ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
138-29 |
136-25 |
-2-04 |
-1.5% |
141-13 |
| High |
139-00 |
136-31 |
-2-01 |
-1.5% |
142-10 |
| Low |
136-12 |
135-18 |
-0-26 |
-0.6% |
139-26 |
| Close |
136-20 |
136-17 |
-0-03 |
-0.1% |
140-10 |
| Range |
2-20 |
1-13 |
-1-07 |
-46.4% |
2-16 |
| ATR |
1-10 |
1-10 |
0-00 |
0.5% |
0-00 |
| Volume |
554,063 |
430,578 |
-123,485 |
-22.3% |
1,381,142 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-18 |
139-31 |
137-10 |
|
| R3 |
139-05 |
138-18 |
136-29 |
|
| R2 |
137-24 |
137-24 |
136-25 |
|
| R1 |
137-05 |
137-05 |
136-21 |
136-24 |
| PP |
136-11 |
136-11 |
136-11 |
136-05 |
| S1 |
135-24 |
135-24 |
136-13 |
135-11 |
| S2 |
134-30 |
134-30 |
136-09 |
|
| S3 |
133-17 |
134-11 |
136-05 |
|
| S4 |
132-04 |
132-30 |
135-24 |
|
|
| 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 |
141-05 |
135-18 |
5-19 |
4.1% |
1-16 |
1.1% |
17% |
False |
True |
369,743 |
| 10 |
142-10 |
135-18 |
6-24 |
4.9% |
1-10 |
1.0% |
14% |
False |
True |
316,928 |
| 20 |
143-01 |
135-18 |
7-15 |
5.5% |
1-09 |
0.9% |
13% |
False |
True |
245,505 |
| 40 |
144-00 |
135-18 |
8-14 |
6.2% |
1-08 |
0.9% |
11% |
False |
True |
123,459 |
| 60 |
144-23 |
135-18 |
9-05 |
6.7% |
1-04 |
0.8% |
11% |
False |
True |
82,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-30 |
|
2.618 |
140-21 |
|
1.618 |
139-08 |
|
1.000 |
138-12 |
|
0.618 |
137-27 |
|
HIGH |
136-31 |
|
0.618 |
136-14 |
|
0.500 |
136-08 |
|
0.382 |
136-03 |
|
LOW |
135-18 |
|
0.618 |
134-22 |
|
1.000 |
134-05 |
|
1.618 |
133-09 |
|
2.618 |
131-28 |
|
4.250 |
129-19 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
136-14 |
138-02 |
| PP |
136-11 |
137-18 |
| S1 |
136-08 |
137-02 |
|