ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 07-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
140-22 |
142-01 |
1-11 |
1.0% |
141-20 |
High |
142-10 |
142-02 |
-0-08 |
-0.2% |
143-01 |
Low |
140-21 |
141-09 |
0-20 |
0.4% |
140-02 |
Close |
142-00 |
141-16 |
-0-16 |
-0.4% |
141-07 |
Range |
1-21 |
0-25 |
-0-28 |
-52.8% |
2-31 |
ATR |
1-08 |
1-07 |
-0-01 |
-2.6% |
0-00 |
Volume |
275,401 |
275,471 |
70 |
0.0% |
1,828,917 |
|
Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-31 |
143-16 |
141-30 |
|
R3 |
143-06 |
142-23 |
141-23 |
|
R2 |
142-13 |
142-13 |
141-21 |
|
R1 |
141-30 |
141-30 |
141-18 |
141-25 |
PP |
141-20 |
141-20 |
141-20 |
141-17 |
S1 |
141-05 |
141-05 |
141-14 |
141-00 |
S2 |
140-27 |
140-27 |
141-11 |
|
S3 |
140-02 |
140-12 |
141-09 |
|
S4 |
139-09 |
139-19 |
141-02 |
|
|
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 |
142-10 |
140-02 |
2-08 |
1.6% |
1-08 |
0.9% |
64% |
False |
False |
291,457 |
10 |
143-01 |
140-02 |
2-31 |
2.1% |
1-06 |
0.8% |
48% |
False |
False |
277,294 |
20 |
143-01 |
139-15 |
3-18 |
2.5% |
1-05 |
0.8% |
57% |
False |
False |
139,752 |
40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-05 |
0.8% |
46% |
False |
False |
70,397 |
60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-03 |
0.8% |
40% |
False |
False |
46,948 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-12 |
2.618 |
144-03 |
1.618 |
143-10 |
1.000 |
142-27 |
0.618 |
142-17 |
HIGH |
142-02 |
0.618 |
141-24 |
0.500 |
141-22 |
0.382 |
141-19 |
LOW |
141-09 |
0.618 |
140-26 |
1.000 |
140-16 |
1.618 |
140-01 |
2.618 |
139-08 |
4.250 |
137-31 |
|
|
Fisher Pivots for day following 07-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
141-22 |
141-16 |
PP |
141-20 |
141-16 |
S1 |
141-18 |
141-16 |
|