ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 15-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2012 |
15-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
141-08 |
141-18 |
0-10 |
0.2% |
141-13 |
High |
142-07 |
142-10 |
0-03 |
0.1% |
142-03 |
Low |
141-02 |
141-15 |
0-13 |
0.3% |
139-15 |
Close |
142-04 |
141-28 |
-0-08 |
-0.2% |
141-11 |
Range |
1-05 |
0-27 |
-0-10 |
-27.0% |
2-20 |
ATR |
1-08 |
1-07 |
-0-01 |
-2.3% |
0-00 |
Volume |
984 |
909 |
-75 |
-7.6% |
11,017 |
|
Daily Pivots for day following 15-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-13 |
144-00 |
142-11 |
|
R3 |
143-18 |
143-05 |
142-03 |
|
R2 |
142-23 |
142-23 |
142-01 |
|
R1 |
142-10 |
142-10 |
141-30 |
142-16 |
PP |
141-28 |
141-28 |
141-28 |
142-00 |
S1 |
141-15 |
141-15 |
141-26 |
141-22 |
S2 |
141-01 |
141-01 |
141-23 |
|
S3 |
140-06 |
140-20 |
141-21 |
|
S4 |
139-11 |
139-25 |
141-13 |
|
|
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 |
145-29 |
2.618 |
144-17 |
1.618 |
143-22 |
1.000 |
143-05 |
0.618 |
142-27 |
HIGH |
142-10 |
0.618 |
142-00 |
0.500 |
141-28 |
0.382 |
141-25 |
LOW |
141-15 |
0.618 |
140-30 |
1.000 |
140-20 |
1.618 |
140-03 |
2.618 |
139-08 |
4.250 |
137-28 |
|
|
Fisher Pivots for day following 15-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
141-28 |
141-23 |
PP |
141-28 |
141-17 |
S1 |
141-28 |
141-12 |
|