ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2012 |
09-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-24 |
142-03 |
-0-21 |
-0.5% |
142-22 |
| High |
142-30 |
142-06 |
-0-24 |
-0.5% |
143-23 |
| Low |
141-27 |
141-10 |
-0-17 |
-0.4% |
141-10 |
| Close |
142-04 |
141-24 |
-0-12 |
-0.3% |
141-24 |
| Range |
1-03 |
0-28 |
-0-07 |
-20.0% |
2-13 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.2% |
0-00 |
| Volume |
4,804 |
4,372 |
-432 |
-9.0% |
38,486 |
|
| Daily Pivots for day following 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-12 |
143-30 |
142-07 |
|
| R3 |
143-16 |
143-02 |
142-00 |
|
| R2 |
142-20 |
142-20 |
141-29 |
|
| R1 |
142-06 |
142-06 |
141-27 |
141-31 |
| PP |
141-24 |
141-24 |
141-24 |
141-20 |
| S1 |
141-10 |
141-10 |
141-21 |
141-03 |
| S2 |
140-28 |
140-28 |
141-19 |
|
| S3 |
140-00 |
140-14 |
141-16 |
|
| S4 |
139-04 |
139-18 |
141-09 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-15 |
148-01 |
143-02 |
|
| R3 |
147-02 |
145-20 |
142-13 |
|
| R2 |
144-21 |
144-21 |
142-06 |
|
| R1 |
143-07 |
143-07 |
141-31 |
142-24 |
| PP |
142-08 |
142-08 |
142-08 |
142-01 |
| S1 |
140-26 |
140-26 |
141-17 |
140-10 |
| S2 |
139-27 |
139-27 |
141-10 |
|
| S3 |
137-14 |
138-13 |
141-03 |
|
| S4 |
135-01 |
136-00 |
140-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-23 |
141-10 |
2-13 |
1.7% |
1-00 |
0.7% |
18% |
False |
True |
7,697 |
| 10 |
144-14 |
141-10 |
3-04 |
2.2% |
1-05 |
0.8% |
14% |
False |
True |
127,910 |
| 20 |
144-14 |
140-31 |
3-15 |
2.4% |
1-05 |
0.8% |
23% |
False |
False |
223,997 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-10 |
0.9% |
23% |
False |
False |
280,907 |
| 60 |
146-11 |
140-21 |
5-22 |
4.0% |
1-12 |
1.0% |
19% |
False |
False |
257,080 |
| 80 |
146-11 |
139-24 |
6-19 |
4.7% |
1-14 |
1.0% |
30% |
False |
False |
238,426 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-17 |
1.1% |
61% |
False |
False |
190,942 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
60% |
False |
False |
159,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-29 |
|
2.618 |
144-15 |
|
1.618 |
143-19 |
|
1.000 |
143-02 |
|
0.618 |
142-23 |
|
HIGH |
142-06 |
|
0.618 |
141-27 |
|
0.500 |
141-24 |
|
0.382 |
141-21 |
|
LOW |
141-10 |
|
0.618 |
140-25 |
|
1.000 |
140-14 |
|
1.618 |
139-29 |
|
2.618 |
139-01 |
|
4.250 |
137-19 |
|
|
| Fisher Pivots for day following 09-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-24 |
142-11 |
| PP |
141-24 |
142-05 |
| S1 |
141-24 |
141-30 |
|