ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 05-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2012 |
05-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-01 |
142-22 |
0-21 |
0.5% |
143-01 |
| High |
143-02 |
143-02 |
0-00 |
0.0% |
144-14 |
| Low |
141-30 |
142-06 |
0-08 |
0.2% |
141-17 |
| Close |
142-21 |
142-11 |
-0-10 |
-0.2% |
142-21 |
| Range |
1-04 |
0-28 |
-0-08 |
-22.2% |
2-29 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.4% |
0-00 |
| Volume |
15,951 |
10,735 |
-5,216 |
-32.7% |
1,240,621 |
|
| Daily Pivots for day following 05-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-05 |
144-20 |
142-26 |
|
| R3 |
144-09 |
143-24 |
142-19 |
|
| R2 |
143-13 |
143-13 |
142-16 |
|
| R1 |
142-28 |
142-28 |
142-14 |
142-22 |
| PP |
142-17 |
142-17 |
142-17 |
142-14 |
| S1 |
142-00 |
142-00 |
142-08 |
141-26 |
| S2 |
141-21 |
141-21 |
142-06 |
|
| S3 |
140-25 |
141-04 |
142-03 |
|
| S4 |
139-29 |
140-08 |
141-28 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-19 |
150-01 |
144-08 |
|
| R3 |
148-22 |
147-04 |
143-15 |
|
| R2 |
145-25 |
145-25 |
143-06 |
|
| R1 |
144-07 |
144-07 |
142-30 |
143-18 |
| PP |
142-28 |
142-28 |
142-28 |
142-17 |
| S1 |
141-10 |
141-10 |
142-12 |
140-20 |
| S2 |
139-31 |
139-31 |
142-04 |
|
| S3 |
137-02 |
138-13 |
141-27 |
|
| S4 |
134-05 |
135-16 |
141-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
144-14 |
141-17 |
2-29 |
2.0% |
1-07 |
0.9% |
28% |
False |
False |
147,178 |
| 10 |
144-14 |
140-31 |
3-15 |
2.4% |
1-06 |
0.8% |
40% |
False |
False |
260,187 |
| 20 |
144-14 |
140-23 |
3-23 |
2.6% |
1-07 |
0.9% |
44% |
False |
False |
288,031 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
35% |
False |
False |
305,289 |
| 60 |
146-11 |
140-03 |
6-08 |
4.4% |
1-14 |
1.0% |
36% |
False |
False |
274,351 |
| 80 |
146-11 |
139-24 |
6-19 |
4.6% |
1-16 |
1.0% |
39% |
False |
False |
238,200 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-17 |
1.1% |
66% |
False |
False |
190,671 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-17 |
1.1% |
66% |
False |
False |
158,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-25 |
|
2.618 |
145-11 |
|
1.618 |
144-15 |
|
1.000 |
143-30 |
|
0.618 |
143-19 |
|
HIGH |
143-02 |
|
0.618 |
142-23 |
|
0.500 |
142-20 |
|
0.382 |
142-17 |
|
LOW |
142-06 |
|
0.618 |
141-21 |
|
1.000 |
141-10 |
|
1.618 |
140-25 |
|
2.618 |
139-29 |
|
4.250 |
138-15 |
|
|
| Fisher Pivots for day following 05-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-20 |
142-11 |
| PP |
142-17 |
142-10 |
| S1 |
142-14 |
142-10 |
|