ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 07-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2012 |
07-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
142-04 |
143-12 |
1-08 |
0.9% |
143-01 |
| High |
143-23 |
143-12 |
-0-11 |
-0.2% |
144-14 |
| Low |
142-04 |
142-24 |
0-20 |
0.4% |
141-17 |
| Close |
143-14 |
142-30 |
-0-16 |
-0.3% |
142-21 |
| Range |
1-19 |
0-20 |
-0-31 |
-60.8% |
2-29 |
| ATR |
1-10 |
1-09 |
-0-01 |
-3.4% |
0-00 |
| Volume |
5,291 |
13,284 |
7,993 |
151.1% |
1,240,621 |
|
| Daily Pivots for day following 07-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-29 |
144-17 |
143-09 |
|
| R3 |
144-09 |
143-29 |
143-04 |
|
| R2 |
143-21 |
143-21 |
143-02 |
|
| R1 |
143-09 |
143-09 |
143-00 |
143-05 |
| PP |
143-01 |
143-01 |
143-01 |
142-30 |
| S1 |
142-21 |
142-21 |
142-28 |
142-17 |
| S2 |
142-13 |
142-13 |
142-26 |
|
| S3 |
141-25 |
142-01 |
142-24 |
|
| S4 |
141-05 |
141-13 |
142-19 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-19 |
150-01 |
144-08 |
|
| R3 |
148-22 |
147-04 |
143-15 |
|
| R2 |
145-25 |
145-25 |
143-06 |
|
| R1 |
144-07 |
144-07 |
142-30 |
143-18 |
| PP |
142-28 |
142-28 |
142-28 |
142-17 |
| S1 |
141-10 |
141-10 |
142-12 |
140-20 |
| S2 |
139-31 |
139-31 |
142-04 |
|
| S3 |
137-02 |
138-13 |
141-27 |
|
| S4 |
134-05 |
135-16 |
141-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-23 |
141-17 |
2-06 |
1.5% |
1-05 |
0.8% |
64% |
False |
False |
20,524 |
| 10 |
144-14 |
141-17 |
2-29 |
2.0% |
1-05 |
0.8% |
48% |
False |
False |
201,208 |
| 20 |
144-14 |
140-23 |
3-23 |
2.6% |
1-06 |
0.8% |
60% |
False |
False |
260,020 |
| 40 |
145-15 |
140-21 |
4-26 |
3.4% |
1-11 |
0.9% |
47% |
False |
False |
294,186 |
| 60 |
146-11 |
140-21 |
5-22 |
4.0% |
1-13 |
1.0% |
40% |
False |
False |
264,717 |
| 80 |
146-11 |
139-24 |
6-19 |
4.6% |
1-15 |
1.0% |
48% |
False |
False |
238,368 |
| 100 |
146-11 |
134-22 |
11-21 |
8.2% |
1-17 |
1.1% |
71% |
False |
False |
190,855 |
| 120 |
146-12 |
134-22 |
11-22 |
8.2% |
1-18 |
1.1% |
71% |
False |
False |
159,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-01 |
|
2.618 |
145-00 |
|
1.618 |
144-12 |
|
1.000 |
144-00 |
|
0.618 |
143-24 |
|
HIGH |
143-12 |
|
0.618 |
143-04 |
|
0.500 |
143-02 |
|
0.382 |
143-00 |
|
LOW |
142-24 |
|
0.618 |
142-12 |
|
1.000 |
142-04 |
|
1.618 |
141-24 |
|
2.618 |
141-04 |
|
4.250 |
140-03 |
|
|
| Fisher Pivots for day following 07-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-02 |
142-30 |
| PP |
143-01 |
142-30 |
| S1 |
142-31 |
142-30 |
|