ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 31-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2012 |
31-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-14 |
144-14 |
1-00 |
0.7% |
142-00 |
| High |
145-03 |
145-15 |
0-12 |
0.3% |
143-18 |
| Low |
143-13 |
143-28 |
0-15 |
0.3% |
140-21 |
| Close |
144-20 |
145-14 |
0-26 |
0.6% |
143-14 |
| Range |
1-22 |
1-19 |
-0-03 |
-5.6% |
2-29 |
| ATR |
1-18 |
1-18 |
0-00 |
0.2% |
0-00 |
| Volume |
330,302 |
397,090 |
66,788 |
20.2% |
1,724,261 |
|
| Daily Pivots for day following 31-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-23 |
149-05 |
146-10 |
|
| R3 |
148-04 |
147-18 |
145-28 |
|
| R2 |
146-17 |
146-17 |
145-23 |
|
| R1 |
145-31 |
145-31 |
145-19 |
146-08 |
| PP |
144-30 |
144-30 |
144-30 |
145-02 |
| S1 |
144-12 |
144-12 |
145-09 |
144-21 |
| S2 |
143-11 |
143-11 |
145-05 |
|
| S3 |
141-24 |
142-25 |
145-00 |
|
| S4 |
140-05 |
141-06 |
144-18 |
|
|
| 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 |
145-15 |
140-29 |
4-18 |
3.1% |
1-23 |
1.2% |
99% |
True |
False |
378,392 |
| 10 |
145-15 |
140-21 |
4-26 |
3.3% |
1-19 |
1.1% |
99% |
True |
False |
335,865 |
| 20 |
145-15 |
140-21 |
4-26 |
3.3% |
1-15 |
1.0% |
99% |
True |
False |
301,007 |
| 40 |
146-11 |
139-24 |
6-19 |
4.5% |
1-18 |
1.1% |
86% |
False |
False |
259,876 |
| 60 |
146-11 |
139-16 |
6-27 |
4.7% |
1-20 |
1.1% |
87% |
False |
False |
202,185 |
| 80 |
146-11 |
134-22 |
11-21 |
8.0% |
1-20 |
1.1% |
92% |
False |
False |
151,741 |
| 100 |
146-12 |
134-22 |
11-22 |
8.0% |
1-19 |
1.1% |
92% |
False |
False |
121,414 |
| 120 |
146-12 |
132-24 |
13-20 |
9.4% |
1-13 |
1.0% |
93% |
False |
False |
101,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
152-08 |
|
2.618 |
149-21 |
|
1.618 |
148-02 |
|
1.000 |
147-02 |
|
0.618 |
146-15 |
|
HIGH |
145-15 |
|
0.618 |
144-28 |
|
0.500 |
144-22 |
|
0.382 |
144-15 |
|
LOW |
143-28 |
|
0.618 |
142-28 |
|
1.000 |
142-09 |
|
1.618 |
141-09 |
|
2.618 |
139-22 |
|
4.250 |
137-03 |
|
|
| Fisher Pivots for day following 31-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
145-06 |
144-28 |
| PP |
144-30 |
144-11 |
| S1 |
144-22 |
143-25 |
|