ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 01-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2012 |
01-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
143-19 |
143-02 |
-0-17 |
-0.4% |
142-00 |
| High |
144-04 |
143-03 |
-1-01 |
-0.7% |
143-04 |
| Low |
142-16 |
141-17 |
-0-31 |
-0.7% |
140-31 |
| Close |
143-03 |
141-29 |
-1-06 |
-0.8% |
143-00 |
| Range |
1-20 |
1-18 |
-0-02 |
-3.8% |
2-05 |
| ATR |
1-10 |
1-11 |
0-01 |
1.3% |
0-00 |
| Volume |
121,714 |
57,360 |
-64,354 |
-52.9% |
1,350,515 |
|
| Daily Pivots for day following 01-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-28 |
145-30 |
142-24 |
|
| R3 |
145-10 |
144-12 |
142-11 |
|
| R2 |
143-24 |
143-24 |
142-06 |
|
| R1 |
142-26 |
142-26 |
142-02 |
142-16 |
| PP |
142-06 |
142-06 |
142-06 |
142-00 |
| S1 |
141-08 |
141-08 |
141-24 |
140-30 |
| S2 |
140-20 |
140-20 |
141-20 |
|
| S3 |
139-02 |
139-22 |
141-15 |
|
| S4 |
137-16 |
138-04 |
141-02 |
|
|
| 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 |
141-17 |
2-29 |
2.0% |
1-07 |
0.9% |
13% |
False |
True |
317,155 |
| 10 |
144-14 |
140-31 |
3-15 |
2.4% |
1-08 |
0.9% |
27% |
False |
False |
318,590 |
| 20 |
144-30 |
140-23 |
4-07 |
3.0% |
1-09 |
0.9% |
28% |
False |
False |
326,473 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-12 |
1.0% |
26% |
False |
False |
318,210 |
| 60 |
146-11 |
140-03 |
6-08 |
4.4% |
1-14 |
1.0% |
29% |
False |
False |
282,392 |
| 80 |
146-11 |
139-16 |
6-27 |
4.8% |
1-16 |
1.1% |
35% |
False |
False |
237,885 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-18 |
1.1% |
62% |
False |
False |
190,408 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-17 |
1.1% |
62% |
False |
False |
158,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-24 |
|
2.618 |
147-06 |
|
1.618 |
145-20 |
|
1.000 |
144-21 |
|
0.618 |
144-02 |
|
HIGH |
143-03 |
|
0.618 |
142-16 |
|
0.500 |
142-10 |
|
0.382 |
142-04 |
|
LOW |
141-17 |
|
0.618 |
140-18 |
|
1.000 |
139-31 |
|
1.618 |
139-00 |
|
2.618 |
137-14 |
|
4.250 |
134-28 |
|
|
| Fisher Pivots for day following 01-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-10 |
143-00 |
| PP |
142-06 |
142-20 |
| S1 |
142-01 |
142-08 |
|