ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 17-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
142-15 |
-0-29 |
-0.6% |
142-10 |
| High |
143-23 |
142-16 |
-1-07 |
-0.8% |
143-27 |
| Low |
141-30 |
141-22 |
-0-08 |
-0.2% |
141-22 |
| Close |
142-09 |
142-03 |
-0-06 |
-0.1% |
142-03 |
| Range |
1-25 |
0-26 |
-0-31 |
-54.4% |
2-05 |
| ATR |
1-14 |
1-13 |
-0-01 |
-3.1% |
0-00 |
| Volume |
375,737 |
234,978 |
-140,759 |
-37.5% |
1,544,988 |
|
| Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-17 |
144-04 |
142-17 |
|
| R3 |
143-23 |
143-10 |
142-10 |
|
| R2 |
142-29 |
142-29 |
142-08 |
|
| R1 |
142-16 |
142-16 |
142-05 |
142-10 |
| PP |
142-03 |
142-03 |
142-03 |
142-00 |
| S1 |
141-22 |
141-22 |
142-01 |
141-16 |
| S2 |
141-09 |
141-09 |
141-30 |
|
| S3 |
140-15 |
140-28 |
141-28 |
|
| S4 |
139-21 |
140-02 |
141-21 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
147-23 |
143-09 |
|
| R3 |
146-27 |
145-18 |
142-22 |
|
| R2 |
144-22 |
144-22 |
142-16 |
|
| R1 |
143-13 |
143-13 |
142-09 |
142-31 |
| PP |
142-17 |
142-17 |
142-17 |
142-10 |
| S1 |
141-08 |
141-08 |
141-29 |
140-26 |
| S2 |
140-12 |
140-12 |
141-22 |
|
| S3 |
138-07 |
139-03 |
141-16 |
|
| S4 |
136-02 |
136-30 |
140-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-27 |
141-22 |
2-05 |
1.5% |
1-05 |
0.8% |
19% |
False |
True |
308,997 |
| 10 |
143-27 |
140-23 |
3-04 |
2.2% |
1-08 |
0.9% |
44% |
False |
False |
315,876 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-13 |
1.0% |
30% |
False |
False |
338,909 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
30% |
False |
False |
279,758 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
36% |
False |
False |
273,311 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
64% |
False |
False |
205,785 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-19 |
1.1% |
64% |
False |
False |
164,668 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-16 |
1.1% |
65% |
False |
False |
137,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-30 |
|
2.618 |
144-20 |
|
1.618 |
143-26 |
|
1.000 |
143-10 |
|
0.618 |
143-00 |
|
HIGH |
142-16 |
|
0.618 |
142-06 |
|
0.500 |
142-03 |
|
0.382 |
142-00 |
|
LOW |
141-22 |
|
0.618 |
141-06 |
|
1.000 |
140-28 |
|
1.618 |
140-12 |
|
2.618 |
139-18 |
|
4.250 |
138-08 |
|
|
| Fisher Pivots for day following 17-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-03 |
142-24 |
| PP |
142-03 |
142-17 |
| S1 |
142-03 |
142-10 |
|