ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 06-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
143-10 |
141-13 |
-1-29 |
-1.3% |
142-05 |
High |
143-14 |
142-03 |
-1-11 |
-0.9% |
144-00 |
Low |
140-28 |
141-10 |
0-14 |
0.3% |
140-28 |
Close |
140-31 |
141-27 |
0-28 |
0.6% |
140-31 |
Range |
2-18 |
0-25 |
-1-25 |
-69.5% |
3-04 |
ATR |
1-09 |
1-08 |
0-00 |
-0.8% |
0-00 |
Volume |
2,905 |
3,762 |
857 |
29.5% |
11,969 |
|
Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-03 |
143-24 |
142-09 |
|
R3 |
143-10 |
142-31 |
142-02 |
|
R2 |
142-17 |
142-17 |
142-00 |
|
R1 |
142-06 |
142-06 |
141-29 |
142-12 |
PP |
141-24 |
141-24 |
141-24 |
141-27 |
S1 |
141-13 |
141-13 |
141-25 |
141-18 |
S2 |
140-31 |
140-31 |
141-22 |
|
S3 |
140-06 |
140-20 |
141-20 |
|
S4 |
139-13 |
139-27 |
141-13 |
|
|
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 |
145-13 |
2.618 |
144-04 |
1.618 |
143-11 |
1.000 |
142-28 |
0.618 |
142-18 |
HIGH |
142-03 |
0.618 |
141-25 |
0.500 |
141-22 |
0.382 |
141-20 |
LOW |
141-10 |
0.618 |
140-27 |
1.000 |
140-17 |
1.618 |
140-02 |
2.618 |
139-09 |
4.250 |
138-00 |
|
|
Fisher Pivots for day following 06-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
141-26 |
142-05 |
PP |
141-24 |
142-02 |
S1 |
141-22 |
141-30 |
|