ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
141-14 |
-0-18 |
-0.4% |
144-30 |
| High |
142-14 |
141-25 |
-0-21 |
-0.5% |
145-13 |
| Low |
140-21 |
140-25 |
0-04 |
0.1% |
141-24 |
| Close |
141-05 |
141-05 |
0-00 |
0.0% |
141-28 |
| Range |
1-25 |
1-00 |
-0-25 |
-43.9% |
3-21 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.5% |
0-00 |
| Volume |
296,569 |
263,121 |
-33,448 |
-11.3% |
1,181,642 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-08 |
143-22 |
141-23 |
|
| R3 |
143-08 |
142-22 |
141-14 |
|
| R2 |
142-08 |
142-08 |
141-11 |
|
| R1 |
141-22 |
141-22 |
141-08 |
141-15 |
| PP |
141-08 |
141-08 |
141-08 |
141-04 |
| S1 |
140-22 |
140-22 |
141-02 |
140-15 |
| S2 |
140-08 |
140-08 |
140-31 |
|
| S3 |
139-08 |
139-22 |
140-28 |
|
| S4 |
138-08 |
138-22 |
140-19 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
151-19 |
143-28 |
|
| R3 |
150-10 |
147-30 |
142-28 |
|
| R2 |
146-21 |
146-21 |
142-17 |
|
| R1 |
144-09 |
144-09 |
142-07 |
143-20 |
| PP |
143-00 |
143-00 |
143-00 |
142-22 |
| S1 |
140-20 |
140-20 |
141-17 |
140-00 |
| S2 |
139-11 |
139-11 |
141-07 |
|
| S3 |
135-22 |
136-31 |
140-28 |
|
| S4 |
132-01 |
133-10 |
139-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-13 |
140-21 |
4-24 |
3.4% |
1-16 |
1.1% |
11% |
False |
False |
293,338 |
| 10 |
145-13 |
140-21 |
4-24 |
3.4% |
1-13 |
1.0% |
11% |
False |
False |
292,852 |
| 20 |
145-13 |
140-21 |
4-24 |
3.4% |
1-12 |
1.0% |
11% |
False |
False |
230,727 |
| 40 |
146-11 |
139-24 |
6-19 |
4.7% |
1-18 |
1.1% |
21% |
False |
False |
250,419 |
| 60 |
146-11 |
134-22 |
11-21 |
8.3% |
1-22 |
1.2% |
55% |
False |
False |
170,733 |
| 80 |
146-11 |
134-22 |
11-21 |
8.3% |
1-20 |
1.2% |
55% |
False |
False |
128,100 |
| 100 |
146-12 |
134-22 |
11-22 |
8.3% |
1-17 |
1.1% |
55% |
False |
False |
102,495 |
| 120 |
146-12 |
128-05 |
18-07 |
12.9% |
1-12 |
1.0% |
71% |
False |
False |
85,414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-01 |
|
2.618 |
144-13 |
|
1.618 |
143-13 |
|
1.000 |
142-25 |
|
0.618 |
142-13 |
|
HIGH |
141-25 |
|
0.618 |
141-13 |
|
0.500 |
141-09 |
|
0.382 |
141-05 |
|
LOW |
140-25 |
|
0.618 |
140-05 |
|
1.000 |
139-25 |
|
1.618 |
139-05 |
|
2.618 |
138-05 |
|
4.250 |
136-17 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-09 |
141-26 |
| PP |
141-08 |
141-19 |
| S1 |
141-06 |
141-12 |
|