ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 24-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
140-25 |
141-00 |
0-07 |
0.2% |
140-21 |
High |
141-14 |
141-21 |
0-07 |
0.2% |
141-21 |
Low |
140-08 |
140-27 |
0-19 |
0.4% |
139-19 |
Close |
141-08 |
141-18 |
0-10 |
0.2% |
141-18 |
Range |
1-06 |
0-26 |
-0-12 |
-31.6% |
2-02 |
ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
Volume |
31,788 |
129,291 |
97,503 |
306.7% |
170,072 |
|
Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-25 |
143-16 |
142-00 |
|
R3 |
142-31 |
142-22 |
141-25 |
|
R2 |
142-05 |
142-05 |
141-23 |
|
R1 |
141-28 |
141-28 |
141-20 |
142-00 |
PP |
141-11 |
141-11 |
141-11 |
141-14 |
S1 |
141-02 |
141-02 |
141-16 |
141-06 |
S2 |
140-17 |
140-17 |
141-13 |
|
S3 |
139-23 |
140-08 |
141-11 |
|
S4 |
138-29 |
139-14 |
141-04 |
|
|
Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-04 |
146-13 |
142-22 |
|
R3 |
145-02 |
144-11 |
142-04 |
|
R2 |
143-00 |
143-00 |
141-30 |
|
R1 |
142-09 |
142-09 |
141-24 |
142-20 |
PP |
140-30 |
140-30 |
140-30 |
141-04 |
S1 |
140-07 |
140-07 |
141-12 |
140-18 |
S2 |
138-28 |
138-28 |
141-06 |
|
S3 |
136-26 |
138-05 |
141-00 |
|
S4 |
134-24 |
136-03 |
140-14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-04 |
2.618 |
143-25 |
1.618 |
142-31 |
1.000 |
142-15 |
0.618 |
142-05 |
HIGH |
141-21 |
0.618 |
141-11 |
0.500 |
141-08 |
0.382 |
141-05 |
LOW |
140-27 |
0.618 |
140-11 |
1.000 |
140-01 |
1.618 |
139-17 |
2.618 |
138-23 |
4.250 |
137-12 |
|
|
Fisher Pivots for day following 24-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
141-15 |
141-08 |
PP |
141-11 |
140-30 |
S1 |
141-08 |
140-20 |
|