ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 16-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2012 |
16-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
143-12 |
0-04 |
0.1% |
142-28 |
| High |
143-27 |
143-23 |
-0-04 |
-0.1% |
143-17 |
| Low |
142-29 |
141-30 |
-0-31 |
-0.7% |
140-23 |
| Close |
143-10 |
142-09 |
-1-01 |
-0.7% |
142-25 |
| Range |
0-30 |
1-25 |
0-27 |
90.0% |
2-26 |
| ATR |
1-13 |
1-14 |
0-01 |
1.8% |
0-00 |
| Volume |
336,026 |
375,737 |
39,711 |
11.8% |
1,613,777 |
|
| Daily Pivots for day following 16-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
146-29 |
143-08 |
|
| R3 |
146-07 |
145-04 |
142-25 |
|
| R2 |
144-14 |
144-14 |
142-19 |
|
| R1 |
143-11 |
143-11 |
142-14 |
143-00 |
| PP |
142-21 |
142-21 |
142-21 |
142-15 |
| S1 |
141-18 |
141-18 |
142-04 |
141-07 |
| S2 |
140-28 |
140-28 |
141-31 |
|
| S3 |
139-03 |
139-25 |
141-25 |
|
| S4 |
137-10 |
138-00 |
141-10 |
|
|
| Weekly Pivots for week ending 10-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-25 |
149-19 |
144-10 |
|
| R3 |
147-31 |
146-25 |
143-18 |
|
| R2 |
145-05 |
145-05 |
143-10 |
|
| R1 |
143-31 |
143-31 |
143-01 |
143-05 |
| PP |
142-11 |
142-11 |
142-11 |
141-30 |
| S1 |
141-05 |
141-05 |
142-17 |
140-11 |
| S2 |
139-17 |
139-17 |
142-08 |
|
| S3 |
136-23 |
138-11 |
142-00 |
|
| S4 |
133-29 |
135-17 |
141-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-27 |
141-20 |
2-07 |
1.6% |
1-09 |
0.9% |
30% |
False |
False |
323,071 |
| 10 |
144-29 |
140-23 |
4-06 |
2.9% |
1-14 |
1.0% |
37% |
False |
False |
338,355 |
| 20 |
145-15 |
140-21 |
4-26 |
3.4% |
1-14 |
1.0% |
34% |
False |
False |
342,181 |
| 40 |
146-03 |
140-21 |
5-14 |
3.8% |
1-13 |
1.0% |
30% |
False |
False |
279,996 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
38% |
False |
False |
269,695 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-20 |
1.1% |
65% |
False |
False |
202,849 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-19 |
1.1% |
65% |
False |
False |
162,320 |
| 120 |
146-12 |
134-05 |
12-07 |
8.6% |
1-16 |
1.1% |
66% |
False |
False |
135,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-09 |
|
2.618 |
148-12 |
|
1.618 |
146-19 |
|
1.000 |
145-16 |
|
0.618 |
144-26 |
|
HIGH |
143-23 |
|
0.618 |
143-01 |
|
0.500 |
142-26 |
|
0.382 |
142-20 |
|
LOW |
141-30 |
|
0.618 |
140-27 |
|
1.000 |
140-05 |
|
1.618 |
139-02 |
|
2.618 |
137-09 |
|
4.250 |
134-12 |
|
|
| Fisher Pivots for day following 16-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
142-28 |
| PP |
142-21 |
142-22 |
| S1 |
142-15 |
142-16 |
|