ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
139-19 |
140-18 |
0-31 |
0.7% |
143-19 |
| High |
142-00 |
141-15 |
-0-17 |
-0.4% |
143-28 |
| Low |
139-19 |
140-18 |
0-31 |
0.7% |
140-12 |
| Close |
140-11 |
141-13 |
1-02 |
0.8% |
140-14 |
| Range |
2-13 |
0-29 |
-1-16 |
-62.3% |
3-16 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.6% |
0-00 |
| Volume |
107 |
515 |
408 |
381.3% |
1,520 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-28 |
143-17 |
141-29 |
|
| R3 |
142-31 |
142-20 |
141-21 |
|
| R2 |
142-02 |
142-02 |
141-18 |
|
| R1 |
141-23 |
141-23 |
141-16 |
141-28 |
| PP |
141-05 |
141-05 |
141-05 |
141-07 |
| S1 |
140-26 |
140-26 |
141-10 |
141-00 |
| S2 |
140-08 |
140-08 |
141-08 |
|
| S3 |
139-11 |
139-29 |
141-05 |
|
| S4 |
138-14 |
139-00 |
140-29 |
|
|
| 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 |
145-10 |
|
2.618 |
143-27 |
|
1.618 |
142-30 |
|
1.000 |
142-12 |
|
0.618 |
142-01 |
|
HIGH |
141-15 |
|
0.618 |
141-04 |
|
0.500 |
141-00 |
|
0.382 |
140-29 |
|
LOW |
140-18 |
|
0.618 |
140-00 |
|
1.000 |
139-21 |
|
1.618 |
139-03 |
|
2.618 |
138-06 |
|
4.250 |
136-23 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-09 |
141-06 |
| PP |
141-05 |
141-00 |
| S1 |
141-00 |
140-26 |
|