ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 21-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2012 |
21-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
148-30 |
148-12 |
-0-18 |
-0.4% |
148-01 |
| High |
149-10 |
149-22 |
0-12 |
0.3% |
150-01 |
| Low |
147-21 |
148-07 |
0-18 |
0.4% |
146-28 |
| Close |
148-19 |
149-07 |
0-20 |
0.4% |
149-21 |
| Range |
1-21 |
1-15 |
-0-06 |
-11.3% |
3-05 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.5% |
0-00 |
| Volume |
538,020 |
391,638 |
-146,382 |
-27.2% |
2,098,305 |
|
| Daily Pivots for day following 21-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-14 |
152-26 |
150-01 |
|
| R3 |
151-31 |
151-11 |
149-20 |
|
| R2 |
150-16 |
150-16 |
149-16 |
|
| R1 |
149-28 |
149-28 |
149-11 |
150-06 |
| PP |
149-01 |
149-01 |
149-01 |
149-06 |
| S1 |
148-13 |
148-13 |
149-03 |
148-23 |
| S2 |
147-18 |
147-18 |
148-30 |
|
| S3 |
146-03 |
146-30 |
148-26 |
|
| S4 |
144-20 |
145-15 |
148-13 |
|
|
| Weekly Pivots for week ending 15-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
158-10 |
157-05 |
151-13 |
|
| R3 |
155-05 |
154-00 |
150-17 |
|
| R2 |
152-00 |
152-00 |
150-08 |
|
| R1 |
150-27 |
150-27 |
149-30 |
151-14 |
| PP |
148-27 |
148-27 |
148-27 |
149-05 |
| S1 |
147-22 |
147-22 |
149-12 |
148-08 |
| S2 |
145-22 |
145-22 |
149-02 |
|
| S3 |
142-17 |
144-17 |
148-25 |
|
| S4 |
139-12 |
141-12 |
147-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150-09 |
147-21 |
2-20 |
1.8% |
1-20 |
1.1% |
60% |
False |
False |
370,914 |
| 10 |
150-10 |
146-28 |
3-14 |
2.3% |
1-23 |
1.2% |
68% |
False |
False |
410,113 |
| 20 |
152-19 |
146-13 |
6-06 |
4.1% |
1-23 |
1.1% |
45% |
False |
False |
400,356 |
| 40 |
152-19 |
141-00 |
11-19 |
7.8% |
1-13 |
0.9% |
71% |
False |
False |
202,931 |
| 60 |
152-19 |
135-19 |
17-00 |
11.4% |
1-08 |
0.8% |
80% |
False |
False |
135,324 |
| 80 |
152-19 |
134-08 |
18-11 |
12.3% |
1-01 |
0.7% |
82% |
False |
False |
101,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-30 |
|
2.618 |
153-17 |
|
1.618 |
152-02 |
|
1.000 |
151-05 |
|
0.618 |
150-19 |
|
HIGH |
149-22 |
|
0.618 |
149-04 |
|
0.500 |
148-30 |
|
0.382 |
148-25 |
|
LOW |
148-07 |
|
0.618 |
147-10 |
|
1.000 |
146-24 |
|
1.618 |
145-27 |
|
2.618 |
144-12 |
|
4.250 |
141-31 |
|
|
| Fisher Pivots for day following 21-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-04 |
149-04 |
| PP |
149-01 |
149-02 |
| S1 |
148-30 |
148-31 |
|