ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 05-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2012 |
05-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-30 |
141-05 |
-0-25 |
-0.6% |
140-19 |
| High |
141-30 |
141-05 |
-0-25 |
-0.6% |
143-25 |
| Low |
140-26 |
140-25 |
-0-01 |
0.0% |
140-19 |
| Close |
140-31 |
140-27 |
-0-04 |
-0.1% |
143-12 |
| Range |
1-04 |
0-12 |
-0-24 |
-66.7% |
3-06 |
| ATR |
1-08 |
1-06 |
-0-02 |
-5.0% |
0-00 |
| Volume |
3 |
16 |
13 |
433.3% |
152 |
|
| Daily Pivots for day following 05-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-02 |
141-26 |
141-02 |
|
| R3 |
141-22 |
141-14 |
140-30 |
|
| R2 |
141-10 |
141-10 |
140-29 |
|
| R1 |
141-02 |
141-02 |
140-28 |
141-00 |
| PP |
140-30 |
140-30 |
140-30 |
140-28 |
| S1 |
140-22 |
140-22 |
140-26 |
140-20 |
| S2 |
140-18 |
140-18 |
140-25 |
|
| S3 |
140-06 |
140-10 |
140-24 |
|
| S4 |
139-26 |
139-30 |
140-20 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
150-30 |
145-04 |
|
| R3 |
148-31 |
147-24 |
144-08 |
|
| R2 |
145-25 |
145-25 |
143-31 |
|
| R1 |
144-18 |
144-18 |
143-21 |
145-06 |
| PP |
142-19 |
142-19 |
142-19 |
142-28 |
| S1 |
141-12 |
141-12 |
143-03 |
142-00 |
| S2 |
139-13 |
139-13 |
142-25 |
|
| S3 |
136-07 |
138-06 |
142-16 |
|
| S4 |
133-01 |
135-00 |
141-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-24 |
|
2.618 |
142-04 |
|
1.618 |
141-24 |
|
1.000 |
141-17 |
|
0.618 |
141-12 |
|
HIGH |
141-05 |
|
0.618 |
141-00 |
|
0.500 |
140-31 |
|
0.382 |
140-30 |
|
LOW |
140-25 |
|
0.618 |
140-18 |
|
1.000 |
140-13 |
|
1.618 |
140-06 |
|
2.618 |
139-26 |
|
4.250 |
139-06 |
|
|
| Fisher Pivots for day following 05-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-31 |
141-16 |
| PP |
140-30 |
141-09 |
| S1 |
140-28 |
141-02 |
|