ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
144-18 |
143-30 |
-0-20 |
-0.4% |
142-03 |
| High |
145-08 |
143-31 |
-1-09 |
-0.9% |
145-08 |
| Low |
144-06 |
143-01 |
-1-05 |
-0.8% |
142-01 |
| Close |
144-26 |
143-03 |
-1-23 |
-1.2% |
144-26 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
3-07 |
| ATR |
1-19 |
1-19 |
0-00 |
0.9% |
0-00 |
| Volume |
101,331 |
193,446 |
92,115 |
90.9% |
360,788 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-06 |
145-18 |
143-20 |
|
| R3 |
145-08 |
144-20 |
143-11 |
|
| R2 |
144-10 |
144-10 |
143-08 |
|
| R1 |
143-22 |
143-22 |
143-06 |
143-17 |
| PP |
143-12 |
143-12 |
143-12 |
143-09 |
| S1 |
142-24 |
142-24 |
143-00 |
142-19 |
| S2 |
142-14 |
142-14 |
142-30 |
|
| S3 |
141-16 |
141-26 |
142-27 |
|
| S4 |
140-18 |
140-28 |
142-18 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-22 |
152-15 |
146-19 |
|
| R3 |
150-15 |
149-08 |
145-22 |
|
| R2 |
147-08 |
147-08 |
145-13 |
|
| R1 |
146-01 |
146-01 |
145-03 |
146-20 |
| PP |
144-01 |
144-01 |
144-01 |
144-11 |
| S1 |
142-26 |
142-26 |
144-17 |
143-14 |
| S2 |
140-26 |
140-26 |
144-07 |
|
| S3 |
137-19 |
139-19 |
143-30 |
|
| S4 |
134-12 |
136-12 |
143-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-08 |
142-01 |
3-07 |
2.2% |
1-04 |
0.8% |
33% |
False |
False |
110,846 |
| 10 |
146-11 |
141-28 |
4-15 |
3.1% |
1-10 |
0.9% |
27% |
False |
False |
146,093 |
| 20 |
146-11 |
140-03 |
6-08 |
4.4% |
1-18 |
1.1% |
48% |
False |
False |
210,754 |
| 40 |
146-11 |
139-16 |
6-27 |
4.8% |
1-20 |
1.1% |
53% |
False |
False |
157,559 |
| 60 |
146-11 |
134-22 |
11-21 |
8.1% |
1-22 |
1.2% |
72% |
False |
False |
105,206 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
72% |
False |
False |
78,933 |
| 100 |
146-12 |
132-24 |
13-20 |
9.5% |
1-12 |
1.0% |
76% |
False |
False |
63,149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-30 |
|
2.618 |
146-14 |
|
1.618 |
145-16 |
|
1.000 |
144-29 |
|
0.618 |
144-18 |
|
HIGH |
143-31 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
143-01 |
|
0.618 |
142-14 |
|
1.000 |
142-03 |
|
1.618 |
141-16 |
|
2.618 |
140-18 |
|
4.250 |
139-02 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-16 |
144-04 |
| PP |
143-12 |
143-25 |
| S1 |
143-07 |
143-14 |
|