ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 17-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2012 |
17-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
142-00 |
141-01 |
-0-31 |
-0.7% |
140-23 |
High |
142-08 |
141-01 |
-1-07 |
-0.9% |
142-10 |
Low |
140-16 |
140-10 |
-0-06 |
-0.1% |
140-10 |
Close |
140-27 |
140-21 |
-0-06 |
-0.1% |
140-21 |
Range |
1-24 |
0-23 |
-1-01 |
-58.9% |
2-00 |
ATR |
1-08 |
1-07 |
-0-01 |
-3.1% |
0-00 |
Volume |
470 |
2,633 |
2,163 |
460.2% |
6,241 |
|
Daily Pivots for day following 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-26 |
142-15 |
141-02 |
|
R3 |
142-03 |
141-24 |
140-27 |
|
R2 |
141-12 |
141-12 |
140-25 |
|
R1 |
141-01 |
141-01 |
140-23 |
140-27 |
PP |
140-21 |
140-21 |
140-21 |
140-18 |
S1 |
140-10 |
140-10 |
140-19 |
140-04 |
S2 |
139-30 |
139-30 |
140-17 |
|
S3 |
139-07 |
139-19 |
140-15 |
|
S4 |
138-16 |
138-28 |
140-08 |
|
|
Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-03 |
145-28 |
141-24 |
|
R3 |
145-03 |
143-28 |
141-07 |
|
R2 |
143-03 |
143-03 |
141-01 |
|
R1 |
141-28 |
141-28 |
140-27 |
141-16 |
PP |
141-03 |
141-03 |
141-03 |
140-29 |
S1 |
139-28 |
139-28 |
140-15 |
139-16 |
S2 |
139-03 |
139-03 |
140-09 |
|
S3 |
137-03 |
137-28 |
140-03 |
|
S4 |
135-03 |
135-28 |
139-18 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
144-03 |
2.618 |
142-29 |
1.618 |
142-06 |
1.000 |
141-24 |
0.618 |
141-15 |
HIGH |
141-01 |
0.618 |
140-24 |
0.500 |
140-22 |
0.382 |
140-19 |
LOW |
140-10 |
0.618 |
139-28 |
1.000 |
139-19 |
1.618 |
139-05 |
2.618 |
138-14 |
4.250 |
137-08 |
|
|
Fisher Pivots for day following 17-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
140-22 |
141-10 |
PP |
140-21 |
141-03 |
S1 |
140-21 |
140-28 |
|