ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-05 |
141-24 |
-0-13 |
-0.3% |
140-21 |
| High |
142-23 |
141-24 |
-0-31 |
-0.7% |
141-21 |
| Low |
141-03 |
140-02 |
-1-01 |
-0.7% |
139-19 |
| Close |
141-21 |
140-15 |
-1-06 |
-0.8% |
141-18 |
| Range |
1-20 |
1-22 |
0-02 |
3.8% |
2-02 |
| ATR |
1-06 |
1-07 |
0-01 |
2.9% |
0-00 |
| Volume |
453,669 |
413,071 |
-40,598 |
-8.9% |
170,072 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
144-27 |
141-13 |
|
| R3 |
144-04 |
143-05 |
140-30 |
|
| R2 |
142-14 |
142-14 |
140-25 |
|
| R1 |
141-15 |
141-15 |
140-20 |
141-04 |
| PP |
140-24 |
140-24 |
140-24 |
140-19 |
| S1 |
139-25 |
139-25 |
140-10 |
139-14 |
| S2 |
139-02 |
139-02 |
140-05 |
|
| S3 |
137-12 |
138-03 |
140-00 |
|
| S4 |
135-22 |
136-13 |
139-17 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-01 |
140-02 |
2-31 |
2.1% |
1-08 |
0.9% |
14% |
False |
True |
339,388 |
| 10 |
143-01 |
139-19 |
3-14 |
2.4% |
1-07 |
0.9% |
25% |
False |
False |
174,082 |
| 20 |
143-14 |
139-15 |
3-31 |
2.8% |
1-06 |
0.9% |
25% |
False |
False |
87,979 |
| 40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-05 |
0.8% |
24% |
False |
False |
44,293 |
| 60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-03 |
0.8% |
21% |
False |
False |
29,553 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-30 |
|
2.618 |
146-05 |
|
1.618 |
144-15 |
|
1.000 |
143-14 |
|
0.618 |
142-25 |
|
HIGH |
141-24 |
|
0.618 |
141-03 |
|
0.500 |
140-29 |
|
0.382 |
140-23 |
|
LOW |
140-02 |
|
0.618 |
139-01 |
|
1.000 |
138-12 |
|
1.618 |
137-11 |
|
2.618 |
135-21 |
|
4.250 |
132-28 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-29 |
141-18 |
| PP |
140-24 |
141-06 |
| S1 |
140-20 |
140-26 |
|