ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 12-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-27 |
143-28 |
1-01 |
0.7% |
143-30 |
| High |
144-06 |
144-07 |
0-01 |
0.0% |
143-31 |
| Low |
142-22 |
143-13 |
0-23 |
0.5% |
141-10 |
| Close |
144-00 |
143-18 |
-0-14 |
-0.3% |
143-01 |
| Range |
1-16 |
0-26 |
-0-22 |
-45.8% |
2-21 |
| ATR |
1-18 |
1-16 |
-0-02 |
-3.4% |
0-00 |
| Volume |
294,399 |
324,863 |
30,464 |
10.3% |
1,021,567 |
|
| Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-05 |
145-22 |
144-00 |
|
| R3 |
145-11 |
144-28 |
143-25 |
|
| R2 |
144-17 |
144-17 |
143-23 |
|
| R1 |
144-02 |
144-02 |
143-20 |
143-28 |
| PP |
143-23 |
143-23 |
143-23 |
143-21 |
| S1 |
143-08 |
143-08 |
143-16 |
143-02 |
| S2 |
142-29 |
142-29 |
143-13 |
|
| S3 |
142-03 |
142-14 |
143-11 |
|
| S4 |
141-09 |
141-20 |
143-04 |
|
|
| 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 |
144-07 |
141-10 |
2-29 |
2.0% |
1-11 |
0.9% |
77% |
True |
False |
265,582 |
| 10 |
145-08 |
141-10 |
3-30 |
2.7% |
1-08 |
0.9% |
57% |
False |
False |
226,247 |
| 20 |
146-11 |
141-10 |
5-01 |
3.5% |
1-13 |
1.0% |
45% |
False |
False |
209,575 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
58% |
False |
False |
204,055 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-21 |
1.2% |
76% |
False |
False |
136,379 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-21 |
1.2% |
76% |
False |
False |
102,323 |
| 100 |
146-12 |
134-05 |
12-07 |
8.5% |
1-15 |
1.0% |
77% |
False |
False |
81,862 |
| 120 |
146-12 |
122-03 |
24-09 |
16.9% |
1-10 |
0.9% |
88% |
False |
False |
68,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-22 |
|
2.618 |
146-11 |
|
1.618 |
145-17 |
|
1.000 |
145-01 |
|
0.618 |
144-23 |
|
HIGH |
144-07 |
|
0.618 |
143-29 |
|
0.500 |
143-26 |
|
0.382 |
143-23 |
|
LOW |
143-13 |
|
0.618 |
142-29 |
|
1.000 |
142-19 |
|
1.618 |
142-03 |
|
2.618 |
141-09 |
|
4.250 |
139-30 |
|
|
| Fisher Pivots for day following 12-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-13 |
| PP |
143-23 |
143-09 |
| S1 |
143-21 |
143-04 |
|