ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
144-21 |
0-03 |
0.1% |
143-14 |
| High |
144-30 |
144-29 |
-0-01 |
0.0% |
145-15 |
| Low |
144-06 |
142-06 |
-2-00 |
-1.4% |
142-06 |
| Close |
144-19 |
142-13 |
-2-06 |
-1.5% |
142-13 |
| Range |
0-24 |
2-23 |
1-31 |
262.5% |
3-09 |
| ATR |
1-15 |
1-18 |
0-03 |
6.1% |
0-00 |
| Volume |
335,758 |
459,768 |
124,010 |
36.9% |
1,895,169 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-10 |
149-19 |
143-29 |
|
| R3 |
148-19 |
146-28 |
143-05 |
|
| R2 |
145-28 |
145-28 |
142-29 |
|
| R1 |
144-05 |
144-05 |
142-21 |
143-21 |
| PP |
143-05 |
143-05 |
143-05 |
142-30 |
| S1 |
141-14 |
141-14 |
142-05 |
140-30 |
| S2 |
140-14 |
140-14 |
141-29 |
|
| S3 |
137-23 |
138-23 |
141-21 |
|
| S4 |
135-00 |
136-00 |
140-29 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-06 |
151-03 |
144-07 |
|
| R3 |
149-29 |
147-26 |
143-10 |
|
| R2 |
146-20 |
146-20 |
143-00 |
|
| R1 |
144-17 |
144-17 |
142-23 |
143-30 |
| PP |
143-11 |
143-11 |
143-11 |
143-02 |
| S1 |
141-08 |
141-08 |
142-03 |
140-21 |
| S2 |
140-02 |
140-02 |
141-26 |
|
| S3 |
136-25 |
137-31 |
141-16 |
|
| S4 |
133-16 |
134-22 |
140-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-15 |
142-06 |
3-09 |
2.3% |
1-19 |
1.1% |
7% |
False |
True |
379,033 |
| 10 |
145-15 |
140-21 |
4-26 |
3.4% |
1-19 |
1.1% |
36% |
False |
False |
361,943 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-17 |
1.1% |
36% |
False |
False |
322,547 |
| 40 |
146-11 |
140-03 |
6-08 |
4.4% |
1-17 |
1.1% |
37% |
False |
False |
267,511 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-19 |
1.1% |
40% |
False |
False |
221,589 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
66% |
False |
False |
166,331 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
66% |
False |
False |
133,091 |
| 120 |
146-12 |
133-13 |
12-31 |
9.1% |
1-13 |
1.0% |
69% |
False |
False |
110,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
156-15 |
|
2.618 |
152-01 |
|
1.618 |
149-10 |
|
1.000 |
147-20 |
|
0.618 |
146-19 |
|
HIGH |
144-29 |
|
0.618 |
143-28 |
|
0.500 |
143-18 |
|
0.382 |
143-07 |
|
LOW |
142-06 |
|
0.618 |
140-16 |
|
1.000 |
139-15 |
|
1.618 |
137-25 |
|
2.618 |
135-02 |
|
4.250 |
130-20 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-18 |
143-26 |
| PP |
143-05 |
143-11 |
| S1 |
142-25 |
142-28 |
|