ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 22-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
140-21 |
139-28 |
-0-25 |
-0.6% |
140-23 |
High |
140-21 |
140-31 |
0-10 |
0.2% |
142-10 |
Low |
139-19 |
139-20 |
0-01 |
0.0% |
140-10 |
Close |
140-03 |
140-26 |
0-23 |
0.5% |
140-21 |
Range |
1-02 |
1-11 |
0-09 |
26.5% |
2-00 |
ATR |
1-07 |
1-07 |
0-00 |
0.8% |
0-00 |
Volume |
1,660 |
7,333 |
5,673 |
341.7% |
6,241 |
|
Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-16 |
144-00 |
141-18 |
|
R3 |
143-05 |
142-21 |
141-06 |
|
R2 |
141-26 |
141-26 |
141-02 |
|
R1 |
141-10 |
141-10 |
140-30 |
141-18 |
PP |
140-15 |
140-15 |
140-15 |
140-19 |
S1 |
139-31 |
139-31 |
140-22 |
140-07 |
S2 |
139-04 |
139-04 |
140-18 |
|
S3 |
137-25 |
138-20 |
140-14 |
|
S4 |
136-14 |
137-09 |
140-02 |
|
|
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 |
146-22 |
2.618 |
144-16 |
1.618 |
143-05 |
1.000 |
142-10 |
0.618 |
141-26 |
HIGH |
140-31 |
0.618 |
140-15 |
0.500 |
140-10 |
0.382 |
140-04 |
LOW |
139-20 |
0.618 |
138-25 |
1.000 |
138-09 |
1.618 |
137-14 |
2.618 |
136-03 |
4.250 |
133-29 |
|
|
Fisher Pivots for day following 22-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
140-20 |
140-21 |
PP |
140-15 |
140-15 |
S1 |
140-10 |
140-10 |
|