ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 26-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2012 |
26-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-04 |
141-29 |
0-25 |
0.6% |
144-30 |
| High |
143-16 |
142-31 |
-0-17 |
-0.4% |
145-13 |
| Low |
140-29 |
141-23 |
0-26 |
0.6% |
141-24 |
| Close |
141-25 |
142-27 |
1-02 |
0.7% |
141-28 |
| Range |
2-19 |
1-08 |
-1-11 |
-51.8% |
3-21 |
| ATR |
1-18 |
1-17 |
-0-01 |
-1.4% |
0-00 |
| Volume |
448,930 |
390,173 |
-58,757 |
-13.1% |
1,181,642 |
|
| Daily Pivots for day following 26-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-08 |
145-26 |
143-17 |
|
| R3 |
145-00 |
144-18 |
143-06 |
|
| R2 |
143-24 |
143-24 |
143-02 |
|
| R1 |
143-10 |
143-10 |
142-31 |
143-17 |
| PP |
142-16 |
142-16 |
142-16 |
142-20 |
| S1 |
142-02 |
142-02 |
142-23 |
142-09 |
| S2 |
141-08 |
141-08 |
142-20 |
|
| S3 |
140-00 |
140-26 |
142-16 |
|
| S4 |
138-24 |
139-18 |
142-05 |
|
|
| 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 |
143-16 |
140-21 |
2-27 |
2.0% |
1-18 |
1.1% |
77% |
False |
False |
339,841 |
| 10 |
145-13 |
140-21 |
4-24 |
3.3% |
1-16 |
1.1% |
46% |
False |
False |
322,726 |
| 20 |
145-13 |
140-21 |
4-24 |
3.3% |
1-14 |
1.0% |
46% |
False |
False |
263,884 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
47% |
False |
False |
263,402 |
| 60 |
146-11 |
136-25 |
9-18 |
6.7% |
1-21 |
1.2% |
63% |
False |
False |
184,676 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-21 |
1.2% |
70% |
False |
False |
138,586 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-19 |
1.1% |
70% |
False |
False |
110,886 |
| 120 |
146-12 |
129-00 |
17-12 |
12.2% |
1-13 |
1.0% |
80% |
False |
False |
92,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-09 |
|
2.618 |
146-08 |
|
1.618 |
145-00 |
|
1.000 |
144-07 |
|
0.618 |
143-24 |
|
HIGH |
142-31 |
|
0.618 |
142-16 |
|
0.500 |
142-11 |
|
0.382 |
142-06 |
|
LOW |
141-23 |
|
0.618 |
140-30 |
|
1.000 |
140-15 |
|
1.618 |
139-22 |
|
2.618 |
138-14 |
|
4.250 |
136-13 |
|
|
| Fisher Pivots for day following 26-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-22 |
142-20 |
| PP |
142-16 |
142-12 |
| S1 |
142-11 |
142-04 |
|