ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 01-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2012 |
01-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
144-14 |
145-12 |
0-30 |
0.6% |
142-00 |
| High |
145-15 |
145-13 |
-0-02 |
0.0% |
143-18 |
| Low |
143-28 |
144-08 |
0-12 |
0.3% |
140-21 |
| Close |
145-14 |
144-11 |
-1-03 |
-0.8% |
143-14 |
| Range |
1-19 |
1-05 |
-0-14 |
-27.5% |
2-29 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.7% |
0-00 |
| Volume |
397,090 |
372,251 |
-24,839 |
-6.3% |
1,724,261 |
|
| Daily Pivots for day following 01-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-13 |
144-31 |
|
| R3 |
146-31 |
146-08 |
144-21 |
|
| R2 |
145-26 |
145-26 |
144-18 |
|
| R1 |
145-03 |
145-03 |
144-14 |
144-28 |
| PP |
144-21 |
144-21 |
144-21 |
144-18 |
| S1 |
143-30 |
143-30 |
144-08 |
143-23 |
| S2 |
143-16 |
143-16 |
144-04 |
|
| S3 |
142-11 |
142-25 |
144-01 |
|
| S4 |
141-06 |
141-20 |
143-23 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
150-08 |
145-01 |
|
| R3 |
148-12 |
147-11 |
144-08 |
|
| R2 |
145-15 |
145-15 |
143-31 |
|
| R1 |
144-14 |
144-14 |
143-23 |
144-30 |
| PP |
142-18 |
142-18 |
142-18 |
142-26 |
| S1 |
141-17 |
141-17 |
143-05 |
142-02 |
| S2 |
139-21 |
139-21 |
142-29 |
|
| S3 |
136-24 |
138-20 |
142-20 |
|
| S4 |
133-27 |
135-23 |
141-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-15 |
141-23 |
3-24 |
2.6% |
1-14 |
1.0% |
70% |
False |
False |
363,056 |
| 10 |
145-15 |
140-21 |
4-26 |
3.3% |
1-19 |
1.1% |
77% |
False |
False |
346,558 |
| 20 |
145-15 |
140-21 |
4-26 |
3.3% |
1-16 |
1.0% |
77% |
False |
False |
309,948 |
| 40 |
146-11 |
140-03 |
6-08 |
4.3% |
1-17 |
1.1% |
68% |
False |
False |
260,351 |
| 60 |
146-11 |
139-16 |
6-27 |
4.7% |
1-19 |
1.1% |
71% |
False |
False |
208,355 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
83% |
False |
False |
156,391 |
| 100 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
83% |
False |
False |
125,136 |
| 120 |
146-12 |
132-24 |
13-20 |
9.4% |
1-13 |
1.0% |
85% |
False |
False |
104,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-10 |
|
2.618 |
148-14 |
|
1.618 |
147-09 |
|
1.000 |
146-18 |
|
0.618 |
146-04 |
|
HIGH |
145-13 |
|
0.618 |
144-31 |
|
0.500 |
144-26 |
|
0.382 |
144-22 |
|
LOW |
144-08 |
|
0.618 |
143-17 |
|
1.000 |
143-03 |
|
1.618 |
142-12 |
|
2.618 |
141-07 |
|
4.250 |
139-11 |
|
|
| Fisher Pivots for day following 01-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-26 |
144-14 |
| PP |
144-21 |
144-13 |
| S1 |
144-16 |
144-12 |
|