ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 07-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2012 |
07-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
141-13 |
141-22 |
0-09 |
0.2% |
142-05 |
High |
142-03 |
141-28 |
-0-07 |
-0.2% |
144-00 |
Low |
141-10 |
140-15 |
-0-27 |
-0.6% |
140-28 |
Close |
141-27 |
140-28 |
-0-31 |
-0.7% |
140-31 |
Range |
0-25 |
1-13 |
0-20 |
80.0% |
3-04 |
ATR |
1-08 |
1-09 |
0-00 |
0.8% |
0-00 |
Volume |
3,762 |
382 |
-3,380 |
-89.8% |
11,969 |
|
Daily Pivots for day following 07-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-09 |
144-16 |
141-21 |
|
R3 |
143-28 |
143-03 |
141-08 |
|
R2 |
142-15 |
142-15 |
141-04 |
|
R1 |
141-22 |
141-22 |
141-00 |
141-12 |
PP |
141-02 |
141-02 |
141-02 |
140-30 |
S1 |
140-09 |
140-09 |
140-24 |
139-31 |
S2 |
139-21 |
139-21 |
140-20 |
|
S3 |
138-08 |
138-28 |
140-16 |
|
S4 |
136-27 |
137-15 |
140-03 |
|
|
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 |
147-27 |
2.618 |
145-18 |
1.618 |
144-05 |
1.000 |
143-09 |
0.618 |
142-24 |
HIGH |
141-28 |
0.618 |
141-11 |
0.500 |
141-06 |
0.382 |
141-00 |
LOW |
140-15 |
0.618 |
139-19 |
1.000 |
139-02 |
1.618 |
138-06 |
2.618 |
136-25 |
4.250 |
134-16 |
|
|
Fisher Pivots for day following 07-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
141-06 |
141-30 |
PP |
141-02 |
141-19 |
S1 |
140-31 |
141-08 |
|