ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-22 |
142-04 |
-0-18 |
-0.4% |
143-01 |
| High |
143-02 |
143-23 |
0-21 |
0.5% |
144-14 |
| Low |
142-06 |
142-04 |
-0-02 |
0.0% |
141-17 |
| Close |
142-11 |
143-14 |
1-03 |
0.8% |
142-21 |
| Range |
0-28 |
1-19 |
0-23 |
82.1% |
2-29 |
| ATR |
1-09 |
1-10 |
0-01 |
1.7% |
0-00 |
| Volume |
10,735 |
5,291 |
-5,444 |
-50.7% |
1,240,621 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
147-08 |
144-10 |
|
| R3 |
146-09 |
145-21 |
143-28 |
|
| R2 |
144-22 |
144-22 |
143-23 |
|
| R1 |
144-02 |
144-02 |
143-19 |
144-12 |
| PP |
143-03 |
143-03 |
143-03 |
143-08 |
| S1 |
142-15 |
142-15 |
143-09 |
142-25 |
| S2 |
141-16 |
141-16 |
143-05 |
|
| S3 |
139-29 |
140-28 |
143-00 |
|
| S4 |
138-10 |
139-09 |
142-18 |
|
|
| 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 |
144-04 |
141-17 |
2-19 |
1.8% |
1-11 |
0.9% |
73% |
False |
False |
42,210 |
| 10 |
144-14 |
141-00 |
3-14 |
2.4% |
1-08 |
0.9% |
71% |
False |
False |
231,893 |
| 20 |
144-14 |
140-23 |
3-23 |
2.6% |
1-08 |
0.9% |
73% |
False |
False |
275,910 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-11 |
0.9% |
58% |
False |
False |
298,307 |
| 60 |
146-11 |
140-14 |
5-29 |
4.1% |
1-14 |
1.0% |
51% |
False |
False |
269,872 |
| 80 |
146-11 |
139-24 |
6-19 |
4.6% |
1-16 |
1.0% |
56% |
False |
False |
238,243 |
| 100 |
146-11 |
134-22 |
11-21 |
8.1% |
1-18 |
1.1% |
75% |
False |
False |
190,723 |
| 120 |
146-12 |
134-22 |
11-22 |
8.1% |
1-18 |
1.1% |
75% |
False |
False |
158,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-16 |
|
2.618 |
147-29 |
|
1.618 |
146-10 |
|
1.000 |
145-10 |
|
0.618 |
144-23 |
|
HIGH |
143-23 |
|
0.618 |
143-04 |
|
0.500 |
142-30 |
|
0.382 |
142-23 |
|
LOW |
142-04 |
|
0.618 |
141-04 |
|
1.000 |
140-17 |
|
1.618 |
139-17 |
|
2.618 |
137-30 |
|
4.250 |
135-11 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-08 |
| PP |
143-03 |
143-01 |
| S1 |
142-30 |
142-26 |
|