ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 17-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2012 |
17-May-2012 |
Change |
Change % |
Previous Week |
| Open |
146-04 |
146-18 |
0-14 |
0.3% |
143-00 |
| High |
146-15 |
148-08 |
1-25 |
1.2% |
144-17 |
| Low |
145-14 |
146-07 |
0-25 |
0.5% |
142-29 |
| Close |
146-10 |
148-02 |
1-24 |
1.2% |
144-17 |
| Range |
1-01 |
2-01 |
1-00 |
97.0% |
1-20 |
| ATR |
0-23 |
0-26 |
0-03 |
13.2% |
0-00 |
| Volume |
265 |
500 |
235 |
88.7% |
108 |
|
| Daily Pivots for day following 17-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-19 |
152-28 |
149-06 |
|
| R3 |
151-18 |
150-27 |
148-20 |
|
| R2 |
149-17 |
149-17 |
148-14 |
|
| R1 |
148-26 |
148-26 |
148-08 |
149-06 |
| PP |
147-16 |
147-16 |
147-16 |
147-22 |
| S1 |
146-25 |
146-25 |
147-28 |
147-04 |
| S2 |
145-15 |
145-15 |
147-22 |
|
| S3 |
143-14 |
144-24 |
147-16 |
|
| S4 |
141-13 |
142-23 |
146-30 |
|
|
| 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 |
156-28 |
|
2.618 |
153-18 |
|
1.618 |
151-17 |
|
1.000 |
150-09 |
|
0.618 |
149-16 |
|
HIGH |
148-08 |
|
0.618 |
147-15 |
|
0.500 |
147-08 |
|
0.382 |
147-00 |
|
LOW |
146-07 |
|
0.618 |
144-31 |
|
1.000 |
144-06 |
|
1.618 |
142-30 |
|
2.618 |
140-29 |
|
4.250 |
137-19 |
|
|
| Fisher Pivots for day following 17-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-25 |
147-21 |
| PP |
147-16 |
147-08 |
| S1 |
147-08 |
146-27 |
|