ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 12-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
140-20 |
140-13 |
-0-07 |
-0.2% |
141-13 |
| High |
140-26 |
141-05 |
0-11 |
0.2% |
142-10 |
| Low |
139-26 |
140-13 |
0-19 |
0.4% |
139-26 |
| Close |
140-10 |
140-17 |
0-07 |
0.2% |
140-10 |
| Range |
1-00 |
0-24 |
-0-08 |
-25.0% |
2-16 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.0% |
0-00 |
| Volume |
321,842 |
181,109 |
-140,733 |
-43.7% |
1,381,142 |
|
| Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-30 |
142-16 |
140-30 |
|
| R3 |
142-06 |
141-24 |
140-24 |
|
| R2 |
141-14 |
141-14 |
140-21 |
|
| R1 |
141-00 |
141-00 |
140-19 |
141-07 |
| PP |
140-22 |
140-22 |
140-22 |
140-26 |
| S1 |
140-08 |
140-08 |
140-15 |
140-15 |
| S2 |
139-30 |
139-30 |
140-13 |
|
| S3 |
139-06 |
139-16 |
140-10 |
|
| S4 |
138-14 |
138-24 |
140-04 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
146-26 |
141-22 |
|
| R3 |
145-26 |
144-10 |
141-00 |
|
| R2 |
143-10 |
143-10 |
140-25 |
|
| R1 |
141-26 |
141-26 |
140-17 |
141-10 |
| PP |
140-26 |
140-26 |
140-26 |
140-18 |
| S1 |
139-10 |
139-10 |
140-03 |
138-26 |
| S2 |
138-10 |
138-10 |
139-27 |
|
| S3 |
135-26 |
136-26 |
139-20 |
|
| S4 |
133-10 |
134-10 |
138-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-10 |
139-26 |
2-16 |
1.8% |
1-01 |
0.7% |
29% |
False |
False |
266,034 |
| 10 |
143-01 |
139-26 |
3-07 |
2.3% |
1-05 |
0.8% |
22% |
False |
False |
305,010 |
| 20 |
143-01 |
139-19 |
3-14 |
2.4% |
1-04 |
0.8% |
27% |
False |
False |
178,374 |
| 40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-06 |
0.8% |
26% |
False |
False |
89,876 |
| 60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-03 |
0.8% |
22% |
False |
False |
59,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-11 |
|
2.618 |
143-04 |
|
1.618 |
142-12 |
|
1.000 |
141-29 |
|
0.618 |
141-20 |
|
HIGH |
141-05 |
|
0.618 |
140-28 |
|
0.500 |
140-25 |
|
0.382 |
140-22 |
|
LOW |
140-13 |
|
0.618 |
139-30 |
|
1.000 |
139-21 |
|
1.618 |
139-06 |
|
2.618 |
138-14 |
|
4.250 |
137-07 |
|
|
| Fisher Pivots for day following 12-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-25 |
140-22 |
| PP |
140-22 |
140-20 |
| S1 |
140-20 |
140-18 |
|