ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 14-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2012 |
14-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
140-23 |
141-08 |
0-17 |
0.4% |
141-13 |
High |
141-16 |
142-07 |
0-23 |
0.5% |
142-03 |
Low |
140-14 |
141-02 |
0-20 |
0.4% |
139-15 |
Close |
140-30 |
142-04 |
1-06 |
0.8% |
141-11 |
Range |
1-02 |
1-05 |
0-03 |
8.8% |
2-20 |
ATR |
1-08 |
1-08 |
0-00 |
0.2% |
0-00 |
Volume |
1,245 |
984 |
-261 |
-21.0% |
11,017 |
|
Daily Pivots for day following 14-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-09 |
144-27 |
142-24 |
|
R3 |
144-04 |
143-22 |
142-14 |
|
R2 |
142-31 |
142-31 |
142-11 |
|
R1 |
142-17 |
142-17 |
142-07 |
142-24 |
PP |
141-26 |
141-26 |
141-26 |
141-29 |
S1 |
141-12 |
141-12 |
142-01 |
141-19 |
S2 |
140-21 |
140-21 |
141-29 |
|
S3 |
139-16 |
140-07 |
141-26 |
|
S4 |
138-11 |
139-02 |
141-16 |
|
|
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 |
147-04 |
2.618 |
145-08 |
1.618 |
144-03 |
1.000 |
143-12 |
0.618 |
142-30 |
HIGH |
142-07 |
0.618 |
141-25 |
0.500 |
141-20 |
0.382 |
141-16 |
LOW |
141-02 |
0.618 |
140-11 |
1.000 |
139-29 |
1.618 |
139-06 |
2.618 |
138-01 |
4.250 |
136-05 |
|
|
Fisher Pivots for day following 14-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
141-31 |
141-26 |
PP |
141-26 |
141-17 |
S1 |
141-20 |
141-07 |
|