ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 06-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2012 |
06-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
144-21 |
142-28 |
-1-25 |
-1.2% |
143-14 |
| High |
144-29 |
143-17 |
-1-12 |
-0.9% |
145-15 |
| Low |
142-06 |
142-15 |
0-09 |
0.2% |
142-06 |
| Close |
142-13 |
143-09 |
0-28 |
0.6% |
142-13 |
| Range |
2-23 |
1-02 |
-1-21 |
-60.9% |
3-09 |
| ATR |
1-18 |
1-17 |
-0-01 |
-2.0% |
0-00 |
| Volume |
459,768 |
247,709 |
-212,059 |
-46.1% |
1,895,169 |
|
| Daily Pivots for day following 06-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-09 |
145-27 |
143-28 |
|
| R3 |
145-07 |
144-25 |
143-18 |
|
| R2 |
144-05 |
144-05 |
143-15 |
|
| R1 |
143-23 |
143-23 |
143-12 |
143-30 |
| PP |
143-03 |
143-03 |
143-03 |
143-06 |
| S1 |
142-21 |
142-21 |
143-06 |
142-28 |
| S2 |
142-01 |
142-01 |
143-03 |
|
| S3 |
140-31 |
141-19 |
143-00 |
|
| S4 |
139-29 |
140-17 |
142-22 |
|
|
| Weekly Pivots for week ending 03-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
153-06 |
151-03 |
144-07 |
|
| R3 |
149-29 |
147-26 |
143-10 |
|
| R2 |
146-20 |
146-20 |
143-00 |
|
| R1 |
144-17 |
144-17 |
142-23 |
143-30 |
| PP |
143-11 |
143-11 |
143-11 |
143-02 |
| S1 |
141-08 |
141-08 |
142-03 |
140-21 |
| S2 |
140-02 |
140-02 |
141-26 |
|
| S3 |
136-25 |
137-31 |
141-16 |
|
| S4 |
133-16 |
134-22 |
140-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145-15 |
142-06 |
3-09 |
2.3% |
1-15 |
1.0% |
33% |
False |
False |
362,515 |
| 10 |
145-15 |
140-25 |
4-22 |
3.3% |
1-17 |
1.1% |
53% |
False |
False |
357,057 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-15 |
1.0% |
55% |
False |
False |
320,703 |
| 40 |
146-11 |
140-14 |
5-29 |
4.1% |
1-17 |
1.1% |
48% |
False |
False |
266,852 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-18 |
1.1% |
54% |
False |
False |
225,687 |
| 80 |
146-11 |
134-22 |
11-21 |
8.1% |
1-20 |
1.1% |
74% |
False |
False |
169,426 |
| 100 |
146-12 |
134-22 |
11-22 |
8.2% |
1-20 |
1.1% |
74% |
False |
False |
135,568 |
| 120 |
146-12 |
134-05 |
12-07 |
8.5% |
1-14 |
1.0% |
75% |
False |
False |
112,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-02 |
|
2.618 |
146-10 |
|
1.618 |
145-08 |
|
1.000 |
144-19 |
|
0.618 |
144-06 |
|
HIGH |
143-17 |
|
0.618 |
143-04 |
|
0.500 |
143-00 |
|
0.382 |
142-28 |
|
LOW |
142-15 |
|
0.618 |
141-26 |
|
1.000 |
141-13 |
|
1.618 |
140-24 |
|
2.618 |
139-22 |
|
4.250 |
137-30 |
|
|
| Fisher Pivots for day following 06-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-06 |
143-18 |
| PP |
143-03 |
143-15 |
| S1 |
143-00 |
143-12 |
|