ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
141-21 |
142-10 |
0-21 |
0.5% |
142-28 |
| High |
142-31 |
143-00 |
0-01 |
0.0% |
143-17 |
| Low |
141-20 |
141-26 |
0-06 |
0.1% |
140-23 |
| Close |
142-25 |
142-12 |
-0-13 |
-0.3% |
142-25 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
2-26 |
| ATR |
1-16 |
1-15 |
-0-01 |
-1.5% |
0-00 |
| Volume |
305,349 |
280,888 |
-24,461 |
-8.0% |
1,613,777 |
|
| Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-31 |
145-11 |
143-01 |
|
| R3 |
144-25 |
144-05 |
142-22 |
|
| R2 |
143-19 |
143-19 |
142-19 |
|
| R1 |
142-31 |
142-31 |
142-15 |
143-09 |
| PP |
142-13 |
142-13 |
142-13 |
142-18 |
| S1 |
141-25 |
141-25 |
142-09 |
142-03 |
| S2 |
141-07 |
141-07 |
142-05 |
|
| S3 |
140-01 |
140-19 |
142-02 |
|
| S4 |
138-27 |
139-13 |
141-23 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-25 |
149-19 |
144-10 |
|
| R3 |
147-31 |
146-25 |
143-18 |
|
| R2 |
145-05 |
145-05 |
143-10 |
|
| R1 |
143-31 |
143-31 |
143-01 |
143-05 |
| PP |
142-11 |
142-11 |
142-11 |
141-30 |
| S1 |
141-05 |
141-05 |
142-17 |
140-11 |
| S2 |
139-17 |
139-17 |
142-08 |
|
| S3 |
136-23 |
138-11 |
142-00 |
|
| S4 |
133-29 |
135-17 |
141-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-15 |
140-23 |
2-24 |
1.9% |
1-10 |
0.9% |
60% |
False |
False |
329,391 |
| 10 |
145-15 |
140-23 |
4-24 |
3.3% |
1-12 |
1.0% |
35% |
False |
False |
345,953 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-15 |
1.0% |
36% |
False |
False |
334,786 |
| 40 |
146-11 |
140-21 |
5-22 |
4.0% |
1-14 |
1.0% |
30% |
False |
False |
271,540 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
40% |
False |
False |
252,915 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
66% |
False |
False |
190,003 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-21 |
1.2% |
66% |
False |
False |
152,034 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-15 |
1.0% |
67% |
False |
False |
126,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
146-03 |
|
1.618 |
144-29 |
|
1.000 |
144-06 |
|
0.618 |
143-23 |
|
HIGH |
143-00 |
|
0.618 |
142-17 |
|
0.500 |
142-13 |
|
0.382 |
142-09 |
|
LOW |
141-26 |
|
0.618 |
141-03 |
|
1.000 |
140-20 |
|
1.618 |
139-29 |
|
2.618 |
138-23 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 13-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-13 |
142-06 |
| PP |
142-13 |
142-01 |
| S1 |
142-12 |
141-28 |
|