ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 14-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2012 |
14-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-04 |
149-31 |
0-27 |
0.6% |
153-17 |
| High |
150-13 |
150-05 |
-0-08 |
-0.2% |
153-20 |
| Low |
148-20 |
149-17 |
0-29 |
0.6% |
149-00 |
| Close |
150-07 |
150-05 |
-0-02 |
0.0% |
149-19 |
| Range |
1-25 |
0-20 |
-1-05 |
-64.9% |
4-20 |
| ATR |
1-13 |
1-12 |
-0-02 |
-3.7% |
0-00 |
| Volume |
66 |
482 |
416 |
630.3% |
1,285 |
|
| Daily Pivots for day following 14-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-26 |
151-20 |
150-16 |
|
| R3 |
151-06 |
151-00 |
150-10 |
|
| R2 |
150-18 |
150-18 |
150-09 |
|
| R1 |
150-12 |
150-12 |
150-07 |
150-15 |
| PP |
149-30 |
149-30 |
149-30 |
150-00 |
| S1 |
149-24 |
149-24 |
150-03 |
149-27 |
| S2 |
149-10 |
149-10 |
150-01 |
|
| S3 |
148-22 |
149-04 |
150-00 |
|
| S4 |
148-02 |
148-16 |
149-26 |
|
|
| Weekly Pivots for week ending 08-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
164-20 |
161-23 |
152-04 |
|
| R3 |
160-00 |
157-03 |
150-28 |
|
| R2 |
155-12 |
155-12 |
150-14 |
|
| R1 |
152-15 |
152-15 |
150-01 |
151-20 |
| PP |
150-24 |
150-24 |
150-24 |
150-10 |
| S1 |
147-27 |
147-27 |
149-05 |
147-00 |
| S2 |
146-04 |
146-04 |
148-24 |
|
| S3 |
141-16 |
143-07 |
148-10 |
|
| S4 |
136-28 |
138-19 |
147-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-26 |
|
2.618 |
151-25 |
|
1.618 |
151-05 |
|
1.000 |
150-25 |
|
0.618 |
150-17 |
|
HIGH |
150-05 |
|
0.618 |
149-29 |
|
0.500 |
149-27 |
|
0.382 |
149-25 |
|
LOW |
149-17 |
|
0.618 |
149-05 |
|
1.000 |
148-29 |
|
1.618 |
148-17 |
|
2.618 |
147-29 |
|
4.250 |
146-28 |
|
|
| Fisher Pivots for day following 14-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
150-02 |
149-30 |
| PP |
149-30 |
149-23 |
| S1 |
149-27 |
149-16 |
|