ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 30-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2012 |
30-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
142-23 |
143-14 |
0-23 |
0.5% |
142-00 |
| High |
143-18 |
145-03 |
1-17 |
1.1% |
143-18 |
| Low |
142-03 |
143-13 |
1-10 |
0.9% |
140-21 |
| Close |
143-14 |
144-20 |
1-06 |
0.8% |
143-14 |
| Range |
1-15 |
1-22 |
0-07 |
14.9% |
2-29 |
| ATR |
1-17 |
1-18 |
0-00 |
0.7% |
0-00 |
| Volume |
325,468 |
330,302 |
4,834 |
1.5% |
1,724,261 |
|
| Daily Pivots for day following 30-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-14 |
148-23 |
145-18 |
|
| R3 |
147-24 |
147-01 |
145-03 |
|
| R2 |
146-02 |
146-02 |
144-30 |
|
| R1 |
145-11 |
145-11 |
144-25 |
145-22 |
| PP |
144-12 |
144-12 |
144-12 |
144-18 |
| S1 |
143-21 |
143-21 |
144-15 |
144-00 |
| S2 |
142-22 |
142-22 |
144-10 |
|
| S3 |
141-00 |
141-31 |
144-05 |
|
| S4 |
139-10 |
140-09 |
143-22 |
|
|
| 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 |
145-03 |
140-25 |
4-10 |
3.0% |
1-19 |
1.1% |
89% |
True |
False |
351,598 |
| 10 |
145-13 |
140-21 |
4-24 |
3.3% |
1-18 |
1.1% |
84% |
False |
False |
323,620 |
| 20 |
145-13 |
140-21 |
4-24 |
3.3% |
1-15 |
1.0% |
84% |
False |
False |
286,219 |
| 40 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
74% |
False |
False |
261,889 |
| 60 |
146-11 |
139-16 |
6-27 |
4.7% |
1-20 |
1.1% |
75% |
False |
False |
195,586 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
85% |
False |
False |
146,780 |
| 100 |
146-12 |
134-22 |
11-22 |
8.1% |
1-18 |
1.1% |
85% |
False |
False |
117,443 |
| 120 |
146-12 |
132-19 |
13-25 |
9.5% |
1-13 |
1.0% |
87% |
False |
False |
97,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-08 |
|
2.618 |
149-16 |
|
1.618 |
147-26 |
|
1.000 |
146-25 |
|
0.618 |
146-04 |
|
HIGH |
145-03 |
|
0.618 |
144-14 |
|
0.500 |
144-08 |
|
0.382 |
144-02 |
|
LOW |
143-13 |
|
0.618 |
142-12 |
|
1.000 |
141-23 |
|
1.618 |
140-22 |
|
2.618 |
139-00 |
|
4.250 |
136-08 |
|
|
| Fisher Pivots for day following 30-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-16 |
144-07 |
| PP |
144-12 |
143-26 |
| S1 |
144-08 |
143-13 |
|