ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
145-12 |
144-18 |
-0-26 |
-0.6% |
142-00 |
| High |
145-13 |
144-30 |
-0-15 |
-0.3% |
143-18 |
| Low |
144-08 |
144-06 |
-0-02 |
0.0% |
140-21 |
| Close |
144-11 |
144-19 |
0-08 |
0.2% |
143-14 |
| Range |
1-05 |
0-24 |
-0-13 |
-35.1% |
2-29 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.6% |
0-00 |
| Volume |
372,251 |
335,758 |
-36,493 |
-9.8% |
1,724,261 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-26 |
146-15 |
145-00 |
|
| R3 |
146-02 |
145-23 |
144-26 |
|
| R2 |
145-10 |
145-10 |
144-23 |
|
| R1 |
144-31 |
144-31 |
144-21 |
145-04 |
| PP |
144-18 |
144-18 |
144-18 |
144-21 |
| S1 |
144-07 |
144-07 |
144-17 |
144-12 |
| S2 |
143-26 |
143-26 |
144-15 |
|
| S3 |
143-02 |
143-15 |
144-12 |
|
| S4 |
142-10 |
142-23 |
144-06 |
|
|
| 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 |
142-03 |
3-12 |
2.3% |
1-11 |
0.9% |
74% |
False |
False |
352,173 |
| 10 |
145-15 |
140-21 |
4-26 |
3.3% |
1-14 |
1.0% |
82% |
False |
False |
346,007 |
| 20 |
145-15 |
140-21 |
4-26 |
3.3% |
1-14 |
1.0% |
82% |
False |
False |
314,611 |
| 40 |
146-11 |
140-03 |
6-08 |
4.3% |
1-16 |
1.0% |
72% |
False |
False |
262,195 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
73% |
False |
False |
213,932 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
85% |
False |
False |
160,587 |
| 100 |
146-12 |
134-22 |
11-22 |
8.1% |
1-19 |
1.1% |
85% |
False |
False |
128,494 |
| 120 |
146-12 |
133-13 |
12-31 |
9.0% |
1-13 |
1.0% |
86% |
False |
False |
107,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-04 |
|
2.618 |
146-29 |
|
1.618 |
146-05 |
|
1.000 |
145-22 |
|
0.618 |
145-13 |
|
HIGH |
144-30 |
|
0.618 |
144-21 |
|
0.500 |
144-18 |
|
0.382 |
144-15 |
|
LOW |
144-06 |
|
0.618 |
143-23 |
|
1.000 |
143-14 |
|
1.618 |
142-31 |
|
2.618 |
142-07 |
|
4.250 |
141-00 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
144-19 |
144-22 |
| PP |
144-18 |
144-21 |
| S1 |
144-18 |
144-20 |
|