ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 21-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2012 |
21-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
141-01 |
140-21 |
-0-12 |
-0.3% |
140-23 |
High |
141-01 |
140-21 |
-0-12 |
-0.3% |
142-10 |
Low |
140-10 |
139-19 |
-0-23 |
-0.5% |
140-10 |
Close |
140-21 |
140-03 |
-0-18 |
-0.4% |
140-21 |
Range |
0-23 |
1-02 |
0-11 |
47.8% |
2-00 |
ATR |
1-07 |
1-07 |
0-00 |
-0.9% |
0-00 |
Volume |
2,633 |
1,660 |
-973 |
-37.0% |
6,241 |
|
Daily Pivots for day following 21-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-10 |
142-24 |
140-22 |
|
R3 |
142-08 |
141-22 |
140-12 |
|
R2 |
141-06 |
141-06 |
140-09 |
|
R1 |
140-20 |
140-20 |
140-06 |
140-12 |
PP |
140-04 |
140-04 |
140-04 |
140-00 |
S1 |
139-18 |
139-18 |
140-00 |
139-10 |
S2 |
139-02 |
139-02 |
139-29 |
|
S3 |
138-00 |
138-16 |
139-26 |
|
S4 |
136-30 |
137-14 |
139-16 |
|
|
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 |
145-06 |
2.618 |
143-14 |
1.618 |
142-12 |
1.000 |
141-23 |
0.618 |
141-10 |
HIGH |
140-21 |
0.618 |
140-08 |
0.500 |
140-04 |
0.382 |
140-00 |
LOW |
139-19 |
0.618 |
138-30 |
1.000 |
138-17 |
1.618 |
137-28 |
2.618 |
136-26 |
4.250 |
135-02 |
|
|
Fisher Pivots for day following 21-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
140-04 |
140-30 |
PP |
140-04 |
140-21 |
S1 |
140-03 |
140-12 |
|