ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 06-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2012 |
06-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
151-31 |
150-29 |
-1-02 |
-0.7% |
147-21 |
| High |
152-08 |
151-05 |
-1-03 |
-0.7% |
152-31 |
| Low |
150-25 |
149-01 |
-1-24 |
-1.2% |
147-02 |
| Close |
151-07 |
149-11 |
-1-28 |
-1.2% |
152-20 |
| Range |
1-15 |
2-04 |
0-21 |
44.7% |
5-29 |
| ATR |
1-15 |
1-17 |
0-02 |
3.5% |
0-00 |
| Volume |
12,958 |
19,088 |
6,130 |
47.3% |
1,610,366 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-07 |
154-29 |
150-16 |
|
| R3 |
154-03 |
152-25 |
149-30 |
|
| R2 |
151-31 |
151-31 |
149-23 |
|
| R1 |
150-21 |
150-21 |
149-17 |
150-08 |
| PP |
149-27 |
149-27 |
149-27 |
149-20 |
| S1 |
148-17 |
148-17 |
149-05 |
148-04 |
| S2 |
147-23 |
147-23 |
148-31 |
|
| S3 |
145-19 |
146-13 |
148-24 |
|
| S4 |
143-15 |
144-09 |
148-06 |
|
|
| 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 |
149-01 |
4-02 |
2.7% |
1-30 |
1.3% |
8% |
False |
True |
61,901 |
| 10 |
153-03 |
146-31 |
6-04 |
4.1% |
1-23 |
1.2% |
39% |
False |
False |
324,215 |
| 20 |
153-03 |
143-18 |
9-17 |
6.4% |
1-15 |
1.0% |
61% |
False |
False |
369,000 |
| 40 |
153-03 |
140-01 |
13-02 |
8.7% |
1-08 |
0.8% |
71% |
False |
False |
316,741 |
| 60 |
153-03 |
135-05 |
17-30 |
12.0% |
1-10 |
0.9% |
79% |
False |
False |
322,040 |
| 80 |
153-03 |
135-05 |
17-30 |
12.0% |
1-09 |
0.8% |
79% |
False |
False |
286,123 |
| 100 |
153-03 |
135-05 |
17-30 |
12.0% |
1-08 |
0.8% |
79% |
False |
False |
229,174 |
| 120 |
153-03 |
135-05 |
17-30 |
12.0% |
1-07 |
0.8% |
79% |
False |
False |
190,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-06 |
|
2.618 |
156-23 |
|
1.618 |
154-19 |
|
1.000 |
153-09 |
|
0.618 |
152-15 |
|
HIGH |
151-05 |
|
0.618 |
150-11 |
|
0.500 |
150-03 |
|
0.382 |
149-27 |
|
LOW |
149-01 |
|
0.618 |
147-23 |
|
1.000 |
146-29 |
|
1.618 |
145-19 |
|
2.618 |
143-15 |
|
4.250 |
140-00 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-03 |
151-02 |
| PP |
149-27 |
150-16 |
| S1 |
149-19 |
149-29 |
|