ECBOT 30 Year Treasury Bond Future December 2012
| Trading Metrics calculated at close of trading on 29-Jun-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2012 |
29-Jun-2012 |
Change |
Change % |
Previous Week |
| Open |
149-24 |
150-01 |
0-09 |
0.2% |
149-00 |
| High |
150-28 |
150-01 |
-0-27 |
-0.6% |
150-28 |
| Low |
149-24 |
148-21 |
-1-03 |
-0.7% |
148-21 |
| Close |
150-24 |
148-27 |
-1-29 |
-1.3% |
148-27 |
| Range |
1-04 |
1-12 |
0-08 |
22.2% |
2-07 |
| ATR |
1-08 |
1-10 |
0-02 |
4.8% |
0-00 |
| Volume |
561 |
384 |
-177 |
-31.6% |
2,468 |
|
| Daily Pivots for day following 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-10 |
152-14 |
149-19 |
|
| R3 |
151-30 |
151-02 |
149-07 |
|
| R2 |
150-18 |
150-18 |
149-03 |
|
| R1 |
149-22 |
149-22 |
148-31 |
149-14 |
| PP |
149-06 |
149-06 |
149-06 |
149-02 |
| S1 |
148-10 |
148-10 |
148-23 |
148-02 |
| S2 |
147-26 |
147-26 |
148-19 |
|
| S3 |
146-14 |
146-30 |
148-15 |
|
| S4 |
145-02 |
145-18 |
148-03 |
|
|
| Weekly Pivots for week ending 29-Jun-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156-04 |
154-22 |
150-02 |
|
| R3 |
153-29 |
152-15 |
149-15 |
|
| R2 |
151-22 |
151-22 |
149-08 |
|
| R1 |
150-08 |
150-08 |
149-02 |
149-28 |
| PP |
149-15 |
149-15 |
149-15 |
149-08 |
| S1 |
148-01 |
148-01 |
148-20 |
147-20 |
| S2 |
147-08 |
147-08 |
148-14 |
|
| S3 |
145-01 |
145-26 |
148-07 |
|
| S4 |
142-26 |
143-19 |
147-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-28 |
|
2.618 |
153-20 |
|
1.618 |
152-08 |
|
1.000 |
151-13 |
|
0.618 |
150-28 |
|
HIGH |
150-01 |
|
0.618 |
149-16 |
|
0.500 |
149-11 |
|
0.382 |
149-06 |
|
LOW |
148-21 |
|
0.618 |
147-26 |
|
1.000 |
147-09 |
|
1.618 |
146-14 |
|
2.618 |
145-02 |
|
4.250 |
142-26 |
|
|
| Fisher Pivots for day following 29-Jun-2012 |
| Pivot |
1 day |
3 day |
| R1 |
149-11 |
149-24 |
| PP |
149-06 |
149-15 |
| S1 |
149-00 |
149-05 |
|