ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 22-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2012 |
22-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-11 |
147-08 |
-0-03 |
-0.1% |
145-00 |
| High |
147-20 |
147-08 |
-0-12 |
-0.3% |
148-08 |
| Low |
147-09 |
146-11 |
-0-30 |
-0.6% |
145-00 |
| Close |
147-19 |
146-14 |
-1-05 |
-0.8% |
148-00 |
| Range |
0-11 |
0-29 |
0-18 |
163.6% |
3-08 |
| ATR |
0-26 |
0-27 |
0-01 |
4.0% |
0-00 |
| Volume |
61 |
103 |
42 |
68.9% |
1,394 |
|
| Daily Pivots for day following 22-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
148-26 |
146-30 |
|
| R3 |
148-16 |
147-29 |
146-22 |
|
| R2 |
147-19 |
147-19 |
146-19 |
|
| R1 |
147-00 |
147-00 |
146-17 |
146-27 |
| PP |
146-22 |
146-22 |
146-22 |
146-19 |
| S1 |
146-03 |
146-03 |
146-11 |
145-30 |
| S2 |
145-25 |
145-25 |
146-09 |
|
| S3 |
144-28 |
145-06 |
146-06 |
|
| S4 |
143-31 |
144-09 |
145-30 |
|
|
| 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 |
151-03 |
|
2.618 |
149-20 |
|
1.618 |
148-23 |
|
1.000 |
148-05 |
|
0.618 |
147-26 |
|
HIGH |
147-08 |
|
0.618 |
146-29 |
|
0.500 |
146-26 |
|
0.382 |
146-22 |
|
LOW |
146-11 |
|
0.618 |
145-25 |
|
1.000 |
145-14 |
|
1.618 |
144-28 |
|
2.618 |
143-31 |
|
4.250 |
142-16 |
|
|
| Fisher Pivots for day following 22-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
146-26 |
147-06 |
| PP |
146-22 |
146-30 |
| S1 |
146-18 |
146-22 |
|