ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-21 |
142-28 |
-0-25 |
-0.5% |
142-05 |
| High |
143-28 |
143-00 |
-0-28 |
-0.6% |
143-25 |
| Low |
142-20 |
141-07 |
-1-13 |
-1.0% |
141-07 |
| Close |
142-24 |
141-12 |
-1-12 |
-1.0% |
143-18 |
| Range |
1-08 |
1-25 |
0-17 |
42.5% |
2-18 |
| ATR |
1-03 |
1-05 |
0-02 |
4.4% |
0-00 |
| Volume |
185 |
420 |
235 |
127.0% |
2,110 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-07 |
146-02 |
142-11 |
|
| R3 |
145-14 |
144-09 |
141-28 |
|
| R2 |
143-21 |
143-21 |
141-22 |
|
| R1 |
142-16 |
142-16 |
141-17 |
142-06 |
| PP |
141-28 |
141-28 |
141-28 |
141-22 |
| S1 |
140-23 |
140-23 |
141-07 |
140-13 |
| S2 |
140-03 |
140-03 |
141-02 |
|
| S3 |
138-10 |
138-30 |
140-28 |
|
| S4 |
136-17 |
137-05 |
140-13 |
|
|
| 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 |
150-18 |
|
2.618 |
147-21 |
|
1.618 |
145-28 |
|
1.000 |
144-25 |
|
0.618 |
144-03 |
|
HIGH |
143-00 |
|
0.618 |
142-10 |
|
0.500 |
142-04 |
|
0.382 |
141-29 |
|
LOW |
141-07 |
|
0.618 |
140-04 |
|
1.000 |
139-14 |
|
1.618 |
138-11 |
|
2.618 |
136-18 |
|
4.250 |
133-21 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-04 |
142-18 |
| PP |
141-28 |
142-05 |
| S1 |
141-20 |
141-24 |
|