ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
141-29 |
0-00 |
0.0% |
142-22 |
| High |
142-17 |
141-31 |
-0-18 |
-0.4% |
143-23 |
| Low |
141-29 |
140-09 |
-1-20 |
-1.1% |
141-10 |
| Close |
141-31 |
140-22 |
-1-09 |
-0.9% |
141-24 |
| Range |
0-20 |
1-22 |
1-02 |
170.0% |
2-13 |
| ATR |
1-06 |
1-07 |
0-01 |
2.9% |
0-00 |
| Volume |
2,586 |
4,557 |
1,971 |
76.2% |
38,486 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-01 |
145-02 |
141-20 |
|
| R3 |
144-11 |
143-12 |
141-05 |
|
| R2 |
142-21 |
142-21 |
141-00 |
|
| R1 |
141-22 |
141-22 |
140-27 |
141-10 |
| PP |
140-31 |
140-31 |
140-31 |
140-26 |
| S1 |
140-00 |
140-00 |
140-17 |
139-20 |
| S2 |
139-09 |
139-09 |
140-12 |
|
| S3 |
137-19 |
138-10 |
140-07 |
|
| S4 |
135-29 |
136-20 |
139-24 |
|
|
| 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 |
143-12 |
140-09 |
3-03 |
2.2% |
0-31 |
0.7% |
13% |
False |
True |
5,920 |
| 10 |
144-04 |
140-09 |
3-27 |
2.7% |
1-05 |
0.8% |
11% |
False |
True |
24,065 |
| 20 |
144-14 |
140-09 |
4-05 |
3.0% |
1-05 |
0.8% |
10% |
False |
True |
195,043 |
| 40 |
145-15 |
140-09 |
5-06 |
3.7% |
1-10 |
0.9% |
8% |
False |
True |
264,915 |
| 60 |
146-11 |
140-09 |
6-02 |
4.3% |
1-11 |
1.0% |
7% |
False |
True |
246,041 |
| 80 |
146-11 |
139-24 |
6-19 |
4.7% |
1-14 |
1.0% |
14% |
False |
False |
238,447 |
| 100 |
146-11 |
134-22 |
11-21 |
8.3% |
1-17 |
1.1% |
51% |
False |
False |
191,011 |
| 120 |
146-12 |
134-22 |
11-22 |
8.3% |
1-18 |
1.1% |
51% |
False |
False |
159,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-04 |
|
2.618 |
146-12 |
|
1.618 |
144-22 |
|
1.000 |
143-21 |
|
0.618 |
143-00 |
|
HIGH |
141-31 |
|
0.618 |
141-10 |
|
0.500 |
141-04 |
|
0.382 |
140-30 |
|
LOW |
140-09 |
|
0.618 |
139-08 |
|
1.000 |
138-19 |
|
1.618 |
137-18 |
|
2.618 |
135-28 |
|
4.250 |
133-04 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-13 |
| PP |
140-31 |
141-05 |
| S1 |
140-27 |
140-30 |
|