ECBOT 30 Year Treasury Bond Future September 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 |
151-14 |
150-11 |
-1-03 |
-0.7% |
147-03 |
| High |
151-24 |
150-20 |
-1-04 |
-0.7% |
152-15 |
| Low |
150-08 |
148-13 |
-1-27 |
-1.2% |
146-15 |
| Close |
150-21 |
148-24 |
-1-29 |
-1.3% |
152-03 |
| Range |
1-16 |
2-07 |
0-23 |
47.9% |
6-00 |
| ATR |
1-14 |
1-16 |
0-02 |
4.1% |
0-00 |
| Volume |
371,066 |
566,145 |
195,079 |
52.6% |
1,832,827 |
|
| Daily Pivots for day following 06-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-29 |
154-18 |
149-31 |
|
| R3 |
153-22 |
152-11 |
149-12 |
|
| R2 |
151-15 |
151-15 |
149-05 |
|
| R1 |
150-04 |
150-04 |
148-31 |
149-22 |
| PP |
149-08 |
149-08 |
149-08 |
149-02 |
| S1 |
147-29 |
147-29 |
148-17 |
147-15 |
| S2 |
147-01 |
147-01 |
148-11 |
|
| S3 |
144-26 |
145-22 |
148-04 |
|
| S4 |
142-19 |
143-15 |
147-17 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
168-11 |
166-07 |
155-13 |
|
| R3 |
162-11 |
160-07 |
153-24 |
|
| R2 |
156-11 |
156-11 |
153-06 |
|
| R1 |
154-07 |
154-07 |
152-21 |
155-09 |
| PP |
150-11 |
150-11 |
150-11 |
150-28 |
| S1 |
148-07 |
148-07 |
151-17 |
149-09 |
| S2 |
144-11 |
144-11 |
151-00 |
|
| S3 |
138-11 |
142-07 |
150-14 |
|
| S4 |
132-11 |
136-07 |
148-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-19 |
148-13 |
4-06 |
2.8% |
2-00 |
1.3% |
8% |
False |
True |
501,946 |
| 10 |
152-19 |
146-13 |
6-06 |
4.2% |
1-24 |
1.2% |
38% |
False |
False |
346,239 |
| 20 |
152-19 |
142-26 |
9-25 |
6.6% |
1-15 |
1.0% |
61% |
False |
False |
176,180 |
| 40 |
152-19 |
139-11 |
13-08 |
8.9% |
1-05 |
0.8% |
71% |
False |
False |
88,274 |
| 60 |
152-19 |
134-08 |
18-11 |
12.3% |
1-01 |
0.7% |
79% |
False |
False |
58,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
160-02 |
|
2.618 |
156-14 |
|
1.618 |
154-07 |
|
1.000 |
152-27 |
|
0.618 |
152-00 |
|
HIGH |
150-20 |
|
0.618 |
149-25 |
|
0.500 |
149-16 |
|
0.382 |
149-08 |
|
LOW |
148-13 |
|
0.618 |
147-01 |
|
1.000 |
146-06 |
|
1.618 |
144-26 |
|
2.618 |
142-19 |
|
4.250 |
138-31 |
|
|
| Fisher Pivots for day following 06-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-16 |
150-16 |
| PP |
149-08 |
149-29 |
| S1 |
149-00 |
149-11 |
|