ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 23-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2012 |
23-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-23 |
147-08 |
-0-15 |
-0.3% |
145-06 |
| High |
147-25 |
148-18 |
0-25 |
0.5% |
148-23 |
| Low |
146-22 |
147-02 |
0-12 |
0.3% |
145-04 |
| Close |
146-25 |
148-09 |
1-16 |
1.0% |
148-10 |
| Range |
1-03 |
1-16 |
0-13 |
37.1% |
3-19 |
| ATR |
1-07 |
1-08 |
0-01 |
3.4% |
0-00 |
| Volume |
473,396 |
564,714 |
91,318 |
19.3% |
2,274,252 |
|
| Daily Pivots for day following 23-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-15 |
151-28 |
149-03 |
|
| R3 |
150-31 |
150-12 |
148-22 |
|
| R2 |
149-15 |
149-15 |
148-18 |
|
| R1 |
148-28 |
148-28 |
148-13 |
149-06 |
| PP |
147-31 |
147-31 |
147-31 |
148-04 |
| S1 |
147-12 |
147-12 |
148-05 |
147-22 |
| S2 |
146-15 |
146-15 |
148-00 |
|
| S3 |
144-31 |
145-28 |
147-28 |
|
| S4 |
143-15 |
144-12 |
147-15 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-05 |
156-27 |
150-09 |
|
| R3 |
154-18 |
153-08 |
149-10 |
|
| R2 |
150-31 |
150-31 |
148-31 |
|
| R1 |
149-21 |
149-21 |
148-21 |
150-10 |
| PP |
147-12 |
147-12 |
147-12 |
147-23 |
| S1 |
146-02 |
146-02 |
147-31 |
146-23 |
| S2 |
143-25 |
143-25 |
147-21 |
|
| S3 |
140-06 |
142-15 |
147-10 |
|
| S4 |
136-19 |
138-28 |
146-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-23 |
146-12 |
2-11 |
1.6% |
1-12 |
0.9% |
81% |
False |
False |
485,854 |
| 10 |
148-23 |
143-18 |
5-05 |
3.5% |
1-08 |
0.8% |
92% |
False |
False |
433,106 |
| 20 |
148-23 |
141-22 |
7-01 |
4.7% |
1-05 |
0.8% |
94% |
False |
False |
345,623 |
| 40 |
148-23 |
136-12 |
12-11 |
8.3% |
1-06 |
0.8% |
96% |
False |
False |
320,940 |
| 60 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
False |
False |
322,254 |
| 80 |
148-23 |
135-05 |
13-18 |
9.1% |
1-07 |
0.8% |
97% |
False |
False |
252,934 |
| 100 |
148-23 |
135-05 |
13-18 |
9.1% |
1-06 |
0.8% |
97% |
False |
False |
202,403 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-30 |
|
2.618 |
152-16 |
|
1.618 |
151-00 |
|
1.000 |
150-02 |
|
0.618 |
149-16 |
|
HIGH |
148-18 |
|
0.618 |
148-00 |
|
0.500 |
147-26 |
|
0.382 |
147-20 |
|
LOW |
147-02 |
|
0.618 |
146-04 |
|
1.000 |
145-18 |
|
1.618 |
144-20 |
|
2.618 |
143-04 |
|
4.250 |
140-22 |
|
|
| Fisher Pivots for day following 23-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-04 |
148-02 |
| PP |
147-31 |
147-27 |
| S1 |
147-26 |
147-20 |
|