ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 27-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2012 |
27-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
142-23 |
0-26 |
0.6% |
142-00 |
| High |
142-31 |
143-18 |
0-19 |
0.4% |
143-18 |
| Low |
141-23 |
142-03 |
0-12 |
0.3% |
140-21 |
| Close |
142-27 |
143-14 |
0-19 |
0.4% |
143-14 |
| Range |
1-08 |
1-15 |
0-07 |
17.5% |
2-29 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.4% |
0-00 |
| Volume |
390,173 |
325,468 |
-64,705 |
-16.6% |
1,724,261 |
|
| Daily Pivots for day following 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-14 |
146-29 |
144-08 |
|
| R3 |
145-31 |
145-14 |
143-27 |
|
| R2 |
144-16 |
144-16 |
143-23 |
|
| R1 |
143-31 |
143-31 |
143-18 |
144-08 |
| PP |
143-01 |
143-01 |
143-01 |
143-05 |
| S1 |
142-16 |
142-16 |
143-10 |
142-24 |
| S2 |
141-18 |
141-18 |
143-05 |
|
| S3 |
140-03 |
141-01 |
143-01 |
|
| S4 |
138-20 |
139-18 |
142-20 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-09 |
150-08 |
145-01 |
|
| R3 |
148-12 |
147-11 |
144-08 |
|
| R2 |
145-15 |
145-15 |
143-31 |
|
| R1 |
144-14 |
144-14 |
143-23 |
144-30 |
| PP |
142-18 |
142-18 |
142-18 |
142-26 |
| S1 |
141-17 |
141-17 |
143-05 |
142-02 |
| S2 |
139-21 |
139-21 |
142-29 |
|
| S3 |
136-24 |
138-20 |
142-20 |
|
| S4 |
133-27 |
135-23 |
141-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-18 |
140-21 |
2-29 |
2.0% |
1-20 |
1.1% |
96% |
True |
False |
344,852 |
| 10 |
145-13 |
140-21 |
4-24 |
3.3% |
1-18 |
1.1% |
59% |
False |
False |
322,787 |
| 20 |
145-13 |
140-21 |
4-24 |
3.3% |
1-13 |
1.0% |
59% |
False |
False |
274,517 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
56% |
False |
False |
261,533 |
| 60 |
146-11 |
139-02 |
7-09 |
5.1% |
1-20 |
1.1% |
60% |
False |
False |
190,093 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
75% |
False |
False |
142,654 |
| 100 |
146-12 |
134-22 |
11-22 |
8.1% |
1-18 |
1.1% |
75% |
False |
False |
114,140 |
| 120 |
146-12 |
129-00 |
17-12 |
12.1% |
1-14 |
1.0% |
83% |
False |
False |
95,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-26 |
|
2.618 |
147-13 |
|
1.618 |
145-30 |
|
1.000 |
145-01 |
|
0.618 |
144-15 |
|
HIGH |
143-18 |
|
0.618 |
143-00 |
|
0.500 |
142-26 |
|
0.382 |
142-21 |
|
LOW |
142-03 |
|
0.618 |
141-06 |
|
1.000 |
140-20 |
|
1.618 |
139-23 |
|
2.618 |
138-08 |
|
4.250 |
135-27 |
|
|
| Fisher Pivots for day following 27-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-01 |
| PP |
143-01 |
142-20 |
| S1 |
142-26 |
142-08 |
|