ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 19-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2012 |
19-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
145-03 |
144-05 |
-0-30 |
-0.6% |
142-31 |
| High |
145-13 |
144-14 |
-0-31 |
-0.7% |
145-11 |
| Low |
144-02 |
142-12 |
-1-22 |
-1.2% |
142-01 |
| Close |
144-06 |
142-26 |
-1-12 |
-1.0% |
145-00 |
| Range |
1-11 |
2-02 |
0-23 |
53.5% |
3-10 |
| ATR |
1-16 |
1-17 |
0-01 |
2.8% |
0-00 |
| Volume |
265,327 |
341,264 |
75,937 |
28.6% |
1,365,296 |
|
| Daily Pivots for day following 19-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
148-05 |
143-30 |
|
| R3 |
147-11 |
146-03 |
143-12 |
|
| R2 |
145-09 |
145-09 |
143-06 |
|
| R1 |
144-01 |
144-01 |
143-00 |
143-20 |
| PP |
143-07 |
143-07 |
143-07 |
143-00 |
| S1 |
141-31 |
141-31 |
142-20 |
141-18 |
| S2 |
141-05 |
141-05 |
142-14 |
|
| S3 |
139-03 |
139-29 |
142-08 |
|
| S4 |
137-01 |
137-27 |
141-22 |
|
|
| 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 |
145-13 |
142-12 |
3-01 |
2.1% |
1-14 |
1.0% |
14% |
False |
True |
305,611 |
| 10 |
145-13 |
141-10 |
4-03 |
2.9% |
1-14 |
1.0% |
37% |
False |
False |
283,216 |
| 20 |
146-03 |
141-10 |
4-25 |
3.3% |
1-12 |
1.0% |
31% |
False |
False |
217,811 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
46% |
False |
False |
233,452 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-22 |
1.2% |
70% |
False |
False |
156,406 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.1% |
70% |
False |
False |
117,355 |
| 100 |
146-12 |
134-05 |
12-07 |
8.6% |
1-17 |
1.1% |
71% |
False |
False |
93,894 |
| 120 |
146-12 |
123-16 |
22-28 |
16.0% |
1-12 |
1.0% |
84% |
False |
False |
78,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-06 |
|
2.618 |
149-27 |
|
1.618 |
147-25 |
|
1.000 |
146-16 |
|
0.618 |
145-23 |
|
HIGH |
144-14 |
|
0.618 |
143-21 |
|
0.500 |
143-13 |
|
0.382 |
143-05 |
|
LOW |
142-12 |
|
0.618 |
141-03 |
|
1.000 |
140-10 |
|
1.618 |
139-01 |
|
2.618 |
136-31 |
|
4.250 |
133-20 |
|
|
| Fisher Pivots for day following 19-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-13 |
143-28 |
| PP |
143-07 |
143-17 |
| S1 |
143-00 |
143-06 |
|