ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-10 |
142-20 |
-0-22 |
-0.5% |
142-03 |
| High |
143-22 |
143-09 |
-0-13 |
-0.3% |
145-08 |
| Low |
142-03 |
141-29 |
-0-06 |
-0.1% |
142-01 |
| Close |
142-13 |
142-09 |
-0-04 |
-0.1% |
144-26 |
| Range |
1-19 |
1-12 |
-0-07 |
-13.7% |
3-07 |
| ATR |
1-19 |
1-19 |
-0-01 |
-1.0% |
0-00 |
| Volume |
242,485 |
301,052 |
58,567 |
24.2% |
360,788 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-26 |
143-01 |
|
| R3 |
145-08 |
144-14 |
142-21 |
|
| R2 |
143-28 |
143-28 |
142-17 |
|
| R1 |
143-02 |
143-02 |
142-13 |
142-25 |
| PP |
142-16 |
142-16 |
142-16 |
142-11 |
| S1 |
141-22 |
141-22 |
142-05 |
141-13 |
| S2 |
141-04 |
141-04 |
142-01 |
|
| S3 |
139-24 |
140-10 |
141-29 |
|
| S4 |
138-12 |
138-30 |
141-17 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
152-15 |
146-19 |
|
| R3 |
150-15 |
149-08 |
145-22 |
|
| R2 |
147-08 |
147-08 |
145-13 |
|
| R1 |
146-01 |
146-01 |
145-03 |
146-20 |
| PP |
144-01 |
144-01 |
144-01 |
144-11 |
| S1 |
142-26 |
142-26 |
144-17 |
143-14 |
| S2 |
140-26 |
140-26 |
144-07 |
|
| S3 |
137-19 |
139-19 |
143-30 |
|
| S4 |
134-12 |
136-12 |
143-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
141-29 |
3-11 |
2.4% |
1-05 |
0.8% |
11% |
False |
True |
186,912 |
| 10 |
145-08 |
141-28 |
3-12 |
2.4% |
1-08 |
0.9% |
12% |
False |
False |
158,060 |
| 20 |
146-11 |
140-03 |
6-08 |
4.4% |
1-18 |
1.1% |
35% |
False |
False |
212,476 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-20 |
1.1% |
38% |
False |
False |
171,110 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.2% |
65% |
False |
False |
114,259 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
65% |
False |
False |
85,727 |
| 100 |
146-12 |
133-13 |
12-31 |
9.1% |
1-13 |
1.0% |
68% |
False |
False |
68,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
146-28 |
|
1.618 |
145-16 |
|
1.000 |
144-21 |
|
0.618 |
144-04 |
|
HIGH |
143-09 |
|
0.618 |
142-24 |
|
0.500 |
142-19 |
|
0.382 |
142-14 |
|
LOW |
141-29 |
|
0.618 |
141-02 |
|
1.000 |
140-17 |
|
1.618 |
139-22 |
|
2.618 |
138-10 |
|
4.250 |
136-02 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-19 |
142-30 |
| PP |
142-16 |
142-23 |
| S1 |
142-12 |
142-16 |
|