ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
140-07 |
138-04 |
-2-03 |
-1.5% |
142-22 |
| High |
140-09 |
138-10 |
-1-31 |
-1.4% |
143-23 |
| Low |
137-29 |
137-02 |
-0-27 |
-0.6% |
141-10 |
| Close |
138-02 |
137-31 |
-0-03 |
-0.1% |
141-24 |
| Range |
2-12 |
1-08 |
-1-04 |
-47.4% |
2-13 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.5% |
0-00 |
| Volume |
4,690 |
1,664 |
-3,026 |
-64.5% |
38,486 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-17 |
141-00 |
138-21 |
|
| R3 |
140-09 |
139-24 |
138-10 |
|
| R2 |
139-01 |
139-01 |
138-06 |
|
| R1 |
138-16 |
138-16 |
138-03 |
138-04 |
| PP |
137-25 |
137-25 |
137-25 |
137-19 |
| S1 |
137-08 |
137-08 |
137-27 |
136-28 |
| S2 |
136-17 |
136-17 |
137-24 |
|
| S3 |
135-09 |
136-00 |
137-20 |
|
| S4 |
134-01 |
134-24 |
137-09 |
|
|
| 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 |
142-17 |
137-02 |
5-15 |
4.0% |
1-12 |
1.0% |
17% |
False |
True |
3,573 |
| 10 |
143-23 |
137-02 |
6-21 |
4.8% |
1-07 |
0.9% |
14% |
False |
True |
6,793 |
| 20 |
144-14 |
137-02 |
7-12 |
5.3% |
1-07 |
0.9% |
12% |
False |
True |
162,691 |
| 40 |
145-15 |
137-02 |
8-13 |
6.1% |
1-11 |
1.0% |
11% |
False |
True |
251,574 |
| 60 |
146-11 |
137-02 |
9-09 |
6.7% |
1-11 |
1.0% |
10% |
False |
True |
237,621 |
| 80 |
146-11 |
137-02 |
9-09 |
6.7% |
1-14 |
1.0% |
10% |
False |
True |
238,344 |
| 100 |
146-11 |
134-22 |
11-21 |
8.4% |
1-17 |
1.1% |
28% |
False |
False |
191,063 |
| 120 |
146-12 |
134-22 |
11-22 |
8.5% |
1-17 |
1.1% |
28% |
False |
False |
159,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
141-19 |
|
1.618 |
140-11 |
|
1.000 |
139-18 |
|
0.618 |
139-03 |
|
HIGH |
138-10 |
|
0.618 |
137-27 |
|
0.500 |
137-22 |
|
0.382 |
137-17 |
|
LOW |
137-02 |
|
0.618 |
136-09 |
|
1.000 |
135-26 |
|
1.618 |
135-01 |
|
2.618 |
133-25 |
|
4.250 |
131-24 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-28 |
139-16 |
| PP |
137-25 |
139-00 |
| S1 |
137-22 |
138-16 |
|