ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 28-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-01 |
143-28 |
0-27 |
0.6% |
142-00 |
| High |
144-03 |
144-14 |
0-11 |
0.2% |
143-04 |
| Low |
142-31 |
143-16 |
0-17 |
0.4% |
140-31 |
| Close |
143-31 |
143-26 |
-0-05 |
-0.1% |
143-00 |
| Range |
1-04 |
0-30 |
-0-06 |
-16.7% |
2-05 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.1% |
0-00 |
| Volume |
515,464 |
530,132 |
14,668 |
2.8% |
1,350,515 |
|
| Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-23 |
146-07 |
144-10 |
|
| R3 |
145-25 |
145-09 |
144-02 |
|
| R2 |
144-27 |
144-27 |
144-00 |
|
| R1 |
144-11 |
144-11 |
143-29 |
144-04 |
| PP |
143-29 |
143-29 |
143-29 |
143-26 |
| S1 |
143-13 |
143-13 |
143-23 |
143-06 |
| S2 |
142-31 |
142-31 |
143-20 |
|
| S3 |
142-01 |
142-15 |
143-18 |
|
| S4 |
141-03 |
141-17 |
143-10 |
|
|
| 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 |
144-14 |
141-00 |
3-14 |
2.4% |
1-04 |
0.8% |
82% |
True |
False |
421,576 |
| 10 |
144-14 |
140-31 |
3-15 |
2.4% |
1-04 |
0.8% |
82% |
True |
False |
366,021 |
| 20 |
145-15 |
140-23 |
4-24 |
3.3% |
1-08 |
0.9% |
65% |
False |
False |
355,987 |
| 40 |
145-15 |
140-21 |
4-26 |
3.3% |
1-11 |
0.9% |
66% |
False |
False |
321,103 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-15 |
1.0% |
62% |
False |
False |
293,255 |
| 80 |
146-11 |
139-16 |
6-27 |
4.8% |
1-17 |
1.1% |
63% |
False |
False |
235,686 |
| 100 |
146-11 |
134-22 |
11-21 |
8.1% |
1-18 |
1.1% |
78% |
False |
False |
188,621 |
| 120 |
146-12 |
134-22 |
11-22 |
8.1% |
1-17 |
1.1% |
78% |
False |
False |
157,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-14 |
|
2.618 |
146-29 |
|
1.618 |
145-31 |
|
1.000 |
145-12 |
|
0.618 |
145-01 |
|
HIGH |
144-14 |
|
0.618 |
144-03 |
|
0.500 |
143-31 |
|
0.382 |
143-27 |
|
LOW |
143-16 |
|
0.618 |
142-29 |
|
1.000 |
142-18 |
|
1.618 |
141-31 |
|
2.618 |
141-01 |
|
4.250 |
139-16 |
|
|
| Fisher Pivots for day following 28-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-31 |
143-21 |
| PP |
143-29 |
143-16 |
| S1 |
143-28 |
143-11 |
|