ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 27-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
137-25 |
137-17 |
-0-08 |
-0.2% |
136-14 |
| High |
137-26 |
138-18 |
0-24 |
0.5% |
138-04 |
| Low |
136-27 |
137-10 |
0-15 |
0.3% |
135-05 |
| Close |
137-21 |
138-10 |
0-21 |
0.5% |
137-26 |
| Range |
0-31 |
1-08 |
0-09 |
29.0% |
2-31 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.2% |
0-00 |
| Volume |
272,308 |
286,069 |
13,761 |
5.1% |
1,557,221 |
|
| Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-26 |
141-10 |
139-00 |
|
| R3 |
140-18 |
140-02 |
138-21 |
|
| R2 |
139-10 |
139-10 |
138-17 |
|
| R1 |
138-26 |
138-26 |
138-14 |
139-02 |
| PP |
138-02 |
138-02 |
138-02 |
138-06 |
| S1 |
137-18 |
137-18 |
138-06 |
137-26 |
| S2 |
136-26 |
136-26 |
138-03 |
|
| S3 |
135-18 |
136-10 |
137-31 |
|
| S4 |
134-10 |
135-02 |
137-20 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
144-27 |
139-14 |
|
| R3 |
142-31 |
141-28 |
138-20 |
|
| R2 |
140-00 |
140-00 |
138-11 |
|
| R1 |
138-29 |
138-29 |
138-03 |
139-14 |
| PP |
137-01 |
137-01 |
137-01 |
137-10 |
| S1 |
135-30 |
135-30 |
137-17 |
136-16 |
| S2 |
134-02 |
134-02 |
137-09 |
|
| S3 |
131-03 |
132-31 |
137-00 |
|
| S4 |
128-04 |
130-00 |
136-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-18 |
135-13 |
3-05 |
2.3% |
1-06 |
0.9% |
92% |
True |
False |
295,539 |
| 10 |
139-00 |
135-05 |
3-27 |
2.8% |
1-13 |
1.0% |
82% |
False |
False |
344,623 |
| 20 |
142-23 |
135-05 |
7-18 |
5.5% |
1-10 |
1.0% |
42% |
False |
False |
324,880 |
| 40 |
144-00 |
135-05 |
8-27 |
6.4% |
1-07 |
0.9% |
36% |
False |
False |
184,928 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-05 |
0.8% |
36% |
False |
False |
123,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-28 |
|
2.618 |
141-27 |
|
1.618 |
140-19 |
|
1.000 |
139-26 |
|
0.618 |
139-11 |
|
HIGH |
138-18 |
|
0.618 |
138-03 |
|
0.500 |
137-30 |
|
0.382 |
137-25 |
|
LOW |
137-10 |
|
0.618 |
136-17 |
|
1.000 |
136-02 |
|
1.618 |
135-09 |
|
2.618 |
134-01 |
|
4.250 |
132-00 |
|
|
| Fisher Pivots for day following 27-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-06 |
138-03 |
| PP |
138-02 |
137-28 |
| S1 |
137-30 |
137-21 |
|