ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 20-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2012 |
20-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
144-05 |
142-23 |
-1-14 |
-1.0% |
144-30 |
| High |
144-14 |
143-00 |
-1-14 |
-1.0% |
145-13 |
| Low |
142-12 |
141-24 |
-0-20 |
-0.4% |
141-24 |
| Close |
142-26 |
141-28 |
-0-30 |
-0.7% |
141-28 |
| Range |
2-02 |
1-08 |
-0-26 |
-39.4% |
3-21 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.3% |
0-00 |
| Volume |
341,264 |
300,413 |
-40,851 |
-12.0% |
1,181,642 |
|
| Daily Pivots for day following 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-31 |
145-05 |
142-18 |
|
| R3 |
144-23 |
143-29 |
142-07 |
|
| R2 |
143-15 |
143-15 |
142-03 |
|
| R1 |
142-21 |
142-21 |
142-00 |
142-14 |
| PP |
142-07 |
142-07 |
142-07 |
142-03 |
| S1 |
141-13 |
141-13 |
141-24 |
141-06 |
| S2 |
140-31 |
140-31 |
141-21 |
|
| S3 |
139-23 |
140-05 |
141-17 |
|
| S4 |
138-15 |
138-29 |
141-06 |
|
|
| Weekly Pivots for week ending 20-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-31 |
151-19 |
143-28 |
|
| R3 |
150-10 |
147-30 |
142-28 |
|
| R2 |
146-21 |
146-21 |
142-17 |
|
| R1 |
144-09 |
144-09 |
142-07 |
143-20 |
| PP |
143-00 |
143-00 |
143-00 |
142-22 |
| S1 |
140-20 |
140-20 |
141-17 |
140-00 |
| S2 |
139-11 |
139-11 |
141-07 |
|
| S3 |
135-22 |
136-31 |
140-28 |
|
| S4 |
132-01 |
133-10 |
139-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-13 |
141-24 |
3-21 |
2.6% |
1-17 |
1.1% |
3% |
False |
True |
300,721 |
| 10 |
145-13 |
141-10 |
4-03 |
2.9% |
1-14 |
1.0% |
14% |
False |
False |
283,152 |
| 20 |
145-13 |
141-10 |
4-03 |
2.9% |
1-11 |
0.9% |
14% |
False |
False |
220,606 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-19 |
1.1% |
32% |
False |
False |
240,513 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-22 |
1.2% |
62% |
False |
False |
161,410 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
62% |
False |
False |
121,107 |
| 100 |
146-12 |
134-05 |
12-07 |
8.6% |
1-17 |
1.1% |
63% |
False |
False |
96,898 |
| 120 |
146-12 |
126-04 |
20-08 |
14.3% |
1-12 |
1.0% |
78% |
False |
False |
80,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-10 |
|
2.618 |
146-09 |
|
1.618 |
145-01 |
|
1.000 |
144-08 |
|
0.618 |
143-25 |
|
HIGH |
143-00 |
|
0.618 |
142-17 |
|
0.500 |
142-12 |
|
0.382 |
142-07 |
|
LOW |
141-24 |
|
0.618 |
140-31 |
|
1.000 |
140-16 |
|
1.618 |
139-23 |
|
2.618 |
138-15 |
|
4.250 |
136-14 |
|
|
| Fisher Pivots for day following 20-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-12 |
143-18 |
| PP |
142-07 |
143-00 |
| S1 |
142-01 |
142-14 |
|