ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 22-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2012 |
22-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
141-09 |
-0-23 |
-0.5% |
142-10 |
| High |
142-01 |
142-14 |
0-13 |
0.3% |
143-27 |
| Low |
140-31 |
141-00 |
0-01 |
0.0% |
141-22 |
| Close |
141-17 |
142-08 |
0-23 |
0.5% |
142-03 |
| Range |
1-02 |
1-14 |
0-12 |
35.3% |
2-05 |
| ATR |
1-12 |
1-12 |
0-00 |
0.3% |
0-00 |
| Volume |
288,230 |
320,136 |
31,906 |
11.1% |
1,544,988 |
|
| Daily Pivots for day following 22-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-07 |
145-21 |
143-01 |
|
| R3 |
144-25 |
144-07 |
142-21 |
|
| R2 |
143-11 |
143-11 |
142-16 |
|
| R1 |
142-25 |
142-25 |
142-12 |
143-02 |
| PP |
141-29 |
141-29 |
141-29 |
142-01 |
| S1 |
141-11 |
141-11 |
142-04 |
141-20 |
| S2 |
140-15 |
140-15 |
142-00 |
|
| S3 |
139-01 |
139-29 |
141-27 |
|
| S4 |
137-19 |
138-15 |
141-15 |
|
|
| Weekly Pivots for week ending 17-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-00 |
147-23 |
143-09 |
|
| R3 |
146-27 |
145-18 |
142-22 |
|
| R2 |
144-22 |
144-22 |
142-16 |
|
| R1 |
143-13 |
143-13 |
142-09 |
142-31 |
| PP |
142-17 |
142-17 |
142-17 |
142-10 |
| S1 |
141-08 |
141-08 |
141-29 |
140-26 |
| S2 |
140-12 |
140-12 |
141-22 |
|
| S3 |
138-07 |
139-03 |
141-16 |
|
| S4 |
136-02 |
136-30 |
140-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-27 |
140-31 |
2-28 |
2.0% |
1-07 |
0.8% |
45% |
False |
False |
311,021 |
| 10 |
143-27 |
140-23 |
3-04 |
2.2% |
1-07 |
0.9% |
49% |
False |
False |
318,832 |
| 20 |
145-15 |
140-23 |
4-24 |
3.3% |
1-13 |
1.0% |
32% |
False |
False |
341,343 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
33% |
False |
False |
286,035 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-17 |
1.1% |
38% |
False |
False |
280,727 |
| 80 |
146-11 |
134-22 |
11-21 |
8.2% |
1-19 |
1.1% |
65% |
False |
False |
213,385 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-19 |
1.1% |
65% |
False |
False |
170,748 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-17 |
1.1% |
65% |
False |
False |
142,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-18 |
|
2.618 |
146-06 |
|
1.618 |
144-24 |
|
1.000 |
143-28 |
|
0.618 |
143-10 |
|
HIGH |
142-14 |
|
0.618 |
141-28 |
|
0.500 |
141-23 |
|
0.382 |
141-18 |
|
LOW |
141-00 |
|
0.618 |
140-04 |
|
1.000 |
139-18 |
|
1.618 |
138-22 |
|
2.618 |
137-08 |
|
4.250 |
134-28 |
|
|
| Fisher Pivots for day following 22-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-02 |
142-02 |
| PP |
141-29 |
141-29 |
| S1 |
141-23 |
141-24 |
|