ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2012 |
13-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-28 |
143-21 |
-0-07 |
-0.2% |
142-31 |
| High |
144-07 |
145-11 |
1-04 |
0.8% |
145-11 |
| Low |
143-13 |
143-15 |
0-02 |
0.0% |
142-01 |
| Close |
143-18 |
145-00 |
1-14 |
1.0% |
145-00 |
| Range |
0-26 |
1-28 |
1-02 |
130.8% |
3-10 |
| ATR |
1-16 |
1-17 |
0-01 |
1.8% |
0-00 |
| Volume |
324,863 |
321,967 |
-2,896 |
-0.9% |
1,365,296 |
|
| Daily Pivots for day following 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-07 |
149-16 |
146-01 |
|
| R3 |
148-11 |
147-20 |
145-16 |
|
| R2 |
146-15 |
146-15 |
145-11 |
|
| R1 |
145-24 |
145-24 |
145-06 |
146-04 |
| PP |
144-19 |
144-19 |
144-19 |
144-25 |
| S1 |
143-28 |
143-28 |
144-26 |
144-08 |
| S2 |
142-23 |
142-23 |
144-21 |
|
| S3 |
140-27 |
142-00 |
144-16 |
|
| S4 |
138-31 |
140-04 |
143-31 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
152-27 |
146-26 |
|
| R3 |
150-24 |
149-17 |
145-29 |
|
| R2 |
147-14 |
147-14 |
145-19 |
|
| R1 |
146-07 |
146-07 |
145-10 |
146-26 |
| PP |
144-04 |
144-04 |
144-04 |
144-14 |
| S1 |
142-29 |
142-29 |
144-22 |
143-16 |
| S2 |
140-26 |
140-26 |
144-13 |
|
| S3 |
137-16 |
139-19 |
144-03 |
|
| S4 |
134-06 |
136-09 |
143-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-11 |
142-01 |
3-10 |
2.3% |
1-10 |
0.9% |
90% |
True |
False |
273,059 |
| 10 |
145-11 |
141-10 |
4-01 |
2.8% |
1-11 |
0.9% |
91% |
True |
False |
248,819 |
| 20 |
146-11 |
141-10 |
5-01 |
3.5% |
1-13 |
1.0% |
73% |
False |
False |
208,294 |
| 40 |
146-11 |
139-24 |
6-19 |
4.5% |
1-18 |
1.1% |
80% |
False |
False |
211,979 |
| 60 |
146-11 |
134-22 |
11-21 |
8.0% |
1-21 |
1.1% |
88% |
False |
False |
141,742 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-22 |
1.2% |
88% |
False |
False |
106,346 |
| 100 |
146-12 |
134-05 |
12-07 |
8.4% |
1-15 |
1.0% |
89% |
False |
False |
85,082 |
| 120 |
146-12 |
122-13 |
23-31 |
16.5% |
1-11 |
0.9% |
94% |
False |
False |
70,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-10 |
|
2.618 |
150-08 |
|
1.618 |
148-12 |
|
1.000 |
147-07 |
|
0.618 |
146-16 |
|
HIGH |
145-11 |
|
0.618 |
144-20 |
|
0.500 |
144-13 |
|
0.382 |
144-06 |
|
LOW |
143-15 |
|
0.618 |
142-10 |
|
1.000 |
141-19 |
|
1.618 |
140-14 |
|
2.618 |
138-18 |
|
4.250 |
135-16 |
|
|
| Fisher Pivots for day following 13-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-22 |
| PP |
144-19 |
144-11 |
| S1 |
144-13 |
144-00 |
|