ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-05 |
142-31 |
0-26 |
0.6% |
140-22 |
| High |
143-19 |
144-00 |
0-13 |
0.3% |
142-03 |
| Low |
142-05 |
142-20 |
0-15 |
0.3% |
139-11 |
| Close |
143-06 |
144-00 |
0-26 |
0.6% |
142-00 |
| Range |
1-14 |
1-12 |
-0-02 |
-4.3% |
2-24 |
| ATR |
1-07 |
1-08 |
0-00 |
0.9% |
0-00 |
| Volume |
708 |
4,121 |
3,413 |
482.1% |
1,147 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-21 |
147-07 |
144-24 |
|
| R3 |
146-09 |
145-27 |
144-12 |
|
| R2 |
144-29 |
144-29 |
144-08 |
|
| R1 |
144-15 |
144-15 |
144-04 |
144-22 |
| PP |
143-17 |
143-17 |
143-17 |
143-21 |
| S1 |
143-03 |
143-03 |
143-28 |
143-10 |
| S2 |
142-05 |
142-05 |
143-24 |
|
| S3 |
140-25 |
141-23 |
143-20 |
|
| S4 |
139-13 |
140-11 |
143-08 |
|
|
| 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 |
149-27 |
|
2.618 |
147-19 |
|
1.618 |
146-07 |
|
1.000 |
145-12 |
|
0.618 |
144-27 |
|
HIGH |
144-00 |
|
0.618 |
143-15 |
|
0.500 |
143-10 |
|
0.382 |
143-05 |
|
LOW |
142-20 |
|
0.618 |
141-25 |
|
1.000 |
141-08 |
|
1.618 |
140-13 |
|
2.618 |
139-01 |
|
4.250 |
136-25 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-25 |
143-16 |
| PP |
143-17 |
143-01 |
| S1 |
143-10 |
142-18 |
|