ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 09-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2012 |
09-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
140-14 |
140-27 |
0-13 |
0.3% |
142-05 |
| High |
141-00 |
140-27 |
-0-05 |
-0.1% |
144-00 |
| Low |
140-08 |
139-15 |
-0-25 |
-0.6% |
140-28 |
| Close |
140-25 |
140-03 |
-0-22 |
-0.5% |
140-31 |
| Range |
0-24 |
1-12 |
0-20 |
83.3% |
3-04 |
| ATR |
1-08 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
1,189 |
3,130 |
1,941 |
163.2% |
11,969 |
|
| Daily Pivots for day following 09-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-08 |
143-18 |
140-27 |
|
| R3 |
142-28 |
142-06 |
140-15 |
|
| R2 |
141-16 |
141-16 |
140-11 |
|
| R1 |
140-26 |
140-26 |
140-07 |
140-15 |
| PP |
140-04 |
140-04 |
140-04 |
139-31 |
| S1 |
139-14 |
139-14 |
139-31 |
139-03 |
| S2 |
138-24 |
138-24 |
139-27 |
|
| S3 |
137-12 |
138-02 |
139-23 |
|
| S4 |
136-00 |
136-22 |
139-11 |
|
|
| 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 |
146-22 |
|
2.618 |
144-14 |
|
1.618 |
143-02 |
|
1.000 |
142-07 |
|
0.618 |
141-22 |
|
HIGH |
140-27 |
|
0.618 |
140-10 |
|
0.500 |
140-05 |
|
0.382 |
140-00 |
|
LOW |
139-15 |
|
0.618 |
138-20 |
|
1.000 |
138-03 |
|
1.618 |
137-08 |
|
2.618 |
135-28 |
|
4.250 |
133-20 |
|
|
| Fisher Pivots for day following 09-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-05 |
140-22 |
| PP |
140-04 |
140-15 |
| S1 |
140-04 |
140-09 |
|