ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 08-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2012 |
08-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
141-22 |
140-14 |
-1-08 |
-0.9% |
142-05 |
High |
141-28 |
141-00 |
-0-28 |
-0.6% |
144-00 |
Low |
140-15 |
140-08 |
-0-07 |
-0.2% |
140-28 |
Close |
140-28 |
140-25 |
-0-03 |
-0.1% |
140-31 |
Range |
1-13 |
0-24 |
-0-21 |
-46.7% |
3-04 |
ATR |
1-09 |
1-08 |
-0-01 |
-2.9% |
0-00 |
Volume |
382 |
1,189 |
807 |
211.3% |
11,969 |
|
Daily Pivots for day following 08-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-30 |
142-19 |
141-06 |
|
R3 |
142-06 |
141-27 |
141-00 |
|
R2 |
141-14 |
141-14 |
140-29 |
|
R1 |
141-03 |
141-03 |
140-27 |
141-08 |
PP |
140-22 |
140-22 |
140-22 |
140-24 |
S1 |
140-11 |
140-11 |
140-23 |
140-16 |
S2 |
139-30 |
139-30 |
140-21 |
|
S3 |
139-06 |
139-19 |
140-18 |
|
S4 |
138-14 |
138-27 |
140-12 |
|
|
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 |
144-06 |
2.618 |
142-31 |
1.618 |
142-07 |
1.000 |
141-24 |
0.618 |
141-15 |
HIGH |
141-00 |
0.618 |
140-23 |
0.500 |
140-20 |
0.382 |
140-17 |
LOW |
140-08 |
0.618 |
139-25 |
1.000 |
139-16 |
1.618 |
139-01 |
2.618 |
138-09 |
4.250 |
137-02 |
|
|
Fisher Pivots for day following 08-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
140-23 |
141-06 |
PP |
140-22 |
141-01 |
S1 |
140-20 |
140-29 |
|