ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-13 |
140-22 |
-0-23 |
-0.5% |
143-19 |
| High |
141-17 |
140-25 |
-0-24 |
-0.5% |
143-28 |
| Low |
140-12 |
139-11 |
-1-01 |
-0.7% |
140-12 |
| Close |
140-14 |
139-23 |
-0-23 |
-0.5% |
140-14 |
| Range |
1-05 |
1-14 |
0-09 |
24.3% |
3-16 |
| ATR |
1-05 |
1-05 |
0-01 |
1.8% |
0-00 |
| Volume |
584 |
148 |
-436 |
-74.7% |
1,520 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-08 |
143-14 |
140-16 |
|
| R3 |
142-26 |
142-00 |
140-04 |
|
| R2 |
141-12 |
141-12 |
139-31 |
|
| R1 |
140-18 |
140-18 |
139-27 |
140-08 |
| PP |
139-30 |
139-30 |
139-30 |
139-26 |
| S1 |
139-04 |
139-04 |
139-19 |
138-26 |
| S2 |
138-16 |
138-16 |
139-15 |
|
| S3 |
137-02 |
137-22 |
139-10 |
|
| S4 |
135-20 |
136-08 |
138-30 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-02 |
149-24 |
142-12 |
|
| R3 |
148-18 |
146-08 |
141-13 |
|
| R2 |
145-02 |
145-02 |
141-03 |
|
| R1 |
142-24 |
142-24 |
140-24 |
142-05 |
| PP |
141-18 |
141-18 |
141-18 |
141-08 |
| S1 |
139-08 |
139-08 |
140-04 |
138-21 |
| S2 |
138-02 |
138-02 |
139-25 |
|
| S3 |
134-18 |
135-24 |
139-15 |
|
| S4 |
131-02 |
132-08 |
138-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-28 |
|
2.618 |
144-17 |
|
1.618 |
143-03 |
|
1.000 |
142-07 |
|
0.618 |
141-21 |
|
HIGH |
140-25 |
|
0.618 |
140-07 |
|
0.500 |
140-02 |
|
0.382 |
139-29 |
|
LOW |
139-11 |
|
0.618 |
138-15 |
|
1.000 |
137-29 |
|
1.618 |
137-01 |
|
2.618 |
135-19 |
|
4.250 |
133-08 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-02 |
141-06 |
| PP |
139-30 |
140-22 |
| S1 |
139-27 |
140-06 |
|