ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 11-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2012 |
11-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143-29 |
144-00 |
0-03 |
0.1% |
143-00 |
| High |
143-29 |
144-17 |
0-20 |
0.4% |
144-17 |
| Low |
143-00 |
144-00 |
1-00 |
0.7% |
142-29 |
| Close |
143-24 |
144-17 |
0-25 |
0.5% |
144-17 |
| Range |
0-29 |
0-17 |
-0-12 |
-41.4% |
1-20 |
| ATR |
|
|
|
|
|
| Volume |
22 |
28 |
6 |
27.3% |
108 |
|
| Daily Pivots for day following 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
145-25 |
144-26 |
|
| R3 |
145-13 |
145-08 |
144-22 |
|
| R2 |
144-28 |
144-28 |
144-20 |
|
| R1 |
144-23 |
144-23 |
144-19 |
144-26 |
| PP |
144-11 |
144-11 |
144-11 |
144-13 |
| S1 |
144-06 |
144-06 |
144-15 |
144-08 |
| S2 |
143-26 |
143-26 |
144-14 |
|
| S3 |
143-09 |
143-21 |
144-12 |
|
| S4 |
142-24 |
143-04 |
144-08 |
|
|
| Weekly Pivots for week ending 11-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-28 |
148-10 |
145-14 |
|
| R3 |
147-08 |
146-22 |
144-31 |
|
| R2 |
145-20 |
145-20 |
144-27 |
|
| R1 |
145-02 |
145-02 |
144-22 |
145-11 |
| PP |
144-00 |
144-00 |
144-00 |
144-04 |
| S1 |
143-14 |
143-14 |
144-12 |
143-23 |
| S2 |
142-12 |
142-12 |
144-07 |
|
| S3 |
140-24 |
141-26 |
144-03 |
|
| S4 |
139-04 |
140-06 |
143-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-25 |
|
2.618 |
145-30 |
|
1.618 |
145-13 |
|
1.000 |
145-02 |
|
0.618 |
144-28 |
|
HIGH |
144-17 |
|
0.618 |
144-11 |
|
0.500 |
144-08 |
|
0.382 |
144-06 |
|
LOW |
144-00 |
|
0.618 |
143-21 |
|
1.000 |
143-15 |
|
1.618 |
143-04 |
|
2.618 |
142-19 |
|
4.250 |
141-24 |
|
|
| Fisher Pivots for day following 11-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-09 |
| PP |
144-11 |
144-01 |
| S1 |
144-08 |
143-24 |
|