ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-08 |
147-27 |
0-19 |
0.4% |
145-06 |
| High |
148-18 |
148-16 |
-0-02 |
0.0% |
148-23 |
| Low |
147-02 |
147-01 |
-0-01 |
0.0% |
145-04 |
| Close |
148-09 |
147-16 |
-0-25 |
-0.5% |
148-10 |
| Range |
1-16 |
1-15 |
-0-01 |
-2.1% |
3-19 |
| ATR |
1-08 |
1-08 |
0-01 |
1.3% |
0-00 |
| Volume |
564,714 |
625,736 |
61,022 |
10.8% |
2,274,252 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-03 |
151-08 |
148-10 |
|
| R3 |
150-20 |
149-25 |
147-29 |
|
| R2 |
149-05 |
149-05 |
147-25 |
|
| R1 |
148-10 |
148-10 |
147-20 |
148-00 |
| PP |
147-22 |
147-22 |
147-22 |
147-16 |
| S1 |
146-27 |
146-27 |
147-12 |
146-17 |
| S2 |
146-07 |
146-07 |
147-07 |
|
| S3 |
144-24 |
145-12 |
147-03 |
|
| S4 |
143-09 |
143-29 |
146-22 |
|
|
| 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 |
148-20 |
146-22 |
1-30 |
1.3% |
1-07 |
0.8% |
42% |
False |
False |
495,869 |
| 10 |
148-23 |
144-20 |
4-03 |
2.8% |
1-08 |
0.9% |
70% |
False |
False |
455,164 |
| 20 |
148-23 |
141-30 |
6-25 |
4.6% |
1-06 |
0.8% |
82% |
False |
False |
362,523 |
| 40 |
148-23 |
136-12 |
12-11 |
8.4% |
1-06 |
0.8% |
90% |
False |
False |
328,817 |
| 60 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
91% |
False |
False |
325,121 |
| 80 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
91% |
False |
False |
260,704 |
| 100 |
148-23 |
135-05 |
13-18 |
9.2% |
1-06 |
0.8% |
91% |
False |
False |
208,660 |
| 120 |
148-23 |
135-05 |
13-18 |
9.2% |
1-05 |
0.8% |
91% |
False |
False |
173,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-24 |
|
2.618 |
152-11 |
|
1.618 |
150-28 |
|
1.000 |
149-31 |
|
0.618 |
149-13 |
|
HIGH |
148-16 |
|
0.618 |
147-30 |
|
0.500 |
147-24 |
|
0.382 |
147-19 |
|
LOW |
147-01 |
|
0.618 |
146-04 |
|
1.000 |
145-18 |
|
1.618 |
144-21 |
|
2.618 |
143-06 |
|
4.250 |
140-25 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-24 |
147-20 |
| PP |
147-22 |
147-19 |
| S1 |
147-19 |
147-17 |
|