ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
136-14 |
135-14 |
-1-00 |
-0.7% |
140-13 |
High |
137-00 |
136-04 |
-0-28 |
-0.6% |
141-05 |
Low |
135-05 |
135-07 |
0-02 |
0.0% |
135-15 |
Close |
135-12 |
135-20 |
0-08 |
0.2% |
136-14 |
Range |
1-27 |
0-29 |
-0-30 |
-50.8% |
5-22 |
ATR |
1-11 |
1-10 |
-0-01 |
-2.4% |
0-00 |
Volume |
340,164 |
297,739 |
-42,425 |
-12.5% |
1,872,872 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
138-12 |
137-29 |
136-04 |
|
R3 |
137-15 |
137-00 |
135-28 |
|
R2 |
136-18 |
136-18 |
135-25 |
|
R1 |
136-03 |
136-03 |
135-23 |
136-10 |
PP |
135-21 |
135-21 |
135-21 |
135-25 |
S1 |
135-06 |
135-06 |
135-17 |
135-14 |
S2 |
134-24 |
134-24 |
135-15 |
|
S3 |
133-27 |
134-09 |
135-12 |
|
S4 |
132-30 |
133-12 |
135-04 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
154-24 |
151-09 |
139-18 |
|
R3 |
149-02 |
145-19 |
138-00 |
|
R2 |
143-12 |
143-12 |
137-15 |
|
R1 |
139-29 |
139-29 |
136-31 |
138-26 |
PP |
137-22 |
137-22 |
137-22 |
137-04 |
S1 |
134-07 |
134-07 |
135-29 |
133-04 |
S2 |
132-00 |
132-00 |
135-13 |
|
S3 |
126-10 |
128-17 |
134-28 |
|
S4 |
120-20 |
122-27 |
133-10 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
139-00 |
135-05 |
3-27 |
2.8% |
1-19 |
1.2% |
12% |
False |
False |
393,708 |
10 |
142-02 |
135-05 |
6-29 |
5.1% |
1-10 |
1.0% |
7% |
False |
False |
338,443 |
20 |
143-01 |
135-05 |
7-28 |
5.8% |
1-09 |
0.9% |
6% |
False |
False |
294,462 |
40 |
144-00 |
135-05 |
8-27 |
6.5% |
1-08 |
0.9% |
5% |
False |
False |
148,028 |
60 |
144-00 |
135-05 |
8-27 |
6.5% |
1-05 |
0.8% |
5% |
False |
False |
98,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139-31 |
2.618 |
138-16 |
1.618 |
137-19 |
1.000 |
137-01 |
0.618 |
136-22 |
HIGH |
136-04 |
0.618 |
135-25 |
0.500 |
135-22 |
0.382 |
135-18 |
LOW |
135-07 |
0.618 |
134-21 |
1.000 |
134-10 |
1.618 |
133-24 |
2.618 |
132-27 |
4.250 |
131-12 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
135-22 |
136-02 |
PP |
135-21 |
135-30 |
S1 |
135-20 |
135-25 |
|