ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-20 |
146-29 |
0-09 |
0.2% |
143-27 |
| High |
147-02 |
148-23 |
1-21 |
1.1% |
145-08 |
| Low |
145-25 |
146-12 |
0-19 |
0.4% |
143-18 |
| Close |
146-26 |
148-12 |
1-18 |
1.1% |
145-04 |
| Range |
1-09 |
2-11 |
1-02 |
82.9% |
1-22 |
| ATR |
1-05 |
1-08 |
0-03 |
7.4% |
0-00 |
| Volume |
428,298 |
575,659 |
147,361 |
34.4% |
1,572,084 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-27 |
153-31 |
149-21 |
|
| R3 |
152-16 |
151-20 |
149-01 |
|
| R2 |
150-05 |
150-05 |
148-26 |
|
| R1 |
149-09 |
149-09 |
148-19 |
149-23 |
| PP |
147-26 |
147-26 |
147-26 |
148-02 |
| S1 |
146-30 |
146-30 |
148-05 |
147-12 |
| S2 |
145-15 |
145-15 |
147-30 |
|
| S3 |
143-04 |
144-19 |
147-23 |
|
| S4 |
140-25 |
142-08 |
147-03 |
|
|
| 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 |
148-23 |
144-20 |
4-03 |
2.8% |
1-10 |
0.9% |
92% |
True |
False |
414,460 |
| 10 |
148-23 |
142-12 |
6-11 |
4.3% |
1-08 |
0.8% |
95% |
True |
False |
367,774 |
| 20 |
148-23 |
141-03 |
7-20 |
5.1% |
1-04 |
0.8% |
95% |
True |
False |
302,808 |
| 40 |
148-23 |
136-12 |
12-11 |
8.3% |
1-06 |
0.8% |
97% |
True |
False |
304,295 |
| 60 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
True |
False |
305,727 |
| 80 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
True |
False |
229,783 |
| 100 |
148-23 |
135-05 |
13-18 |
9.1% |
1-06 |
0.8% |
97% |
True |
False |
183,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-22 |
|
2.618 |
154-27 |
|
1.618 |
152-16 |
|
1.000 |
151-02 |
|
0.618 |
150-05 |
|
HIGH |
148-23 |
|
0.618 |
147-26 |
|
0.500 |
147-18 |
|
0.382 |
147-09 |
|
LOW |
146-12 |
|
0.618 |
144-30 |
|
1.000 |
144-01 |
|
1.618 |
142-19 |
|
2.618 |
140-08 |
|
4.250 |
136-13 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-03 |
148-00 |
| PP |
147-26 |
147-20 |
| S1 |
147-18 |
147-08 |
|