ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 25-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2012 |
25-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-27 |
147-05 |
-0-22 |
-0.5% |
148-02 |
| High |
148-16 |
147-29 |
-0-19 |
-0.4% |
148-18 |
| Low |
147-01 |
146-31 |
-0-02 |
0.0% |
146-22 |
| Close |
147-16 |
147-23 |
0-07 |
0.1% |
147-23 |
| Range |
1-15 |
0-30 |
-0-17 |
-36.2% |
1-28 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.8% |
0-00 |
| Volume |
625,736 |
380,729 |
-245,007 |
-39.2% |
2,377,562 |
|
| Daily Pivots for day following 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
149-31 |
148-08 |
|
| R3 |
149-13 |
149-01 |
147-31 |
|
| R2 |
148-15 |
148-15 |
147-28 |
|
| R1 |
148-03 |
148-03 |
147-26 |
148-09 |
| PP |
147-17 |
147-17 |
147-17 |
147-20 |
| S1 |
147-05 |
147-05 |
147-20 |
147-11 |
| S2 |
146-19 |
146-19 |
147-18 |
|
| S3 |
145-21 |
146-07 |
147-15 |
|
| S4 |
144-23 |
145-09 |
147-06 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-09 |
152-12 |
148-24 |
|
| R3 |
151-13 |
150-16 |
148-08 |
|
| R2 |
149-17 |
149-17 |
148-02 |
|
| R1 |
148-20 |
148-20 |
147-28 |
148-04 |
| PP |
147-21 |
147-21 |
147-21 |
147-13 |
| S1 |
146-24 |
146-24 |
147-18 |
146-08 |
| S2 |
145-25 |
145-25 |
147-12 |
|
| S3 |
143-29 |
144-28 |
147-06 |
|
| S4 |
142-01 |
143-00 |
146-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
148-18 |
146-22 |
1-28 |
1.3% |
1-06 |
0.8% |
55% |
False |
False |
475,512 |
| 10 |
148-23 |
145-04 |
3-19 |
2.4% |
1-10 |
0.9% |
72% |
False |
False |
465,181 |
| 20 |
148-23 |
141-30 |
6-25 |
4.6% |
1-05 |
0.8% |
85% |
False |
False |
370,395 |
| 40 |
148-23 |
136-12 |
12-11 |
8.4% |
1-06 |
0.8% |
92% |
False |
False |
331,586 |
| 60 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
93% |
False |
False |
324,582 |
| 80 |
148-23 |
135-05 |
13-18 |
9.2% |
1-07 |
0.8% |
93% |
False |
False |
265,431 |
| 100 |
148-23 |
135-05 |
13-18 |
9.2% |
1-06 |
0.8% |
93% |
False |
False |
212,467 |
| 120 |
148-23 |
135-05 |
13-18 |
9.2% |
1-05 |
0.8% |
93% |
False |
False |
177,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-28 |
|
2.618 |
150-12 |
|
1.618 |
149-14 |
|
1.000 |
148-27 |
|
0.618 |
148-16 |
|
HIGH |
147-29 |
|
0.618 |
147-18 |
|
0.500 |
147-14 |
|
0.382 |
147-10 |
|
LOW |
146-31 |
|
0.618 |
146-12 |
|
1.000 |
146-01 |
|
1.618 |
145-14 |
|
2.618 |
144-16 |
|
4.250 |
143-00 |
|
|
| Fisher Pivots for day following 25-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-20 |
147-24 |
| PP |
147-17 |
147-24 |
| S1 |
147-14 |
147-24 |
|