ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-17 |
149-20 |
2-03 |
1.4% |
148-02 |
| High |
149-28 |
151-12 |
1-16 |
1.0% |
148-18 |
| Low |
147-15 |
149-04 |
1-21 |
1.1% |
146-22 |
| Close |
149-21 |
150-09 |
0-20 |
0.4% |
147-23 |
| Range |
2-13 |
2-08 |
-0-05 |
-6.5% |
1-28 |
| ATR |
1-10 |
1-12 |
0-02 |
5.0% |
0-00 |
| Volume |
637,379 |
197,328 |
-440,051 |
-69.0% |
2,377,562 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-00 |
155-29 |
151-17 |
|
| R3 |
154-24 |
153-21 |
150-29 |
|
| R2 |
152-16 |
152-16 |
150-22 |
|
| R1 |
151-13 |
151-13 |
150-16 |
151-30 |
| PP |
150-08 |
150-08 |
150-08 |
150-17 |
| S1 |
149-05 |
149-05 |
150-02 |
149-22 |
| S2 |
148-00 |
148-00 |
149-28 |
|
| S3 |
145-24 |
146-29 |
149-21 |
|
| S4 |
143-16 |
144-21 |
149-01 |
|
|
| 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 |
151-12 |
146-31 |
4-13 |
2.9% |
1-21 |
1.1% |
75% |
True |
False |
513,051 |
| 10 |
151-12 |
146-12 |
5-00 |
3.3% |
1-16 |
1.0% |
78% |
True |
False |
499,452 |
| 20 |
151-12 |
142-09 |
9-03 |
6.1% |
1-10 |
0.9% |
88% |
True |
False |
416,152 |
| 40 |
151-12 |
136-12 |
15-00 |
10.0% |
1-06 |
0.8% |
93% |
True |
False |
344,655 |
| 60 |
151-12 |
135-05 |
16-07 |
10.8% |
1-08 |
0.8% |
93% |
True |
False |
337,750 |
| 80 |
151-12 |
135-05 |
16-07 |
10.8% |
1-07 |
0.8% |
93% |
True |
False |
284,812 |
| 100 |
151-12 |
135-05 |
16-07 |
10.8% |
1-07 |
0.8% |
93% |
True |
False |
228,054 |
| 120 |
151-12 |
135-05 |
16-07 |
10.8% |
1-06 |
0.8% |
93% |
True |
False |
190,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-30 |
|
2.618 |
157-08 |
|
1.618 |
155-00 |
|
1.000 |
153-20 |
|
0.618 |
152-24 |
|
HIGH |
151-12 |
|
0.618 |
150-16 |
|
0.500 |
150-08 |
|
0.382 |
150-00 |
|
LOW |
149-04 |
|
0.618 |
147-24 |
|
1.000 |
146-28 |
|
1.618 |
145-16 |
|
2.618 |
143-08 |
|
4.250 |
139-18 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-09 |
149-30 |
| PP |
150-08 |
149-18 |
| S1 |
150-08 |
149-07 |
|