ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 02-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2012 |
02-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
141-24 |
140-20 |
-1-04 |
-0.8% |
141-20 |
| High |
141-24 |
141-20 |
-0-04 |
-0.1% |
143-01 |
| Low |
140-02 |
140-15 |
0-13 |
0.3% |
140-02 |
| Close |
140-15 |
141-07 |
0-24 |
0.5% |
141-07 |
| Range |
1-22 |
1-05 |
-0-17 |
-31.5% |
2-31 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.4% |
0-00 |
| Volume |
413,071 |
261,267 |
-151,804 |
-36.8% |
1,828,917 |
|
| Daily Pivots for day following 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-18 |
144-02 |
141-27 |
|
| R3 |
143-13 |
142-29 |
141-17 |
|
| R2 |
142-08 |
142-08 |
141-14 |
|
| R1 |
141-24 |
141-24 |
141-10 |
142-00 |
| PP |
141-03 |
141-03 |
141-03 |
141-08 |
| S1 |
140-19 |
140-19 |
141-04 |
140-27 |
| S2 |
139-30 |
139-30 |
141-00 |
|
| S3 |
138-25 |
139-14 |
140-29 |
|
| S4 |
137-20 |
138-09 |
140-19 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
148-24 |
142-27 |
|
| R3 |
147-12 |
145-25 |
142-01 |
|
| R2 |
144-13 |
144-13 |
141-24 |
|
| R1 |
142-26 |
142-26 |
141-16 |
142-04 |
| PP |
141-14 |
141-14 |
141-14 |
141-03 |
| S1 |
139-27 |
139-27 |
140-30 |
139-05 |
| S2 |
138-15 |
138-15 |
140-22 |
|
| S3 |
135-16 |
136-28 |
140-13 |
|
| S4 |
132-17 |
133-29 |
139-19 |
|
|
| 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% |
1-10 |
0.9% |
39% |
False |
False |
365,783 |
| 10 |
143-01 |
139-19 |
3-14 |
2.4% |
1-05 |
0.8% |
47% |
False |
False |
200,162 |
| 20 |
143-14 |
139-15 |
3-31 |
2.8% |
1-07 |
0.9% |
44% |
False |
False |
100,957 |
| 40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-05 |
0.8% |
40% |
False |
False |
50,825 |
| 60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-03 |
0.8% |
35% |
False |
False |
33,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-17 |
|
2.618 |
144-21 |
|
1.618 |
143-16 |
|
1.000 |
142-25 |
|
0.618 |
142-11 |
|
HIGH |
141-20 |
|
0.618 |
141-06 |
|
0.500 |
141-02 |
|
0.382 |
140-29 |
|
LOW |
140-15 |
|
0.618 |
139-24 |
|
1.000 |
139-10 |
|
1.618 |
138-19 |
|
2.618 |
137-14 |
|
4.250 |
135-18 |
|
|
| Fisher Pivots for day following 02-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-05 |
141-12 |
| PP |
141-03 |
141-11 |
| S1 |
141-02 |
141-09 |
|