ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2012 |
08-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
143-12 |
142-24 |
-0-20 |
-0.4% |
143-01 |
| High |
143-12 |
142-30 |
-0-14 |
-0.3% |
144-14 |
| Low |
142-24 |
141-27 |
-0-29 |
-0.6% |
141-17 |
| Close |
142-30 |
142-04 |
-0-26 |
-0.6% |
142-21 |
| Range |
0-20 |
1-03 |
0-15 |
75.0% |
2-29 |
| ATR |
1-09 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
13,284 |
4,804 |
-8,480 |
-63.8% |
1,240,621 |
|
| Daily Pivots for day following 08-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-19 |
144-30 |
142-23 |
|
| R3 |
144-16 |
143-27 |
142-14 |
|
| R2 |
143-13 |
143-13 |
142-10 |
|
| R1 |
142-24 |
142-24 |
142-07 |
142-17 |
| PP |
142-10 |
142-10 |
142-10 |
142-06 |
| S1 |
141-21 |
141-21 |
142-01 |
141-14 |
| S2 |
141-07 |
141-07 |
141-30 |
|
| S3 |
140-04 |
140-18 |
141-26 |
|
| S4 |
139-01 |
139-15 |
141-17 |
|
|
| 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 |
143-23 |
141-27 |
1-28 |
1.3% |
1-02 |
0.7% |
15% |
False |
True |
10,013 |
| 10 |
144-14 |
141-17 |
2-29 |
2.0% |
1-05 |
0.8% |
20% |
False |
False |
163,584 |
| 20 |
144-14 |
140-23 |
3-23 |
2.6% |
1-06 |
0.8% |
38% |
False |
False |
244,579 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-11 |
0.9% |
31% |
False |
False |
288,157 |
| 60 |
146-11 |
140-21 |
5-22 |
4.0% |
1-12 |
1.0% |
26% |
False |
False |
260,238 |
| 80 |
146-11 |
139-24 |
6-19 |
4.6% |
1-14 |
1.0% |
36% |
False |
False |
238,397 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-17 |
1.1% |
64% |
False |
False |
190,902 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
64% |
False |
False |
159,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-19 |
|
2.618 |
145-26 |
|
1.618 |
144-23 |
|
1.000 |
144-01 |
|
0.618 |
143-20 |
|
HIGH |
142-30 |
|
0.618 |
142-17 |
|
0.500 |
142-12 |
|
0.382 |
142-08 |
|
LOW |
141-27 |
|
0.618 |
141-05 |
|
1.000 |
140-24 |
|
1.618 |
140-02 |
|
2.618 |
138-31 |
|
4.250 |
137-06 |
|
|
| Fisher Pivots for day following 08-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
142-25 |
| PP |
142-10 |
142-18 |
| S1 |
142-07 |
142-11 |
|