ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-05 |
140-00 |
-1-05 |
-0.8% |
141-27 |
| High |
141-05 |
141-19 |
0-14 |
0.3% |
142-08 |
| Low |
140-25 |
140-00 |
-0-25 |
-0.6% |
140-00 |
| Close |
140-27 |
141-19 |
0-24 |
0.5% |
141-19 |
| Range |
0-12 |
1-19 |
1-07 |
325.0% |
2-08 |
| ATR |
1-06 |
1-07 |
0-01 |
2.6% |
0-00 |
| Volume |
16 |
9 |
-7 |
-43.8% |
60 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-27 |
145-10 |
142-15 |
|
| R3 |
144-08 |
143-23 |
142-01 |
|
| R2 |
142-21 |
142-21 |
141-28 |
|
| R1 |
142-04 |
142-04 |
141-24 |
142-12 |
| PP |
141-02 |
141-02 |
141-02 |
141-06 |
| S1 |
140-17 |
140-17 |
141-14 |
140-26 |
| S2 |
139-15 |
139-15 |
141-10 |
|
| S3 |
137-28 |
138-30 |
141-05 |
|
| S4 |
136-09 |
137-11 |
140-23 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
147-02 |
142-27 |
|
| R3 |
145-25 |
144-26 |
142-07 |
|
| R2 |
143-17 |
143-17 |
142-00 |
|
| R1 |
142-18 |
142-18 |
141-26 |
141-30 |
| PP |
141-09 |
141-09 |
141-09 |
140-31 |
| S1 |
140-10 |
140-10 |
141-12 |
139-22 |
| S2 |
139-01 |
139-01 |
141-06 |
|
| S3 |
136-25 |
138-02 |
140-31 |
|
| S4 |
134-17 |
135-26 |
140-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-12 |
|
2.618 |
145-25 |
|
1.618 |
144-06 |
|
1.000 |
143-06 |
|
0.618 |
142-19 |
|
HIGH |
141-19 |
|
0.618 |
141-00 |
|
0.500 |
140-26 |
|
0.382 |
140-19 |
|
LOW |
140-00 |
|
0.618 |
139-00 |
|
1.000 |
138-13 |
|
1.618 |
137-13 |
|
2.618 |
135-26 |
|
4.250 |
133-07 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
141-12 |
| PP |
141-02 |
141-06 |
| S1 |
140-26 |
140-31 |
|