ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 21-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
142-00 |
-0-15 |
-0.3% |
142-10 |
| High |
142-16 |
142-01 |
-0-15 |
-0.3% |
143-27 |
| Low |
141-22 |
140-31 |
-0-23 |
-0.5% |
141-22 |
| Close |
142-03 |
141-17 |
-0-18 |
-0.4% |
142-03 |
| Range |
0-26 |
1-02 |
0-08 |
30.8% |
2-05 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
234,978 |
288,230 |
53,252 |
22.7% |
1,544,988 |
|
| Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
144-06 |
142-04 |
|
| R3 |
143-20 |
143-04 |
141-26 |
|
| R2 |
142-18 |
142-18 |
141-23 |
|
| R1 |
142-02 |
142-02 |
141-20 |
141-25 |
| PP |
141-16 |
141-16 |
141-16 |
141-12 |
| S1 |
141-00 |
141-00 |
141-14 |
140-23 |
| S2 |
140-14 |
140-14 |
141-11 |
|
| S3 |
139-12 |
139-30 |
141-08 |
|
| S4 |
138-10 |
138-28 |
140-30 |
|
|
| 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 |
140-31 |
2-28 |
2.0% |
1-05 |
0.8% |
20% |
False |
True |
310,466 |
| 10 |
143-27 |
140-23 |
3-04 |
2.2% |
1-08 |
0.9% |
26% |
False |
False |
319,928 |
| 20 |
145-15 |
140-23 |
4-24 |
3.4% |
1-12 |
1.0% |
17% |
False |
False |
338,492 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
18% |
False |
False |
281,608 |
| 60 |
146-11 |
139-24 |
6-19 |
4.7% |
1-17 |
1.1% |
27% |
False |
False |
276,794 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-19 |
1.1% |
59% |
False |
False |
209,386 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-18 |
1.1% |
59% |
False |
False |
167,549 |
| 120 |
146-12 |
134-22 |
11-22 |
8.3% |
1-16 |
1.1% |
59% |
False |
False |
139,635 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-18 |
|
2.618 |
144-26 |
|
1.618 |
143-24 |
|
1.000 |
143-03 |
|
0.618 |
142-22 |
|
HIGH |
142-01 |
|
0.618 |
141-20 |
|
0.500 |
141-16 |
|
0.382 |
141-12 |
|
LOW |
140-31 |
|
0.618 |
140-10 |
|
1.000 |
139-29 |
|
1.618 |
139-08 |
|
2.618 |
138-06 |
|
4.250 |
136-14 |
|
|
| Fisher Pivots for day following 21-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-17 |
142-11 |
| PP |
141-16 |
142-02 |
| S1 |
141-16 |
141-26 |
|