| R3 |
148-05 |
147-24 |
146-21 |
|
| R2 |
147-07 |
147-07 |
146-18 |
|
| R1 |
146-26 |
146-26 |
146-16 |
146-18 |
| PP |
146-09 |
146-09 |
146-09 |
146-05 |
| S1 |
145-28 |
145-28 |
146-10 |
145-20 |
| S2 |
145-11 |
145-11 |
146-08 |
|
| S3 |
144-13 |
144-30 |
146-05 |
|
| S4 |
143-15 |
144-00 |
145-28 |
|
|
| 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 |
146-22 |
143-18 |
3-04 |
2.1% |
1-02 |
0.7% |
91% |
True |
False |
368,999 |
| 10 |
146-22 |
141-30 |
4-24 |
3.2% |
1-02 |
0.7% |
94% |
True |
False |
316,155 |
| 20 |
146-22 |
141-03 |
5-19 |
3.8% |
1-01 |
0.7% |
95% |
True |
False |
280,991 |
| 40 |
146-22 |
135-07 |
11-15 |
7.8% |
1-05 |
0.8% |
98% |
True |
False |
293,887 |
| 60 |
146-22 |
135-05 |
11-17 |
7.9% |
1-06 |
0.8% |
98% |
True |
False |
289,144 |
| 80 |
146-22 |
135-05 |
11-17 |
7.9% |
1-06 |
0.8% |
98% |
True |
False |
217,237 |
| 100 |
146-22 |
135-05 |
11-17 |
7.9% |
1-05 |
0.8% |
98% |
True |
False |
173,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-22 |
|
2.618 |
149-05 |
|
1.618 |
148-07 |
|
1.000 |
147-20 |
|
0.618 |
147-09 |
|
HIGH |
146-22 |
|
0.618 |
146-11 |
|
0.500 |
146-07 |
|
0.382 |
146-03 |
|
LOW |
145-24 |
|
0.618 |
145-05 |
|
1.000 |
144-26 |
|
1.618 |
144-07 |
|
2.618 |
143-09 |
|
4.250 |
141-24 |
|
|
| Fisher Pivots for day following 15-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-11 |
146-05 |
| PP |
146-09 |
145-29 |
| S1 |
146-07 |
145-21 |
|