ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 04-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2012 |
04-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
143-10 |
-0-20 |
-0.4% |
142-03 |
| High |
143-31 |
143-22 |
-0-09 |
-0.2% |
145-08 |
| Low |
143-01 |
142-03 |
-0-30 |
-0.7% |
142-01 |
| Close |
143-03 |
142-13 |
-0-22 |
-0.5% |
144-26 |
| Range |
0-30 |
1-19 |
0-21 |
70.0% |
3-07 |
| ATR |
1-19 |
1-19 |
0-00 |
0.0% |
0-00 |
| Volume |
193,446 |
242,485 |
49,039 |
25.4% |
360,788 |
|
| Daily Pivots for day following 04-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-16 |
146-18 |
143-09 |
|
| R3 |
145-29 |
144-31 |
142-27 |
|
| R2 |
144-10 |
144-10 |
142-22 |
|
| R1 |
143-12 |
143-12 |
142-18 |
143-02 |
| PP |
142-23 |
142-23 |
142-23 |
142-18 |
| S1 |
141-25 |
141-25 |
142-08 |
141-14 |
| S2 |
141-04 |
141-04 |
142-04 |
|
| S3 |
139-17 |
140-06 |
141-31 |
|
| S4 |
137-30 |
138-19 |
141-17 |
|
|
| 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 |
142-03 |
3-05 |
2.2% |
1-10 |
0.9% |
10% |
False |
True |
149,263 |
| 10 |
146-03 |
141-28 |
4-07 |
3.0% |
1-11 |
0.9% |
13% |
False |
False |
152,407 |
| 20 |
146-11 |
140-03 |
6-08 |
4.4% |
1-18 |
1.1% |
37% |
False |
False |
209,780 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-20 |
1.1% |
40% |
False |
False |
163,592 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.2% |
66% |
False |
False |
109,245 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
66% |
False |
False |
81,964 |
| 100 |
146-12 |
133-13 |
12-31 |
9.1% |
1-12 |
1.0% |
69% |
False |
False |
65,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-15 |
|
2.618 |
147-28 |
|
1.618 |
146-09 |
|
1.000 |
145-09 |
|
0.618 |
144-22 |
|
HIGH |
143-22 |
|
0.618 |
143-03 |
|
0.500 |
142-28 |
|
0.382 |
142-22 |
|
LOW |
142-03 |
|
0.618 |
141-03 |
|
1.000 |
140-16 |
|
1.618 |
139-16 |
|
2.618 |
137-29 |
|
4.250 |
135-10 |
|
|
| Fisher Pivots for day following 04-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-28 |
143-22 |
| PP |
142-23 |
143-08 |
| S1 |
142-18 |
142-26 |
|