ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 10-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2012 |
10-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
143-31 |
0-02 |
0.0% |
142-06 |
| High |
144-16 |
144-00 |
-0-16 |
-0.3% |
143-00 |
| Low |
143-17 |
142-26 |
-0-23 |
-0.5% |
141-09 |
| Close |
143-23 |
143-19 |
-0-04 |
-0.1% |
142-29 |
| Range |
0-31 |
1-06 |
0-07 |
22.6% |
1-23 |
| ATR |
0-30 |
0-31 |
0-01 |
1.8% |
0-00 |
| Volume |
1,409 |
1,211 |
-198 |
-14.1% |
2,015 |
|
| Daily Pivots for day following 10-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-01 |
146-16 |
144-08 |
|
| R3 |
145-27 |
145-10 |
143-29 |
|
| R2 |
144-21 |
144-21 |
143-26 |
|
| R1 |
144-04 |
144-04 |
143-22 |
143-26 |
| PP |
143-15 |
143-15 |
143-15 |
143-10 |
| S1 |
142-30 |
142-30 |
143-16 |
142-20 |
| S2 |
142-09 |
142-09 |
143-12 |
|
| S3 |
141-03 |
141-24 |
143-09 |
|
| S4 |
139-29 |
140-18 |
142-30 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-18 |
146-30 |
143-27 |
|
| R3 |
145-27 |
145-07 |
143-12 |
|
| R2 |
144-04 |
144-04 |
143-07 |
|
| R1 |
143-16 |
143-16 |
143-02 |
143-26 |
| PP |
142-13 |
142-13 |
142-13 |
142-18 |
| S1 |
141-25 |
141-25 |
142-24 |
142-03 |
| S2 |
140-22 |
140-22 |
142-19 |
|
| S3 |
138-31 |
140-02 |
142-14 |
|
| S4 |
137-08 |
138-11 |
141-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-02 |
|
2.618 |
147-03 |
|
1.618 |
145-29 |
|
1.000 |
145-06 |
|
0.618 |
144-23 |
|
HIGH |
144-00 |
|
0.618 |
143-17 |
|
0.500 |
143-13 |
|
0.382 |
143-09 |
|
LOW |
142-26 |
|
0.618 |
142-03 |
|
1.000 |
141-20 |
|
1.618 |
140-29 |
|
2.618 |
139-23 |
|
4.250 |
137-24 |
|
|
| Fisher Pivots for day following 10-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-17 |
143-21 |
| PP |
143-15 |
143-20 |
| S1 |
143-13 |
143-20 |
|