ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
143-19 |
1-04 |
0.8% |
142-05 |
| High |
143-25 |
143-25 |
0-00 |
0.0% |
143-25 |
| Low |
142-15 |
143-00 |
0-17 |
0.4% |
141-07 |
| Close |
143-18 |
143-23 |
0-05 |
0.1% |
143-18 |
| Range |
1-10 |
0-25 |
-0-17 |
-40.5% |
2-18 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.1% |
0-00 |
| Volume |
1,911 |
331 |
-1,580 |
-82.7% |
2,110 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-27 |
145-18 |
144-05 |
|
| R3 |
145-02 |
144-25 |
143-30 |
|
| R2 |
144-09 |
144-09 |
143-28 |
|
| R1 |
144-00 |
144-00 |
143-25 |
144-04 |
| PP |
143-16 |
143-16 |
143-16 |
143-18 |
| S1 |
143-07 |
143-07 |
143-21 |
143-12 |
| S2 |
142-23 |
142-23 |
143-18 |
|
| S3 |
141-30 |
142-14 |
143-16 |
|
| S4 |
141-05 |
141-21 |
143-09 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-17 |
149-20 |
144-31 |
|
| R3 |
147-31 |
147-02 |
144-09 |
|
| R2 |
145-13 |
145-13 |
144-01 |
|
| R1 |
144-16 |
144-16 |
143-26 |
144-30 |
| PP |
142-27 |
142-27 |
142-27 |
143-03 |
| S1 |
141-30 |
141-30 |
143-10 |
142-12 |
| S2 |
140-09 |
140-09 |
143-03 |
|
| S3 |
137-23 |
139-12 |
142-27 |
|
| S4 |
135-05 |
136-26 |
142-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-03 |
|
2.618 |
145-26 |
|
1.618 |
145-01 |
|
1.000 |
144-18 |
|
0.618 |
144-08 |
|
HIGH |
143-25 |
|
0.618 |
143-15 |
|
0.500 |
143-12 |
|
0.382 |
143-10 |
|
LOW |
143-00 |
|
0.618 |
142-17 |
|
1.000 |
142-07 |
|
1.618 |
141-24 |
|
2.618 |
140-31 |
|
4.250 |
139-22 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-20 |
143-15 |
| PP |
143-16 |
143-07 |
| S1 |
143-12 |
142-30 |
|