ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
142-09 |
-0-28 |
-0.6% |
143-14 |
| High |
143-15 |
142-16 |
-0-31 |
-0.7% |
145-15 |
| Low |
141-27 |
141-23 |
-0-04 |
-0.1% |
142-06 |
| Close |
142-10 |
142-07 |
-0-03 |
-0.1% |
142-13 |
| Range |
1-20 |
0-25 |
-0-27 |
-51.9% |
3-09 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.5% |
0-00 |
| Volume |
331,094 |
313,618 |
-17,476 |
-5.3% |
1,895,169 |
|
| Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-16 |
144-04 |
142-21 |
|
| R3 |
143-23 |
143-11 |
142-14 |
|
| R2 |
142-30 |
142-30 |
142-12 |
|
| R1 |
142-18 |
142-18 |
142-09 |
142-12 |
| PP |
142-05 |
142-05 |
142-05 |
142-01 |
| S1 |
141-25 |
141-25 |
142-05 |
141-18 |
| S2 |
141-12 |
141-12 |
142-02 |
|
| S3 |
140-19 |
141-00 |
142-00 |
|
| S4 |
139-26 |
140-07 |
141-25 |
|
|
| 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 |
144-30 |
141-23 |
3-07 |
2.3% |
1-12 |
1.0% |
16% |
False |
True |
337,589 |
| 10 |
145-15 |
141-23 |
3-24 |
2.6% |
1-13 |
1.0% |
13% |
False |
True |
350,323 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-15 |
1.0% |
32% |
False |
False |
331,736 |
| 40 |
146-11 |
140-21 |
5-22 |
4.0% |
1-15 |
1.0% |
27% |
False |
False |
268,068 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
37% |
False |
False |
236,336 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
65% |
False |
False |
177,482 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
64% |
False |
False |
142,014 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-14 |
1.0% |
66% |
False |
False |
118,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-26 |
|
2.618 |
144-17 |
|
1.618 |
143-24 |
|
1.000 |
143-09 |
|
0.618 |
142-31 |
|
HIGH |
142-16 |
|
0.618 |
142-06 |
|
0.500 |
142-04 |
|
0.382 |
142-01 |
|
LOW |
141-23 |
|
0.618 |
141-08 |
|
1.000 |
140-30 |
|
1.618 |
140-15 |
|
2.618 |
139-22 |
|
4.250 |
138-13 |
|
|
| Fisher Pivots for day following 08-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-06 |
142-20 |
| PP |
142-05 |
142-16 |
| S1 |
142-04 |
142-11 |
|