ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 03-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2012 |
03-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-01 |
143-10 |
0-09 |
0.2% |
142-05 |
| High |
143-13 |
143-14 |
0-01 |
0.0% |
144-00 |
| Low |
142-30 |
140-28 |
-2-02 |
-1.4% |
140-28 |
| Close |
143-05 |
140-31 |
-2-06 |
-1.5% |
140-31 |
| Range |
0-15 |
2-18 |
2-03 |
446.7% |
3-04 |
| ATR |
1-06 |
1-09 |
0-03 |
8.5% |
0-00 |
| Volume |
1,698 |
2,905 |
1,207 |
71.1% |
11,969 |
|
| Daily Pivots for day following 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-14 |
147-25 |
142-12 |
|
| R3 |
146-28 |
145-07 |
141-22 |
|
| R2 |
144-10 |
144-10 |
141-14 |
|
| R1 |
142-21 |
142-21 |
141-07 |
142-06 |
| PP |
141-24 |
141-24 |
141-24 |
141-17 |
| S1 |
140-03 |
140-03 |
140-23 |
139-20 |
| S2 |
139-06 |
139-06 |
140-16 |
|
| S3 |
136-20 |
137-17 |
140-08 |
|
| S4 |
134-02 |
134-31 |
139-18 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-10 |
149-09 |
142-22 |
|
| R3 |
148-06 |
146-05 |
141-26 |
|
| R2 |
145-02 |
145-02 |
141-17 |
|
| R1 |
143-01 |
143-01 |
141-08 |
142-16 |
| PP |
141-30 |
141-30 |
141-30 |
141-22 |
| S1 |
139-29 |
139-29 |
140-22 |
139-12 |
| S2 |
138-26 |
138-26 |
140-13 |
|
| S3 |
135-22 |
136-25 |
140-04 |
|
| S4 |
132-18 |
133-21 |
139-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-10 |
|
2.618 |
150-05 |
|
1.618 |
147-19 |
|
1.000 |
146-00 |
|
0.618 |
145-01 |
|
HIGH |
143-14 |
|
0.618 |
142-15 |
|
0.500 |
142-05 |
|
0.382 |
141-27 |
|
LOW |
140-28 |
|
0.618 |
139-09 |
|
1.000 |
138-10 |
|
1.618 |
136-23 |
|
2.618 |
134-05 |
|
4.250 |
130-00 |
|
|
| Fisher Pivots for day following 03-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-05 |
142-10 |
| PP |
141-24 |
141-28 |
| S1 |
141-12 |
141-14 |
|