ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 24-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2012 |
24-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
140-22 |
140-01 |
-0-21 |
-0.5% |
143-19 |
| High |
140-25 |
140-06 |
-0-19 |
-0.4% |
143-28 |
| Low |
139-11 |
139-19 |
0-08 |
0.2% |
140-12 |
| Close |
139-23 |
139-23 |
0-00 |
0.0% |
140-14 |
| Range |
1-14 |
0-19 |
-0-27 |
-58.7% |
3-16 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.5% |
0-00 |
| Volume |
148 |
135 |
-13 |
-8.8% |
1,520 |
|
| Daily Pivots for day following 24-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-20 |
141-08 |
140-01 |
|
| R3 |
141-01 |
140-21 |
139-28 |
|
| R2 |
140-14 |
140-14 |
139-26 |
|
| R1 |
140-02 |
140-02 |
139-25 |
139-30 |
| PP |
139-27 |
139-27 |
139-27 |
139-25 |
| S1 |
139-15 |
139-15 |
139-21 |
139-12 |
| S2 |
139-08 |
139-08 |
139-20 |
|
| S3 |
138-21 |
138-28 |
139-18 |
|
| S4 |
138-02 |
138-09 |
139-13 |
|
|
| 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 |
142-23 |
|
2.618 |
141-24 |
|
1.618 |
141-05 |
|
1.000 |
140-25 |
|
0.618 |
140-18 |
|
HIGH |
140-06 |
|
0.618 |
139-31 |
|
0.500 |
139-28 |
|
0.382 |
139-26 |
|
LOW |
139-19 |
|
0.618 |
139-07 |
|
1.000 |
139-00 |
|
1.618 |
138-20 |
|
2.618 |
138-01 |
|
4.250 |
137-02 |
|
|
| Fisher Pivots for day following 24-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139-28 |
140-14 |
| PP |
139-27 |
140-06 |
| S1 |
139-25 |
139-31 |
|