ECBOT 30 Year Treasury Bond Future December 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jul-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Jun-2012 | 
                    02-Jul-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        150-01 | 
                        149-00 | 
                        -1-01 | 
                        -0.7% | 
                        149-00 | 
                     
                    
                        | High | 
                        150-01 | 
                        151-01 | 
                        1-00 | 
                        0.7% | 
                        150-28 | 
                     
                    
                        | Low | 
                        148-21 | 
                        148-27 | 
                        0-06 | 
                        0.1% | 
                        148-21 | 
                     
                    
                        | Close | 
                        148-27 | 
                        150-19 | 
                        1-24 | 
                        1.2% | 
                        148-27 | 
                     
                    
                        | Range | 
                        1-12 | 
                        2-06 | 
                        0-26 | 
                        59.1% | 
                        2-07 | 
                     
                    
                        | ATR | 
                        1-10 | 
                        1-12 | 
                        0-02 | 
                        4.8% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        384 | 
                        840 | 
                        456 | 
                        118.8% | 
                        2,468 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jul-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                156-23 | 
                155-27 | 
                151-26 | 
                 | 
             
            
                | R3 | 
                154-17 | 
                153-21 | 
                151-06 | 
                 | 
             
            
                | R2 | 
                152-11 | 
                152-11 | 
                151-00 | 
                 | 
             
            
                | R1 | 
                151-15 | 
                151-15 | 
                150-25 | 
                151-29 | 
             
            
                | PP | 
                150-05 | 
                150-05 | 
                150-05 | 
                150-12 | 
             
            
                | S1 | 
                149-09 | 
                149-09 | 
                150-13 | 
                149-23 | 
             
            
                | S2 | 
                147-31 | 
                147-31 | 
                150-06 | 
                 | 
             
            
                | S3 | 
                145-25 | 
                147-03 | 
                150-00 | 
                 | 
             
            
                | S4 | 
                143-19 | 
                144-29 | 
                149-12 | 
                 | 
             
     
 | 
    
        
            | 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             | 
            160-10 | 
         
        
            | 
2.618             | 
            156-24 | 
         
        
            | 
1.618             | 
            154-18 | 
         
        
            | 
1.000             | 
            153-07 | 
         
        
            | 
0.618             | 
            152-12 | 
         
        
            | 
HIGH             | 
            151-01 | 
         
        
            | 
0.618             | 
            150-06 | 
         
        
            | 
0.500             | 
            149-30 | 
         
        
            | 
0.382             | 
            149-22 | 
         
        
            | 
LOW             | 
            148-27 | 
         
        
            | 
0.618             | 
            147-16 | 
         
        
            | 
1.000             | 
            146-21 | 
         
        
            | 
1.618             | 
            145-10 | 
         
        
            | 
2.618             | 
            143-04 | 
         
        
            | 
4.250             | 
            139-18 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jul-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                150-12 | 
                                150-11 | 
                             
                            
                                | PP | 
                                150-05 | 
                                150-03 | 
                             
                            
                                | S1 | 
                                149-30 | 
                                149-27 | 
                             
             
         |