ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 13-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2012 |
13-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
140-07 |
140-23 |
0-16 |
0.4% |
141-13 |
High |
141-16 |
141-16 |
0-00 |
0.0% |
142-03 |
Low |
140-07 |
140-14 |
0-07 |
0.2% |
139-15 |
Close |
141-11 |
140-30 |
-0-13 |
-0.3% |
141-11 |
Range |
1-09 |
1-02 |
-0-07 |
-17.1% |
2-20 |
ATR |
1-08 |
1-08 |
0-00 |
-1.1% |
0-00 |
Volume |
2,554 |
1,245 |
-1,309 |
-51.3% |
11,017 |
|
Daily Pivots for day following 13-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-05 |
143-19 |
141-17 |
|
R3 |
143-03 |
142-17 |
141-07 |
|
R2 |
142-01 |
142-01 |
141-04 |
|
R1 |
141-15 |
141-15 |
141-01 |
141-24 |
PP |
140-31 |
140-31 |
140-31 |
141-03 |
S1 |
140-13 |
140-13 |
140-27 |
140-22 |
S2 |
139-29 |
139-29 |
140-24 |
|
S3 |
138-27 |
139-11 |
140-21 |
|
S4 |
137-25 |
138-09 |
140-11 |
|
|
Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-27 |
147-23 |
142-25 |
|
R3 |
146-07 |
145-03 |
142-02 |
|
R2 |
143-19 |
143-19 |
141-26 |
|
R1 |
142-15 |
142-15 |
141-19 |
141-23 |
PP |
140-31 |
140-31 |
140-31 |
140-19 |
S1 |
139-27 |
139-27 |
141-03 |
139-03 |
S2 |
138-11 |
138-11 |
140-28 |
|
S3 |
135-23 |
137-07 |
140-20 |
|
S4 |
133-03 |
134-19 |
139-29 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-00 |
2.618 |
144-09 |
1.618 |
143-07 |
1.000 |
142-18 |
0.618 |
142-05 |
HIGH |
141-16 |
0.618 |
141-03 |
0.500 |
140-31 |
0.382 |
140-27 |
LOW |
140-14 |
0.618 |
139-25 |
1.000 |
139-12 |
1.618 |
138-23 |
2.618 |
137-21 |
4.250 |
135-30 |
|
|
Fisher Pivots for day following 13-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
140-31 |
140-25 |
PP |
140-31 |
140-20 |
S1 |
140-30 |
140-16 |
|