ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 07-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-28 |
143-05 |
0-09 |
0.2% |
143-14 |
| High |
143-17 |
143-15 |
-0-02 |
0.0% |
145-15 |
| Low |
142-15 |
141-27 |
-0-20 |
-0.4% |
142-06 |
| Close |
143-09 |
142-10 |
-0-31 |
-0.7% |
142-13 |
| Range |
1-02 |
1-20 |
0-18 |
52.9% |
3-09 |
| ATR |
1-17 |
1-17 |
0-00 |
0.4% |
0-00 |
| Volume |
247,709 |
331,094 |
83,385 |
33.7% |
1,895,169 |
|
| Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-13 |
146-16 |
143-07 |
|
| R3 |
145-25 |
144-28 |
142-24 |
|
| R2 |
144-05 |
144-05 |
142-20 |
|
| R1 |
143-08 |
143-08 |
142-15 |
142-28 |
| PP |
142-17 |
142-17 |
142-17 |
142-12 |
| S1 |
141-20 |
141-20 |
142-05 |
141-08 |
| S2 |
140-29 |
140-29 |
142-00 |
|
| S3 |
139-09 |
140-00 |
141-28 |
|
| S4 |
137-21 |
138-12 |
141-13 |
|
|
| 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 |
145-13 |
141-27 |
3-18 |
2.5% |
1-15 |
1.0% |
13% |
False |
True |
349,316 |
| 10 |
145-15 |
140-29 |
4-18 |
3.2% |
1-19 |
1.1% |
31% |
False |
False |
363,854 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-16 |
1.0% |
34% |
False |
False |
328,353 |
| 40 |
146-11 |
140-21 |
5-22 |
4.0% |
1-16 |
1.1% |
29% |
False |
False |
267,066 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
39% |
False |
False |
231,151 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
65% |
False |
False |
173,564 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
65% |
False |
False |
138,879 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-14 |
1.0% |
67% |
False |
False |
115,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
147-23 |
|
1.618 |
146-03 |
|
1.000 |
145-03 |
|
0.618 |
144-15 |
|
HIGH |
143-15 |
|
0.618 |
142-27 |
|
0.500 |
142-21 |
|
0.382 |
142-15 |
|
LOW |
141-27 |
|
0.618 |
140-27 |
|
1.000 |
140-07 |
|
1.618 |
139-07 |
|
2.618 |
137-19 |
|
4.250 |
134-30 |
|
|
| Fisher Pivots for day following 07-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-21 |
143-12 |
| PP |
142-17 |
143-01 |
| S1 |
142-14 |
142-21 |
|