ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 29-Jun-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
Open |
149-01 |
149-22 |
0-21 |
0.4% |
148-01 |
High |
150-00 |
149-30 |
-0-02 |
0.0% |
150-00 |
Low |
148-26 |
147-23 |
-1-03 |
-0.7% |
147-23 |
Close |
149-27 |
147-31 |
-1-28 |
-1.3% |
147-31 |
Range |
1-06 |
2-07 |
1-01 |
86.8% |
2-09 |
ATR |
1-14 |
1-16 |
0-02 |
3.9% |
0-00 |
Volume |
339,669 |
465,475 |
125,806 |
37.0% |
1,642,720 |
|
Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-06 |
153-26 |
149-06 |
|
R3 |
152-31 |
151-19 |
148-19 |
|
R2 |
150-24 |
150-24 |
148-12 |
|
R1 |
149-12 |
149-12 |
148-06 |
148-30 |
PP |
148-17 |
148-17 |
148-17 |
148-11 |
S1 |
147-05 |
147-05 |
147-24 |
146-24 |
S2 |
146-10 |
146-10 |
147-18 |
|
S3 |
144-03 |
144-30 |
147-11 |
|
S4 |
141-28 |
142-23 |
146-24 |
|
|
Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-13 |
153-31 |
149-07 |
|
R3 |
153-04 |
151-22 |
148-19 |
|
R2 |
150-27 |
150-27 |
148-12 |
|
R1 |
149-13 |
149-13 |
148-06 |
149-00 |
PP |
148-18 |
148-18 |
148-18 |
148-11 |
S1 |
147-04 |
147-04 |
147-24 |
146-22 |
S2 |
146-09 |
146-09 |
147-18 |
|
S3 |
144-00 |
144-27 |
147-11 |
|
S4 |
141-23 |
142-18 |
146-23 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
150-00 |
147-23 |
2-09 |
1.5% |
1-09 |
0.9% |
11% |
False |
True |
328,544 |
10 |
150-09 |
147-21 |
2-20 |
1.8% |
1-14 |
1.0% |
12% |
False |
False |
352,505 |
20 |
152-19 |
146-28 |
5-23 |
3.9% |
1-18 |
1.1% |
19% |
False |
False |
393,928 |
40 |
152-19 |
141-30 |
10-21 |
7.2% |
1-15 |
1.0% |
57% |
False |
False |
252,028 |
60 |
152-19 |
137-12 |
15-07 |
10.3% |
1-09 |
0.9% |
70% |
False |
False |
168,089 |
80 |
152-19 |
134-08 |
18-11 |
12.4% |
1-04 |
0.8% |
75% |
False |
False |
126,073 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159-12 |
2.618 |
155-24 |
1.618 |
153-17 |
1.000 |
152-05 |
0.618 |
151-10 |
HIGH |
149-30 |
0.618 |
149-03 |
0.500 |
148-26 |
0.382 |
148-18 |
LOW |
147-23 |
0.618 |
146-11 |
1.000 |
145-16 |
1.618 |
144-04 |
2.618 |
141-29 |
4.250 |
138-09 |
|
|
Fisher Pivots for day following 29-Jun-2012 |
Pivot |
1 day |
3 day |
R1 |
148-26 |
148-28 |
PP |
148-17 |
148-18 |
S1 |
148-08 |
148-08 |
|