ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
138-27 |
137-25 |
-1-02 |
-0.8% |
137-25 |
| High |
139-05 |
138-22 |
-0-15 |
-0.3% |
139-05 |
| Low |
137-14 |
137-07 |
-0-07 |
-0.2% |
136-27 |
| Close |
137-24 |
138-00 |
0-08 |
0.2% |
137-24 |
| Range |
1-23 |
1-15 |
-0-08 |
-14.5% |
2-10 |
| ATR |
1-09 |
1-10 |
0-00 |
1.0% |
0-00 |
| Volume |
381,298 |
286,330 |
-94,968 |
-24.9% |
1,520,319 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-12 |
141-21 |
138-26 |
|
| R3 |
140-29 |
140-06 |
138-13 |
|
| R2 |
139-14 |
139-14 |
138-09 |
|
| R1 |
138-23 |
138-23 |
138-04 |
139-02 |
| PP |
137-31 |
137-31 |
137-31 |
138-05 |
| S1 |
137-08 |
137-08 |
137-28 |
137-20 |
| S2 |
136-16 |
136-16 |
137-23 |
|
| S3 |
135-01 |
135-25 |
137-19 |
|
| S4 |
133-18 |
134-10 |
137-06 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
143-20 |
139-01 |
|
| R3 |
142-17 |
141-10 |
138-12 |
|
| R2 |
140-07 |
140-07 |
138-06 |
|
| R1 |
139-00 |
139-00 |
137-31 |
138-14 |
| PP |
137-29 |
137-29 |
137-29 |
137-21 |
| S1 |
136-22 |
136-22 |
137-17 |
136-04 |
| S2 |
135-19 |
135-19 |
137-10 |
|
| S3 |
133-09 |
134-12 |
137-04 |
|
| S4 |
130-31 |
132-02 |
136-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-05 |
137-07 |
1-30 |
1.4% |
1-10 |
1.0% |
40% |
False |
True |
306,868 |
| 10 |
139-05 |
135-07 |
3-30 |
2.9% |
1-07 |
0.9% |
71% |
False |
False |
302,370 |
| 20 |
142-10 |
135-05 |
7-05 |
5.2% |
1-10 |
1.0% |
40% |
False |
False |
319,290 |
| 40 |
143-01 |
135-05 |
7-28 |
5.7% |
1-07 |
0.9% |
36% |
False |
False |
215,853 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-07 |
0.9% |
32% |
False |
False |
144,181 |
| 80 |
144-23 |
135-05 |
9-18 |
6.9% |
1-05 |
0.8% |
30% |
False |
False |
108,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-30 |
|
2.618 |
142-17 |
|
1.618 |
141-02 |
|
1.000 |
140-05 |
|
0.618 |
139-19 |
|
HIGH |
138-22 |
|
0.618 |
138-04 |
|
0.500 |
137-30 |
|
0.382 |
137-25 |
|
LOW |
137-07 |
|
0.618 |
136-10 |
|
1.000 |
135-24 |
|
1.618 |
134-27 |
|
2.618 |
133-12 |
|
4.250 |
130-31 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-00 |
138-06 |
| PP |
137-31 |
138-04 |
| S1 |
137-30 |
138-02 |
|