ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 24-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2012 |
24-May-2012 |
Change |
Change % |
Previous Week |
| Open |
147-03 |
147-26 |
0-23 |
0.5% |
145-00 |
| High |
148-14 |
147-26 |
-0-20 |
-0.4% |
148-08 |
| Low |
147-03 |
147-05 |
0-02 |
0.0% |
145-00 |
| Close |
148-12 |
147-18 |
-0-26 |
-0.5% |
148-00 |
| Range |
1-11 |
0-21 |
-0-22 |
-51.2% |
3-08 |
| ATR |
0-29 |
0-30 |
0-01 |
2.3% |
0-00 |
| Volume |
45 |
1,668 |
1,623 |
3,606.7% |
1,394 |
|
| Daily Pivots for day following 24-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-15 |
149-06 |
147-30 |
|
| R3 |
148-26 |
148-17 |
147-24 |
|
| R2 |
148-05 |
148-05 |
147-22 |
|
| R1 |
147-28 |
147-28 |
147-20 |
147-22 |
| PP |
147-16 |
147-16 |
147-16 |
147-14 |
| S1 |
147-07 |
147-07 |
147-16 |
147-01 |
| S2 |
146-27 |
146-27 |
147-14 |
|
| S3 |
146-06 |
146-18 |
147-12 |
|
| S4 |
145-17 |
145-29 |
147-06 |
|
|
| 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 |
150-19 |
|
2.618 |
149-17 |
|
1.618 |
148-28 |
|
1.000 |
148-15 |
|
0.618 |
148-07 |
|
HIGH |
147-26 |
|
0.618 |
147-18 |
|
0.500 |
147-16 |
|
0.382 |
147-13 |
|
LOW |
147-05 |
|
0.618 |
146-24 |
|
1.000 |
146-16 |
|
1.618 |
146-03 |
|
2.618 |
145-14 |
|
4.250 |
144-12 |
|
|
| Fisher Pivots for day following 24-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
147-17 |
147-16 |
| PP |
147-16 |
147-14 |
| S1 |
147-16 |
147-12 |
|