ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-20 |
142-07 |
-0-13 |
-0.3% |
143-30 |
| High |
143-09 |
143-08 |
-0-01 |
0.0% |
143-31 |
| Low |
141-29 |
141-10 |
-0-19 |
-0.4% |
141-10 |
| Close |
142-09 |
143-01 |
0-24 |
0.5% |
143-01 |
| Range |
1-12 |
1-30 |
0-18 |
40.9% |
2-21 |
| ATR |
1-19 |
1-19 |
0-01 |
1.6% |
0-00 |
| Volume |
301,052 |
284,584 |
-16,468 |
-5.5% |
1,021,567 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-11 |
147-20 |
144-03 |
|
| R3 |
146-13 |
145-22 |
143-18 |
|
| R2 |
144-15 |
144-15 |
143-12 |
|
| R1 |
143-24 |
143-24 |
143-07 |
144-04 |
| PP |
142-17 |
142-17 |
142-17 |
142-23 |
| S1 |
141-26 |
141-26 |
142-27 |
142-06 |
| S2 |
140-19 |
140-19 |
142-22 |
|
| S3 |
138-21 |
139-28 |
142-16 |
|
| S4 |
136-23 |
137-30 |
141-31 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
149-17 |
144-16 |
|
| R3 |
148-03 |
146-28 |
143-24 |
|
| R2 |
145-14 |
145-14 |
143-17 |
|
| R1 |
144-07 |
144-07 |
143-09 |
143-16 |
| PP |
142-25 |
142-25 |
142-25 |
142-13 |
| S1 |
141-18 |
141-18 |
142-25 |
140-27 |
| S2 |
140-04 |
140-04 |
142-17 |
|
| S3 |
137-15 |
138-29 |
142-10 |
|
| S4 |
134-26 |
136-08 |
141-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
141-10 |
3-30 |
2.8% |
1-12 |
1.0% |
44% |
False |
True |
224,579 |
| 10 |
145-08 |
141-10 |
3-30 |
2.8% |
1-10 |
0.9% |
44% |
False |
True |
165,099 |
| 20 |
146-11 |
140-14 |
5-29 |
4.1% |
1-18 |
1.1% |
44% |
False |
False |
213,002 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-20 |
1.1% |
50% |
False |
False |
178,178 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-22 |
1.2% |
72% |
False |
False |
119,000 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-21 |
1.2% |
71% |
False |
False |
89,284 |
| 100 |
146-12 |
134-05 |
12-07 |
8.5% |
1-13 |
1.0% |
73% |
False |
False |
71,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-16 |
|
2.618 |
148-10 |
|
1.618 |
146-12 |
|
1.000 |
145-06 |
|
0.618 |
144-14 |
|
HIGH |
143-08 |
|
0.618 |
142-16 |
|
0.500 |
142-09 |
|
0.382 |
142-02 |
|
LOW |
141-10 |
|
0.618 |
140-04 |
|
1.000 |
139-12 |
|
1.618 |
138-06 |
|
2.618 |
136-08 |
|
4.250 |
133-02 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-25 |
142-27 |
| PP |
142-17 |
142-22 |
| S1 |
142-09 |
142-16 |
|