ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 05-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2012 |
05-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
152-26 |
151-31 |
-0-27 |
-0.6% |
147-21 |
| High |
153-03 |
152-08 |
-0-27 |
-0.6% |
152-31 |
| Low |
151-23 |
150-25 |
-0-30 |
-0.6% |
147-02 |
| Close |
151-28 |
151-07 |
-0-21 |
-0.4% |
152-20 |
| Range |
1-12 |
1-15 |
0-03 |
6.8% |
5-29 |
| ATR |
1-15 |
1-15 |
0-00 |
0.0% |
0-00 |
| Volume |
28,563 |
12,958 |
-15,605 |
-54.6% |
1,610,366 |
|
| Daily Pivots for day following 05-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-26 |
155-00 |
152-01 |
|
| R3 |
154-11 |
153-17 |
151-20 |
|
| R2 |
152-28 |
152-28 |
151-16 |
|
| R1 |
152-02 |
152-02 |
151-11 |
151-24 |
| PP |
151-13 |
151-13 |
151-13 |
151-08 |
| S1 |
150-19 |
150-19 |
151-03 |
150-08 |
| S2 |
149-30 |
149-30 |
150-30 |
|
| S3 |
148-15 |
149-04 |
150-26 |
|
| S4 |
147-00 |
147-21 |
150-13 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-19 |
166-17 |
155-28 |
|
| R3 |
162-22 |
160-20 |
154-08 |
|
| R2 |
156-25 |
156-25 |
153-23 |
|
| R1 |
154-23 |
154-23 |
153-05 |
155-24 |
| PP |
150-28 |
150-28 |
150-28 |
151-13 |
| S1 |
148-26 |
148-26 |
152-03 |
149-27 |
| S2 |
144-31 |
144-31 |
151-17 |
|
| S3 |
139-02 |
142-29 |
151-00 |
|
| S4 |
133-05 |
137-00 |
149-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
153-03 |
147-15 |
5-20 |
3.7% |
2-00 |
1.3% |
67% |
False |
False |
185,560 |
| 10 |
153-03 |
146-22 |
6-13 |
4.2% |
1-20 |
1.1% |
71% |
False |
False |
369,646 |
| 20 |
153-03 |
143-18 |
9-17 |
6.3% |
1-13 |
0.9% |
80% |
False |
False |
384,103 |
| 40 |
153-03 |
140-01 |
13-02 |
8.6% |
1-08 |
0.8% |
86% |
False |
False |
325,930 |
| 60 |
153-03 |
135-05 |
17-30 |
11.9% |
1-09 |
0.9% |
90% |
False |
False |
324,740 |
| 80 |
153-03 |
135-05 |
17-30 |
11.9% |
1-08 |
0.8% |
90% |
False |
False |
285,917 |
| 100 |
153-03 |
135-05 |
17-30 |
11.9% |
1-08 |
0.8% |
90% |
False |
False |
228,985 |
| 120 |
153-03 |
135-05 |
17-30 |
11.9% |
1-06 |
0.8% |
90% |
False |
False |
190,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-16 |
|
2.618 |
156-03 |
|
1.618 |
154-20 |
|
1.000 |
153-23 |
|
0.618 |
153-05 |
|
HIGH |
152-08 |
|
0.618 |
151-22 |
|
0.500 |
151-16 |
|
0.382 |
151-11 |
|
LOW |
150-25 |
|
0.618 |
149-28 |
|
1.000 |
149-10 |
|
1.618 |
148-13 |
|
2.618 |
146-30 |
|
4.250 |
144-17 |
|
|
| Fisher Pivots for day following 05-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
151-16 |
151-25 |
| PP |
151-13 |
151-19 |
| S1 |
151-10 |
151-13 |
|