ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 27-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2012 |
27-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-14 |
143-01 |
0-19 |
0.4% |
142-00 |
| High |
143-04 |
144-03 |
0-31 |
0.7% |
143-04 |
| Low |
142-08 |
142-31 |
0-23 |
0.5% |
140-31 |
| Close |
143-00 |
143-31 |
0-31 |
0.7% |
143-00 |
| Range |
0-28 |
1-04 |
0-08 |
28.6% |
2-05 |
| ATR |
1-11 |
1-10 |
0-00 |
-1.1% |
0-00 |
| Volume |
361,106 |
515,464 |
154,358 |
42.7% |
1,350,515 |
|
| Daily Pivots for day following 27-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-02 |
146-20 |
144-19 |
|
| R3 |
145-30 |
145-16 |
144-09 |
|
| R2 |
144-26 |
144-26 |
144-06 |
|
| R1 |
144-12 |
144-12 |
144-02 |
144-19 |
| PP |
143-22 |
143-22 |
143-22 |
143-25 |
| S1 |
143-08 |
143-08 |
143-28 |
143-15 |
| S2 |
142-18 |
142-18 |
143-24 |
|
| S3 |
141-14 |
142-04 |
143-21 |
|
| S4 |
140-10 |
141-00 |
143-11 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-02 |
144-06 |
|
| R3 |
146-22 |
145-29 |
143-19 |
|
| R2 |
144-17 |
144-17 |
143-13 |
|
| R1 |
143-24 |
143-24 |
143-06 |
144-04 |
| PP |
142-12 |
142-12 |
142-12 |
142-18 |
| S1 |
141-19 |
141-19 |
142-26 |
142-00 |
| S2 |
140-07 |
140-07 |
142-19 |
|
| S3 |
138-02 |
139-14 |
142-13 |
|
| S4 |
135-29 |
137-09 |
141-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-03 |
140-31 |
3-04 |
2.2% |
1-05 |
0.8% |
96% |
True |
False |
373,195 |
| 10 |
144-03 |
140-31 |
3-04 |
2.2% |
1-05 |
0.8% |
96% |
True |
False |
341,096 |
| 20 |
145-15 |
140-23 |
4-24 |
3.3% |
1-10 |
0.9% |
68% |
False |
False |
345,995 |
| 40 |
145-15 |
140-21 |
4-26 |
3.3% |
1-11 |
0.9% |
69% |
False |
False |
310,256 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-16 |
1.0% |
64% |
False |
False |
289,687 |
| 80 |
146-11 |
139-02 |
7-09 |
5.1% |
1-18 |
1.1% |
67% |
False |
False |
229,069 |
| 100 |
146-11 |
134-22 |
11-21 |
8.1% |
1-18 |
1.1% |
80% |
False |
False |
183,322 |
| 120 |
146-12 |
134-22 |
11-22 |
8.1% |
1-17 |
1.1% |
79% |
False |
False |
152,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-28 |
|
2.618 |
147-01 |
|
1.618 |
145-29 |
|
1.000 |
145-07 |
|
0.618 |
144-25 |
|
HIGH |
144-03 |
|
0.618 |
143-21 |
|
0.500 |
143-17 |
|
0.382 |
143-13 |
|
LOW |
142-31 |
|
0.618 |
142-09 |
|
1.000 |
141-27 |
|
1.618 |
141-05 |
|
2.618 |
140-01 |
|
4.250 |
138-06 |
|
|
| Fisher Pivots for day following 27-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-26 |
143-19 |
| PP |
143-22 |
143-08 |
| S1 |
143-17 |
142-28 |
|