ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 08-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2012 |
08-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-20 |
148-24 |
0-04 |
0.1% |
152-08 |
| High |
149-08 |
150-10 |
1-02 |
0.7% |
152-19 |
| Low |
148-02 |
148-16 |
0-14 |
0.3% |
148-02 |
| Close |
148-15 |
148-21 |
0-06 |
0.1% |
148-21 |
| Range |
1-06 |
1-26 |
0-20 |
52.6% |
4-17 |
| ATR |
1-15 |
1-16 |
0-01 |
1.9% |
0-00 |
| Volume |
487,059 |
443,887 |
-43,172 |
-8.9% |
2,255,215 |
|
| Daily Pivots for day following 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-19 |
153-14 |
149-21 |
|
| R3 |
152-25 |
151-20 |
149-05 |
|
| R2 |
150-31 |
150-31 |
149-00 |
|
| R1 |
149-26 |
149-26 |
148-26 |
149-16 |
| PP |
149-05 |
149-05 |
149-05 |
149-00 |
| S1 |
148-00 |
148-00 |
148-16 |
147-22 |
| S2 |
147-11 |
147-11 |
148-10 |
|
| S3 |
145-17 |
146-06 |
148-05 |
|
| S4 |
143-23 |
144-12 |
147-21 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
163-12 |
160-17 |
151-05 |
|
| R3 |
158-27 |
156-00 |
149-29 |
|
| R2 |
154-10 |
154-10 |
149-16 |
|
| R1 |
151-15 |
151-15 |
149-02 |
150-20 |
| PP |
149-25 |
149-25 |
149-25 |
149-11 |
| S1 |
146-30 |
146-30 |
148-08 |
146-03 |
| S2 |
145-08 |
145-08 |
147-26 |
|
| S3 |
140-23 |
142-13 |
147-13 |
|
| S4 |
136-06 |
137-28 |
146-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
152-19 |
148-02 |
4-17 |
3.0% |
1-20 |
1.1% |
13% |
False |
False |
451,043 |
| 10 |
152-19 |
146-13 |
6-06 |
4.2% |
1-24 |
1.2% |
36% |
False |
False |
426,681 |
| 20 |
152-19 |
143-29 |
8-22 |
5.8% |
1-16 |
1.0% |
55% |
False |
False |
222,596 |
| 40 |
152-19 |
140-00 |
12-19 |
8.5% |
1-06 |
0.8% |
69% |
False |
False |
111,543 |
| 60 |
152-19 |
134-08 |
18-11 |
12.3% |
1-03 |
0.7% |
79% |
False |
False |
74,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
158-00 |
|
2.618 |
155-02 |
|
1.618 |
153-08 |
|
1.000 |
152-04 |
|
0.618 |
151-14 |
|
HIGH |
150-10 |
|
0.618 |
149-20 |
|
0.500 |
149-13 |
|
0.382 |
149-06 |
|
LOW |
148-16 |
|
0.618 |
147-12 |
|
1.000 |
146-22 |
|
1.618 |
145-18 |
|
2.618 |
143-24 |
|
4.250 |
140-26 |
|
|
| Fisher Pivots for day following 08-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-13 |
149-11 |
| PP |
149-05 |
149-04 |
| S1 |
148-29 |
148-28 |
|