ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 10-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-31 |
142-24 |
-0-07 |
-0.2% |
143-30 |
| High |
143-24 |
143-06 |
-0-18 |
-0.4% |
143-31 |
| Low |
142-16 |
142-01 |
-0-15 |
-0.3% |
141-10 |
| Close |
142-29 |
142-27 |
-0-02 |
0.0% |
143-01 |
| Range |
1-08 |
1-05 |
-0-03 |
-7.5% |
2-21 |
| ATR |
1-19 |
1-18 |
-0-01 |
-1.9% |
0-00 |
| Volume |
178,104 |
245,963 |
67,859 |
38.1% |
1,021,567 |
|
| Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-05 |
145-21 |
143-15 |
|
| R3 |
145-00 |
144-16 |
143-05 |
|
| R2 |
143-27 |
143-27 |
143-02 |
|
| R1 |
143-11 |
143-11 |
142-30 |
143-19 |
| PP |
142-22 |
142-22 |
142-22 |
142-26 |
| S1 |
142-06 |
142-06 |
142-24 |
142-14 |
| S2 |
141-17 |
141-17 |
142-20 |
|
| S3 |
140-12 |
141-01 |
142-17 |
|
| S4 |
139-07 |
139-28 |
142-07 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-24 |
149-17 |
144-16 |
|
| R3 |
148-03 |
146-28 |
143-24 |
|
| R2 |
145-14 |
145-14 |
143-17 |
|
| R1 |
144-07 |
144-07 |
143-09 |
143-16 |
| PP |
142-25 |
142-25 |
142-25 |
142-13 |
| S1 |
141-18 |
141-18 |
142-25 |
140-27 |
| S2 |
140-04 |
140-04 |
142-17 |
|
| S3 |
137-15 |
138-29 |
142-10 |
|
| S4 |
134-26 |
136-08 |
141-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-24 |
141-10 |
2-14 |
1.7% |
1-15 |
1.0% |
63% |
False |
False |
250,437 |
| 10 |
145-08 |
141-10 |
3-30 |
2.8% |
1-09 |
0.9% |
39% |
False |
False |
180,642 |
| 20 |
146-11 |
140-25 |
5-18 |
3.9% |
1-15 |
1.0% |
37% |
False |
False |
204,401 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
47% |
False |
False |
188,637 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-22 |
1.2% |
70% |
False |
False |
126,065 |
| 80 |
146-12 |
134-22 |
11-22 |
8.2% |
1-21 |
1.2% |
70% |
False |
False |
94,584 |
| 100 |
146-12 |
134-05 |
12-07 |
8.6% |
1-14 |
1.0% |
71% |
False |
False |
75,670 |
| 120 |
146-12 |
122-03 |
24-09 |
17.0% |
1-10 |
0.9% |
85% |
False |
False |
63,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-03 |
|
2.618 |
146-07 |
|
1.618 |
145-02 |
|
1.000 |
144-11 |
|
0.618 |
143-29 |
|
HIGH |
143-06 |
|
0.618 |
142-24 |
|
0.500 |
142-20 |
|
0.382 |
142-15 |
|
LOW |
142-01 |
|
0.618 |
141-10 |
|
1.000 |
140-28 |
|
1.618 |
140-05 |
|
2.618 |
139-00 |
|
4.250 |
137-04 |
|
|
| Fisher Pivots for day following 10-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-24 |
142-24 |
| PP |
142-22 |
142-20 |
| S1 |
142-20 |
142-17 |
|