ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 17-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2012 |
17-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-21 |
144-30 |
1-09 |
0.9% |
142-31 |
| High |
145-11 |
145-10 |
-0-01 |
0.0% |
145-11 |
| Low |
143-15 |
144-05 |
0-22 |
0.5% |
142-01 |
| Close |
145-00 |
145-05 |
0-05 |
0.1% |
145-00 |
| Range |
1-28 |
1-05 |
-0-23 |
-38.3% |
3-10 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.7% |
0-00 |
| Volume |
321,967 |
274,638 |
-47,329 |
-14.7% |
1,365,296 |
|
| Daily Pivots for day following 17-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-11 |
147-29 |
145-25 |
|
| R3 |
147-06 |
146-24 |
145-15 |
|
| R2 |
146-01 |
146-01 |
145-12 |
|
| R1 |
145-19 |
145-19 |
145-08 |
145-26 |
| PP |
144-28 |
144-28 |
144-28 |
145-00 |
| S1 |
144-14 |
144-14 |
145-02 |
144-21 |
| S2 |
143-23 |
143-23 |
144-30 |
|
| S3 |
142-18 |
143-09 |
144-27 |
|
| S4 |
141-13 |
142-04 |
144-17 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-02 |
152-27 |
146-26 |
|
| R3 |
150-24 |
149-17 |
145-29 |
|
| R2 |
147-14 |
147-14 |
145-19 |
|
| R1 |
146-07 |
146-07 |
145-10 |
146-26 |
| PP |
144-04 |
144-04 |
144-04 |
144-14 |
| S1 |
142-29 |
142-29 |
144-22 |
143-16 |
| S2 |
140-26 |
140-26 |
144-13 |
|
| S3 |
137-16 |
139-19 |
144-03 |
|
| S4 |
134-06 |
136-09 |
143-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-11 |
142-01 |
3-10 |
2.3% |
1-10 |
0.9% |
94% |
False |
False |
292,366 |
| 10 |
145-11 |
141-10 |
4-01 |
2.8% |
1-12 |
0.9% |
95% |
False |
False |
266,150 |
| 20 |
146-11 |
141-10 |
5-01 |
3.5% |
1-12 |
1.0% |
76% |
False |
False |
208,867 |
| 40 |
146-11 |
139-24 |
6-19 |
4.5% |
1-18 |
1.1% |
82% |
False |
False |
218,707 |
| 60 |
146-11 |
134-22 |
11-21 |
8.0% |
1-21 |
1.1% |
90% |
False |
False |
146,308 |
| 80 |
146-12 |
134-22 |
11-22 |
8.1% |
1-21 |
1.2% |
90% |
False |
False |
109,778 |
| 100 |
146-12 |
134-05 |
12-07 |
8.4% |
1-16 |
1.0% |
90% |
False |
False |
87,828 |
| 120 |
146-12 |
122-13 |
23-31 |
16.5% |
1-11 |
0.9% |
95% |
False |
False |
73,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-07 |
|
2.618 |
148-11 |
|
1.618 |
147-06 |
|
1.000 |
146-15 |
|
0.618 |
146-01 |
|
HIGH |
145-10 |
|
0.618 |
144-28 |
|
0.500 |
144-24 |
|
0.382 |
144-19 |
|
LOW |
144-05 |
|
0.618 |
143-14 |
|
1.000 |
143-00 |
|
1.618 |
142-09 |
|
2.618 |
141-04 |
|
4.250 |
139-08 |
|
|
| Fisher Pivots for day following 17-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-00 |
144-29 |
| PP |
144-28 |
144-20 |
| S1 |
144-24 |
144-12 |
|