ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 23-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2012 |
23-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
142-00 |
-0-23 |
-0.5% |
144-30 |
| High |
143-00 |
142-14 |
-0-18 |
-0.4% |
145-13 |
| Low |
141-24 |
140-21 |
-1-03 |
-0.8% |
141-24 |
| Close |
141-28 |
141-05 |
-0-23 |
-0.5% |
141-28 |
| Range |
1-08 |
1-25 |
0-17 |
42.5% |
3-21 |
| ATR |
1-16 |
1-17 |
0-01 |
1.3% |
0-00 |
| Volume |
300,413 |
296,569 |
-3,844 |
-1.3% |
1,181,642 |
|
| Daily Pivots for day following 23-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-24 |
145-24 |
142-04 |
|
| R3 |
144-31 |
143-31 |
141-21 |
|
| R2 |
143-06 |
143-06 |
141-15 |
|
| R1 |
142-06 |
142-06 |
141-10 |
141-26 |
| PP |
141-13 |
141-13 |
141-13 |
141-07 |
| S1 |
140-13 |
140-13 |
141-00 |
140-00 |
| S2 |
139-20 |
139-20 |
140-27 |
|
| S3 |
137-27 |
138-20 |
140-21 |
|
| S4 |
136-02 |
136-27 |
140-06 |
|
|
| 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 |
140-21 |
4-24 |
3.4% |
1-17 |
1.1% |
11% |
False |
True |
295,642 |
| 10 |
145-13 |
140-21 |
4-24 |
3.4% |
1-13 |
1.0% |
11% |
False |
True |
284,350 |
| 20 |
145-13 |
140-21 |
4-24 |
3.4% |
1-12 |
1.0% |
11% |
False |
True |
224,725 |
| 40 |
146-11 |
139-24 |
6-19 |
4.7% |
1-19 |
1.1% |
21% |
False |
False |
245,944 |
| 60 |
146-11 |
134-22 |
11-21 |
8.3% |
1-22 |
1.2% |
55% |
False |
False |
166,351 |
| 80 |
146-11 |
134-22 |
11-21 |
8.3% |
1-20 |
1.2% |
55% |
False |
False |
124,813 |
| 100 |
146-12 |
134-22 |
11-22 |
8.3% |
1-17 |
1.1% |
55% |
False |
False |
99,863 |
| 120 |
146-12 |
126-07 |
20-05 |
14.3% |
1-13 |
1.0% |
74% |
False |
False |
83,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-00 |
|
2.618 |
147-03 |
|
1.618 |
145-10 |
|
1.000 |
144-07 |
|
0.618 |
143-17 |
|
HIGH |
142-14 |
|
0.618 |
141-24 |
|
0.500 |
141-18 |
|
0.382 |
141-11 |
|
LOW |
140-21 |
|
0.618 |
139-18 |
|
1.000 |
138-28 |
|
1.618 |
137-25 |
|
2.618 |
136-00 |
|
4.250 |
133-03 |
|
|
| Fisher Pivots for day following 23-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-18 |
142-18 |
| PP |
141-13 |
142-03 |
| S1 |
141-09 |
141-20 |
|