ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-28 |
143-19 |
-0-09 |
-0.2% |
142-00 |
| High |
144-14 |
144-04 |
-0-10 |
-0.2% |
143-04 |
| Low |
143-16 |
142-16 |
-1-00 |
-0.7% |
140-31 |
| Close |
143-26 |
143-03 |
-0-23 |
-0.5% |
143-00 |
| Range |
0-30 |
1-20 |
0-22 |
73.3% |
2-05 |
| ATR |
1-09 |
1-10 |
0-01 |
1.8% |
0-00 |
| Volume |
530,132 |
121,714 |
-408,418 |
-77.0% |
1,350,515 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-04 |
147-07 |
144-00 |
|
| R3 |
146-16 |
145-19 |
143-17 |
|
| R2 |
144-28 |
144-28 |
143-13 |
|
| R1 |
143-31 |
143-31 |
143-08 |
143-20 |
| PP |
143-08 |
143-08 |
143-08 |
143-02 |
| S1 |
142-11 |
142-11 |
142-30 |
142-00 |
| S2 |
141-20 |
141-20 |
142-25 |
|
| S3 |
140-00 |
140-23 |
142-21 |
|
| S4 |
138-12 |
139-03 |
142-06 |
|
|
| 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 |
144-14 |
141-21 |
2-25 |
1.9% |
1-05 |
0.8% |
52% |
False |
False |
381,891 |
| 10 |
144-14 |
140-31 |
3-15 |
2.4% |
1-06 |
0.8% |
61% |
False |
False |
346,456 |
| 20 |
145-13 |
140-23 |
4-22 |
3.3% |
1-08 |
0.9% |
51% |
False |
False |
342,218 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
51% |
False |
False |
321,613 |
| 60 |
146-11 |
139-24 |
6-19 |
4.6% |
1-15 |
1.0% |
51% |
False |
False |
287,324 |
| 80 |
146-11 |
139-16 |
6-27 |
4.8% |
1-17 |
1.1% |
53% |
False |
False |
237,193 |
| 100 |
146-11 |
134-22 |
11-21 |
8.1% |
1-18 |
1.1% |
72% |
False |
False |
189,836 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-17 |
1.1% |
72% |
False |
False |
158,215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
151-01 |
|
2.618 |
148-12 |
|
1.618 |
146-24 |
|
1.000 |
145-24 |
|
0.618 |
145-04 |
|
HIGH |
144-04 |
|
0.618 |
143-16 |
|
0.500 |
143-10 |
|
0.382 |
143-04 |
|
LOW |
142-16 |
|
0.618 |
141-16 |
|
1.000 |
140-28 |
|
1.618 |
139-28 |
|
2.618 |
138-08 |
|
4.250 |
135-19 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-15 |
| PP |
143-08 |
143-11 |
| S1 |
143-05 |
143-07 |
|