ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 24-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2012 |
24-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-08 |
142-14 |
0-06 |
0.1% |
142-00 |
| High |
142-29 |
143-04 |
0-07 |
0.2% |
143-04 |
| Low |
141-21 |
142-08 |
0-19 |
0.4% |
140-31 |
| Close |
142-22 |
143-00 |
0-10 |
0.2% |
143-00 |
| Range |
1-08 |
0-28 |
-0-12 |
-30.0% |
2-05 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.6% |
0-00 |
| Volume |
381,043 |
361,106 |
-19,937 |
-5.2% |
1,350,515 |
|
| Daily Pivots for day following 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-13 |
145-03 |
143-15 |
|
| R3 |
144-17 |
144-07 |
143-08 |
|
| R2 |
143-21 |
143-21 |
143-05 |
|
| R1 |
143-11 |
143-11 |
143-03 |
143-16 |
| PP |
142-25 |
142-25 |
142-25 |
142-28 |
| S1 |
142-15 |
142-15 |
142-29 |
142-20 |
| S2 |
141-29 |
141-29 |
142-27 |
|
| S3 |
141-01 |
141-19 |
142-24 |
|
| S4 |
140-05 |
140-23 |
142-17 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-27 |
148-02 |
144-06 |
|
| R3 |
146-22 |
145-29 |
143-19 |
|
| R2 |
144-17 |
144-17 |
143-13 |
|
| R1 |
143-24 |
143-24 |
143-06 |
144-04 |
| PP |
142-12 |
142-12 |
142-12 |
142-18 |
| S1 |
141-19 |
141-19 |
142-26 |
142-00 |
| S2 |
140-07 |
140-07 |
142-19 |
|
| S3 |
138-02 |
139-14 |
142-13 |
|
| S4 |
135-29 |
137-09 |
141-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-04 |
140-31 |
2-05 |
1.5% |
1-03 |
0.8% |
94% |
True |
False |
317,098 |
| 10 |
143-27 |
140-31 |
2-28 |
2.0% |
1-06 |
0.8% |
71% |
False |
False |
320,085 |
| 20 |
145-15 |
140-23 |
4-24 |
3.3% |
1-10 |
0.9% |
48% |
False |
False |
336,495 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
49% |
False |
False |
300,190 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-16 |
1.0% |
49% |
False |
False |
287,766 |
| 80 |
146-11 |
136-25 |
9-18 |
6.7% |
1-18 |
1.1% |
65% |
False |
False |
222,630 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-18 |
1.1% |
71% |
False |
False |
178,168 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-17 |
1.1% |
71% |
False |
False |
148,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-27 |
|
2.618 |
145-13 |
|
1.618 |
144-17 |
|
1.000 |
144-00 |
|
0.618 |
143-21 |
|
HIGH |
143-04 |
|
0.618 |
142-25 |
|
0.500 |
142-22 |
|
0.382 |
142-19 |
|
LOW |
142-08 |
|
0.618 |
141-23 |
|
1.000 |
141-12 |
|
1.618 |
140-27 |
|
2.618 |
139-31 |
|
4.250 |
138-17 |
|
|
| Fisher Pivots for day following 24-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-29 |
142-22 |
| PP |
142-25 |
142-12 |
| S1 |
142-22 |
142-02 |
|