ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-03 |
142-05 |
1-02 |
0.8% |
140-22 |
| High |
142-03 |
143-19 |
1-16 |
1.1% |
142-03 |
| Low |
141-03 |
142-05 |
1-02 |
0.8% |
139-11 |
| Close |
142-00 |
143-06 |
1-06 |
0.8% |
142-00 |
| Range |
1-00 |
1-14 |
0-14 |
43.8% |
2-24 |
| ATR |
1-06 |
1-07 |
0-01 |
2.4% |
0-00 |
| Volume |
242 |
708 |
466 |
192.6% |
1,147 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-09 |
146-22 |
143-31 |
|
| R3 |
145-27 |
145-08 |
143-19 |
|
| R2 |
144-13 |
144-13 |
143-14 |
|
| R1 |
143-26 |
143-26 |
143-10 |
144-04 |
| PP |
142-31 |
142-31 |
142-31 |
143-04 |
| S1 |
142-12 |
142-12 |
143-02 |
142-22 |
| S2 |
141-17 |
141-17 |
142-30 |
|
| S3 |
140-03 |
140-30 |
142-25 |
|
| S4 |
138-21 |
139-16 |
142-13 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
148-14 |
143-16 |
|
| R3 |
146-21 |
145-22 |
142-24 |
|
| R2 |
143-29 |
143-29 |
142-16 |
|
| R1 |
142-30 |
142-30 |
142-08 |
143-14 |
| PP |
141-05 |
141-05 |
141-05 |
141-12 |
| S1 |
140-06 |
140-06 |
141-24 |
140-22 |
| S2 |
138-13 |
138-13 |
141-16 |
|
| S3 |
135-21 |
137-14 |
141-08 |
|
| S4 |
132-29 |
134-22 |
140-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-22 |
|
2.618 |
147-11 |
|
1.618 |
145-29 |
|
1.000 |
145-01 |
|
0.618 |
144-15 |
|
HIGH |
143-19 |
|
0.618 |
143-01 |
|
0.500 |
142-28 |
|
0.382 |
142-23 |
|
LOW |
142-05 |
|
0.618 |
141-09 |
|
1.000 |
140-23 |
|
1.618 |
139-27 |
|
2.618 |
138-13 |
|
4.250 |
136-02 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-03 |
142-26 |
| PP |
142-31 |
142-14 |
| S1 |
142-28 |
142-02 |
|