ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-07 |
142-31 |
0-24 |
0.5% |
143-30 |
| High |
143-08 |
143-24 |
0-16 |
0.3% |
143-31 |
| Low |
141-10 |
142-16 |
1-06 |
0.8% |
141-10 |
| Close |
143-01 |
142-29 |
-0-04 |
-0.1% |
143-01 |
| Range |
1-30 |
1-08 |
-0-22 |
-35.5% |
2-21 |
| ATR |
1-19 |
1-19 |
-0-01 |
-1.6% |
0-00 |
| Volume |
284,584 |
178,104 |
-106,480 |
-37.4% |
1,021,567 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
146-03 |
143-19 |
|
| R3 |
145-18 |
144-27 |
143-08 |
|
| R2 |
144-10 |
144-10 |
143-04 |
|
| R1 |
143-19 |
143-19 |
143-01 |
143-10 |
| PP |
143-02 |
143-02 |
143-02 |
142-29 |
| S1 |
142-11 |
142-11 |
142-25 |
142-02 |
| S2 |
141-26 |
141-26 |
142-22 |
|
| S3 |
140-18 |
141-03 |
142-18 |
|
| S4 |
139-10 |
139-27 |
142-07 |
|
|
| 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 |
143-31 |
141-10 |
2-21 |
1.9% |
1-13 |
1.0% |
60% |
False |
False |
239,934 |
| 10 |
145-08 |
141-10 |
3-30 |
2.8% |
1-10 |
0.9% |
40% |
False |
False |
168,603 |
| 20 |
146-11 |
140-25 |
5-18 |
3.9% |
1-16 |
1.1% |
38% |
False |
False |
205,779 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-19 |
1.1% |
48% |
False |
False |
182,550 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-22 |
1.2% |
71% |
False |
False |
121,968 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-21 |
1.2% |
70% |
False |
False |
91,510 |
| 100 |
146-12 |
134-05 |
12-07 |
8.6% |
1-14 |
1.0% |
72% |
False |
False |
73,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-02 |
|
2.618 |
147-01 |
|
1.618 |
145-25 |
|
1.000 |
145-00 |
|
0.618 |
144-17 |
|
HIGH |
143-24 |
|
0.618 |
143-09 |
|
0.500 |
143-04 |
|
0.382 |
142-31 |
|
LOW |
142-16 |
|
0.618 |
141-23 |
|
1.000 |
141-08 |
|
1.618 |
140-15 |
|
2.618 |
139-07 |
|
4.250 |
137-06 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
142-25 |
| PP |
143-02 |
142-21 |
| S1 |
142-31 |
142-17 |
|