ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 28-Feb-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2012 |
28-Feb-2012 |
Change |
Change % |
Previous Week |
Open |
141-20 |
142-15 |
0-27 |
0.6% |
140-21 |
High |
142-21 |
143-01 |
0-12 |
0.3% |
141-21 |
Low |
141-18 |
142-02 |
0-16 |
0.4% |
139-19 |
Close |
142-17 |
142-12 |
-0-05 |
-0.1% |
141-18 |
Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
2-02 |
ATR |
1-06 |
1-05 |
0-00 |
-1.3% |
0-00 |
Volume |
341,066 |
359,844 |
18,778 |
5.5% |
170,072 |
|
Daily Pivots for day following 28-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-13 |
144-27 |
142-29 |
|
R3 |
144-14 |
143-28 |
142-21 |
|
R2 |
143-15 |
143-15 |
142-18 |
|
R1 |
142-29 |
142-29 |
142-15 |
142-22 |
PP |
142-16 |
142-16 |
142-16 |
142-12 |
S1 |
141-30 |
141-30 |
142-09 |
141-24 |
S2 |
141-17 |
141-17 |
142-06 |
|
S3 |
140-18 |
140-31 |
142-03 |
|
S4 |
139-19 |
140-00 |
141-27 |
|
|
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 |
147-05 |
2.618 |
145-18 |
1.618 |
144-19 |
1.000 |
144-00 |
0.618 |
143-20 |
HIGH |
143-01 |
0.618 |
142-21 |
0.500 |
142-18 |
0.382 |
142-14 |
LOW |
142-02 |
0.618 |
141-15 |
1.000 |
141-03 |
1.618 |
140-16 |
2.618 |
139-17 |
4.250 |
137-30 |
|
|
Fisher Pivots for day following 28-Feb-2012 |
Pivot |
1 day |
3 day |
R1 |
142-18 |
142-07 |
PP |
142-16 |
142-03 |
S1 |
142-14 |
141-30 |
|