ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-03 |
141-29 |
-0-06 |
-0.1% |
142-22 |
| High |
142-06 |
142-17 |
0-11 |
0.2% |
143-23 |
| Low |
141-10 |
141-29 |
0-19 |
0.4% |
141-10 |
| Close |
141-24 |
141-31 |
0-07 |
0.2% |
141-24 |
| Range |
0-28 |
0-20 |
-0-08 |
-28.6% |
2-13 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.6% |
0-00 |
| Volume |
4,372 |
2,586 |
-1,786 |
-40.9% |
38,486 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-00 |
143-20 |
142-10 |
|
| R3 |
143-12 |
143-00 |
142-04 |
|
| R2 |
142-24 |
142-24 |
142-03 |
|
| R1 |
142-12 |
142-12 |
142-01 |
142-18 |
| PP |
142-04 |
142-04 |
142-04 |
142-08 |
| S1 |
141-24 |
141-24 |
141-29 |
141-30 |
| S2 |
141-16 |
141-16 |
141-27 |
|
| S3 |
140-28 |
141-04 |
141-26 |
|
| S4 |
140-08 |
140-16 |
141-20 |
|
|
| 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% |
0-31 |
0.7% |
27% |
False |
False |
6,067 |
| 10 |
144-14 |
141-10 |
3-04 |
2.2% |
1-03 |
0.8% |
21% |
False |
False |
76,622 |
| 20 |
144-14 |
140-31 |
3-15 |
2.4% |
1-04 |
0.8% |
29% |
False |
False |
208,859 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-10 |
0.9% |
27% |
False |
False |
272,850 |
| 60 |
146-11 |
140-21 |
5-22 |
4.0% |
1-11 |
0.9% |
23% |
False |
False |
251,758 |
| 80 |
146-11 |
139-24 |
6-19 |
4.6% |
1-14 |
1.0% |
34% |
False |
False |
238,452 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-17 |
1.1% |
62% |
False |
False |
190,967 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
62% |
False |
False |
159,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-06 |
|
2.618 |
144-05 |
|
1.618 |
143-17 |
|
1.000 |
143-05 |
|
0.618 |
142-29 |
|
HIGH |
142-17 |
|
0.618 |
142-09 |
|
0.500 |
142-07 |
|
0.382 |
142-05 |
|
LOW |
141-29 |
|
0.618 |
141-17 |
|
1.000 |
141-09 |
|
1.618 |
140-29 |
|
2.618 |
140-09 |
|
4.250 |
139-08 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-07 |
142-04 |
| PP |
142-04 |
142-02 |
| S1 |
142-02 |
142-01 |
|