ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 31-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2012 |
31-May-2012 |
Change |
Change % |
Previous Week |
| Open |
148-05 |
150-00 |
1-27 |
1.2% |
147-11 |
| High |
150-00 |
151-23 |
1-23 |
1.1% |
148-14 |
| Low |
148-05 |
150-00 |
1-27 |
1.2% |
146-11 |
| Close |
149-27 |
150-19 |
0-24 |
0.5% |
147-26 |
| Range |
1-27 |
1-23 |
-0-04 |
-6.8% |
2-03 |
| ATR |
1-01 |
1-03 |
0-02 |
6.0% |
0-00 |
| Volume |
407 |
274 |
-133 |
-32.7% |
1,990 |
|
| Daily Pivots for day following 31-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-30 |
154-31 |
151-17 |
|
| R3 |
154-07 |
153-08 |
151-02 |
|
| R2 |
152-16 |
152-16 |
150-29 |
|
| R1 |
151-17 |
151-17 |
150-24 |
152-00 |
| PP |
150-25 |
150-25 |
150-25 |
151-00 |
| S1 |
149-26 |
149-26 |
150-14 |
150-10 |
| S2 |
149-02 |
149-02 |
150-09 |
|
| S3 |
147-11 |
148-03 |
150-04 |
|
| S4 |
145-20 |
146-12 |
149-21 |
|
|
| Weekly Pivots for week ending 25-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-26 |
152-29 |
148-31 |
|
| R3 |
151-23 |
150-26 |
148-12 |
|
| R2 |
149-20 |
149-20 |
148-06 |
|
| R1 |
148-23 |
148-23 |
148-00 |
149-06 |
| PP |
147-17 |
147-17 |
147-17 |
147-24 |
| S1 |
146-20 |
146-20 |
147-20 |
147-02 |
| S2 |
145-14 |
145-14 |
147-14 |
|
| S3 |
143-11 |
144-17 |
147-08 |
|
| S4 |
141-08 |
142-14 |
146-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
159-01 |
|
2.618 |
156-07 |
|
1.618 |
154-16 |
|
1.000 |
153-14 |
|
0.618 |
152-25 |
|
HIGH |
151-23 |
|
0.618 |
151-02 |
|
0.500 |
150-28 |
|
0.382 |
150-21 |
|
LOW |
150-00 |
|
0.618 |
148-30 |
|
1.000 |
148-09 |
|
1.618 |
147-07 |
|
2.618 |
145-16 |
|
4.250 |
142-22 |
|
|
| Fisher Pivots for day following 31-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-28 |
150-07 |
| PP |
150-25 |
149-27 |
| S1 |
150-22 |
149-15 |
|