ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 15-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
143-08 |
0-17 |
0.4% |
142-28 |
| High |
143-20 |
143-27 |
0-07 |
0.2% |
143-17 |
| Low |
142-16 |
142-29 |
0-13 |
0.3% |
140-23 |
| Close |
143-18 |
143-10 |
-0-08 |
-0.2% |
142-25 |
| Range |
1-04 |
0-30 |
-0-06 |
-16.7% |
2-26 |
| ATR |
1-15 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
317,359 |
336,026 |
18,667 |
5.9% |
1,613,777 |
|
| Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-05 |
145-22 |
143-26 |
|
| R3 |
145-07 |
144-24 |
143-18 |
|
| R2 |
144-09 |
144-09 |
143-16 |
|
| R1 |
143-26 |
143-26 |
143-13 |
144-02 |
| PP |
143-11 |
143-11 |
143-11 |
143-15 |
| S1 |
142-28 |
142-28 |
143-07 |
143-04 |
| S2 |
142-13 |
142-13 |
143-04 |
|
| S3 |
141-15 |
141-30 |
143-02 |
|
| S4 |
140-17 |
141-00 |
142-26 |
|
|
| 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 |
143-27 |
140-23 |
3-04 |
2.2% |
1-08 |
0.9% |
83% |
True |
False |
331,125 |
| 10 |
144-30 |
140-23 |
4-07 |
2.9% |
1-10 |
0.9% |
61% |
False |
False |
334,357 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-14 |
1.0% |
55% |
False |
False |
340,457 |
| 40 |
146-11 |
140-21 |
5-22 |
4.0% |
1-13 |
1.0% |
47% |
False |
False |
275,086 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
54% |
False |
False |
263,562 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
74% |
False |
False |
198,155 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-19 |
1.1% |
74% |
False |
False |
158,566 |
| 120 |
146-12 |
134-05 |
12-07 |
8.5% |
1-16 |
1.0% |
75% |
False |
False |
132,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-26 |
|
2.618 |
146-10 |
|
1.618 |
145-12 |
|
1.000 |
144-25 |
|
0.618 |
144-14 |
|
HIGH |
143-27 |
|
0.618 |
143-16 |
|
0.500 |
143-12 |
|
0.382 |
143-08 |
|
LOW |
142-29 |
|
0.618 |
142-10 |
|
1.000 |
141-31 |
|
1.618 |
141-12 |
|
2.618 |
140-14 |
|
4.250 |
138-30 |
|
|
| Fisher Pivots for day following 15-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-12 |
143-05 |
| PP |
143-11 |
143-00 |
| S1 |
143-11 |
142-26 |
|