ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 30-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2012 |
30-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
146-30 |
-0-05 |
-0.1% |
147-13 |
| High |
147-21 |
149-10 |
1-21 |
1.1% |
147-31 |
| Low |
146-15 |
146-29 |
0-14 |
0.3% |
146-02 |
| Close |
147-08 |
149-03 |
1-27 |
1.3% |
147-04 |
| Range |
1-06 |
2-13 |
1-07 |
102.6% |
1-29 |
| ATR |
1-05 |
1-08 |
0-03 |
7.7% |
0-00 |
| Volume |
172,874 |
474,490 |
301,616 |
174.5% |
333,044 |
|
| Daily Pivots for day following 30-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-21 |
154-25 |
150-13 |
|
| R3 |
153-08 |
152-12 |
149-24 |
|
| R2 |
150-27 |
150-27 |
149-17 |
|
| R1 |
149-31 |
149-31 |
149-10 |
150-13 |
| PP |
148-14 |
148-14 |
148-14 |
148-21 |
| S1 |
147-18 |
147-18 |
148-28 |
148-00 |
| S2 |
146-01 |
146-01 |
148-21 |
|
| S3 |
143-20 |
145-05 |
148-14 |
|
| S4 |
141-07 |
142-24 |
147-25 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-25 |
151-27 |
148-06 |
|
| R3 |
150-28 |
149-30 |
147-21 |
|
| R2 |
148-31 |
148-31 |
147-15 |
|
| R1 |
148-01 |
148-01 |
147-10 |
147-18 |
| PP |
147-02 |
147-02 |
147-02 |
146-26 |
| S1 |
146-04 |
146-04 |
146-30 |
145-20 |
| S2 |
145-05 |
145-05 |
146-25 |
|
| S3 |
143-08 |
144-07 |
146-19 |
|
| S4 |
141-11 |
142-10 |
146-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
149-10 |
146-13 |
2-29 |
1.9% |
1-16 |
1.0% |
92% |
True |
False |
190,532 |
| 10 |
149-10 |
145-07 |
4-03 |
2.7% |
1-13 |
0.9% |
95% |
True |
False |
100,377 |
| 20 |
149-10 |
141-09 |
8-01 |
5.4% |
1-06 |
0.8% |
97% |
True |
False |
50,884 |
| 40 |
149-10 |
136-07 |
13-03 |
8.8% |
1-00 |
0.7% |
98% |
True |
False |
25,535 |
| 60 |
149-10 |
134-08 |
15-02 |
10.1% |
0-28 |
0.6% |
99% |
True |
False |
17,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-17 |
|
2.618 |
155-20 |
|
1.618 |
153-07 |
|
1.000 |
151-23 |
|
0.618 |
150-26 |
|
HIGH |
149-10 |
|
0.618 |
148-13 |
|
0.500 |
148-04 |
|
0.382 |
147-26 |
|
LOW |
146-29 |
|
0.618 |
145-13 |
|
1.000 |
144-16 |
|
1.618 |
143-00 |
|
2.618 |
140-19 |
|
4.250 |
136-22 |
|
|
| Fisher Pivots for day following 30-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
148-24 |
148-22 |
| PP |
148-14 |
148-09 |
| S1 |
148-04 |
147-28 |
|