ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 12-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2012 |
12-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
141-22 |
142-10 |
0-20 |
0.4% |
141-27 |
High |
142-21 |
142-22 |
0-01 |
0.0% |
142-08 |
Low |
141-22 |
142-04 |
0-14 |
0.3% |
140-00 |
Close |
142-18 |
142-04 |
-0-14 |
-0.3% |
141-19 |
Range |
0-31 |
0-18 |
-0-13 |
-41.9% |
2-08 |
ATR |
1-04 |
1-02 |
-0-01 |
-3.5% |
0-00 |
Volume |
17 |
152 |
135 |
794.1% |
60 |
|
Daily Pivots for day following 12-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-00 |
143-20 |
142-14 |
|
R3 |
143-14 |
143-02 |
142-09 |
|
R2 |
142-28 |
142-28 |
142-07 |
|
R1 |
142-16 |
142-16 |
142-06 |
142-13 |
PP |
142-10 |
142-10 |
142-10 |
142-08 |
S1 |
141-30 |
141-30 |
142-02 |
141-27 |
S2 |
141-24 |
141-24 |
142-01 |
|
S3 |
141-06 |
141-12 |
141-31 |
|
S4 |
140-20 |
140-26 |
141-26 |
|
|
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 |
145-02 |
2.618 |
144-05 |
1.618 |
143-19 |
1.000 |
143-08 |
0.618 |
143-01 |
HIGH |
142-22 |
0.618 |
142-15 |
0.500 |
142-13 |
0.382 |
142-11 |
LOW |
142-04 |
0.618 |
141-25 |
1.000 |
141-18 |
1.618 |
141-07 |
2.618 |
140-21 |
4.250 |
139-24 |
|
|
Fisher Pivots for day following 12-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
142-13 |
142-02 |
PP |
142-10 |
142-00 |
S1 |
142-07 |
141-30 |
|