ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 25-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2012 |
25-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-14 |
141-04 |
-0-10 |
-0.2% |
144-30 |
| High |
141-25 |
143-16 |
1-23 |
1.2% |
145-13 |
| Low |
140-25 |
140-29 |
0-04 |
0.1% |
141-24 |
| Close |
141-05 |
141-25 |
0-20 |
0.4% |
141-28 |
| Range |
1-00 |
2-19 |
1-19 |
159.4% |
3-21 |
| ATR |
1-16 |
1-18 |
0-03 |
5.3% |
0-00 |
| Volume |
263,121 |
448,930 |
185,809 |
70.6% |
1,181,642 |
|
| Daily Pivots for day following 25-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-27 |
148-13 |
143-07 |
|
| R3 |
147-08 |
145-26 |
142-16 |
|
| R2 |
144-21 |
144-21 |
142-08 |
|
| R1 |
143-07 |
143-07 |
142-01 |
143-30 |
| PP |
142-02 |
142-02 |
142-02 |
142-14 |
| S1 |
140-20 |
140-20 |
141-17 |
141-11 |
| S2 |
139-15 |
139-15 |
141-10 |
|
| S3 |
136-28 |
138-01 |
141-02 |
|
| S4 |
134-09 |
135-14 |
140-11 |
|
|
| 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 |
144-14 |
140-21 |
3-25 |
2.7% |
1-24 |
1.2% |
30% |
False |
False |
330,059 |
| 10 |
145-13 |
140-21 |
4-24 |
3.4% |
1-17 |
1.1% |
24% |
False |
False |
313,149 |
| 20 |
145-13 |
140-21 |
4-24 |
3.4% |
1-13 |
1.0% |
24% |
False |
False |
246,895 |
| 40 |
146-11 |
139-24 |
6-19 |
4.7% |
1-19 |
1.1% |
31% |
False |
False |
257,929 |
| 60 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.2% |
61% |
False |
False |
178,198 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.2% |
61% |
False |
False |
133,710 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
61% |
False |
False |
106,984 |
| 120 |
146-12 |
129-00 |
17-12 |
12.3% |
1-13 |
1.0% |
74% |
False |
False |
89,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
154-17 |
|
2.618 |
150-09 |
|
1.618 |
147-22 |
|
1.000 |
146-03 |
|
0.618 |
145-03 |
|
HIGH |
143-16 |
|
0.618 |
142-16 |
|
0.500 |
142-06 |
|
0.382 |
141-29 |
|
LOW |
140-29 |
|
0.618 |
139-10 |
|
1.000 |
138-10 |
|
1.618 |
136-23 |
|
2.618 |
134-04 |
|
4.250 |
129-28 |
|
|
| Fisher Pivots for day following 25-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-06 |
142-02 |
| PP |
142-02 |
141-31 |
| S1 |
141-30 |
141-28 |
|