ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 07-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2012 |
07-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
151-12 |
149-17 |
-1-27 |
-1.2% |
147-12 |
| High |
151-16 |
150-00 |
-1-16 |
-1.0% |
153-16 |
| Low |
149-12 |
149-00 |
-0-12 |
-0.3% |
147-07 |
| Close |
149-23 |
149-11 |
-0-12 |
-0.3% |
153-04 |
| Range |
2-04 |
1-00 |
-1-04 |
-52.9% |
6-09 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.6% |
0-00 |
| Volume |
531 |
191 |
-340 |
-64.0% |
1,289 |
|
| Daily Pivots for day following 07-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-14 |
151-29 |
149-29 |
|
| R3 |
151-14 |
150-29 |
149-20 |
|
| R2 |
150-14 |
150-14 |
149-17 |
|
| R1 |
149-29 |
149-29 |
149-14 |
149-22 |
| PP |
149-14 |
149-14 |
149-14 |
149-11 |
| S1 |
148-29 |
148-29 |
149-08 |
148-22 |
| S2 |
148-14 |
148-14 |
149-05 |
|
| S3 |
147-14 |
147-29 |
149-02 |
|
| S4 |
146-14 |
146-29 |
148-25 |
|
|
| Weekly Pivots for week ending 01-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
170-04 |
167-29 |
156-19 |
|
| R3 |
163-27 |
161-20 |
154-27 |
|
| R2 |
157-18 |
157-18 |
154-09 |
|
| R1 |
155-11 |
155-11 |
153-22 |
156-14 |
| PP |
151-09 |
151-09 |
151-09 |
151-27 |
| S1 |
149-02 |
149-02 |
152-18 |
150-06 |
| S2 |
145-00 |
145-00 |
151-31 |
|
| S3 |
138-23 |
142-25 |
151-13 |
|
| S4 |
132-14 |
136-16 |
149-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-08 |
|
2.618 |
152-20 |
|
1.618 |
151-20 |
|
1.000 |
151-00 |
|
0.618 |
150-20 |
|
HIGH |
150-00 |
|
0.618 |
149-20 |
|
0.500 |
149-16 |
|
0.382 |
149-12 |
|
LOW |
149-00 |
|
0.618 |
148-12 |
|
1.000 |
148-00 |
|
1.618 |
147-12 |
|
2.618 |
146-12 |
|
4.250 |
144-24 |
|
|
| Fisher Pivots for day following 07-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-16 |
150-20 |
| PP |
149-14 |
150-06 |
| S1 |
149-13 |
149-24 |
|