ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 21-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2012 |
21-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-20 |
147-11 |
-0-09 |
-0.2% |
145-00 |
| High |
148-00 |
147-20 |
-0-12 |
-0.3% |
148-08 |
| Low |
147-07 |
147-09 |
0-02 |
0.0% |
145-00 |
| Close |
148-00 |
147-19 |
-0-13 |
-0.3% |
148-00 |
| Range |
0-25 |
0-11 |
-0-14 |
-56.0% |
3-08 |
| ATR |
0-26 |
0-26 |
0-00 |
-0.8% |
0-00 |
| Volume |
119 |
61 |
-58 |
-48.7% |
1,394 |
|
| Daily Pivots for day following 21-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-17 |
148-13 |
147-25 |
|
| R3 |
148-06 |
148-02 |
147-22 |
|
| R2 |
147-27 |
147-27 |
147-21 |
|
| R1 |
147-23 |
147-23 |
147-20 |
147-25 |
| PP |
147-16 |
147-16 |
147-16 |
147-17 |
| S1 |
147-12 |
147-12 |
147-18 |
147-14 |
| S2 |
147-05 |
147-05 |
147-17 |
|
| S3 |
146-26 |
147-01 |
147-16 |
|
| S4 |
146-15 |
146-22 |
147-13 |
|
|
| Weekly Pivots for week ending 18-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-27 |
155-21 |
149-25 |
|
| R3 |
153-19 |
152-13 |
148-29 |
|
| R2 |
150-11 |
150-11 |
148-19 |
|
| R1 |
149-05 |
149-05 |
148-10 |
149-24 |
| PP |
147-03 |
147-03 |
147-03 |
147-12 |
| S1 |
145-29 |
145-29 |
147-22 |
146-16 |
| S2 |
143-27 |
143-27 |
147-13 |
|
| S3 |
140-19 |
142-21 |
147-03 |
|
| S4 |
137-11 |
139-13 |
146-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-03 |
|
2.618 |
148-17 |
|
1.618 |
148-06 |
|
1.000 |
147-31 |
|
0.618 |
147-27 |
|
HIGH |
147-20 |
|
0.618 |
147-16 |
|
0.500 |
147-14 |
|
0.382 |
147-13 |
|
LOW |
147-09 |
|
0.618 |
147-02 |
|
1.000 |
146-30 |
|
1.618 |
146-23 |
|
2.618 |
146-12 |
|
4.250 |
145-26 |
|
|
| Fisher Pivots for day following 21-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-18 |
147-15 |
| PP |
147-16 |
147-11 |
| S1 |
147-14 |
147-08 |
|