ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
141-29 |
140-07 |
-1-22 |
-1.2% |
142-22 |
| High |
141-31 |
140-09 |
-1-22 |
-1.2% |
143-23 |
| Low |
140-09 |
137-29 |
-2-12 |
-1.7% |
141-10 |
| Close |
140-22 |
138-02 |
-2-20 |
-1.9% |
141-24 |
| Range |
1-22 |
2-12 |
0-22 |
40.7% |
2-13 |
| ATR |
1-07 |
1-11 |
0-04 |
9.0% |
0-00 |
| Volume |
4,557 |
4,690 |
133 |
2.9% |
38,486 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-28 |
144-11 |
139-12 |
|
| R3 |
143-16 |
141-31 |
138-23 |
|
| R2 |
141-04 |
141-04 |
138-16 |
|
| R1 |
139-19 |
139-19 |
138-09 |
139-06 |
| PP |
138-24 |
138-24 |
138-24 |
138-17 |
| S1 |
137-07 |
137-07 |
137-27 |
136-26 |
| S2 |
136-12 |
136-12 |
137-20 |
|
| S3 |
134-00 |
134-27 |
137-13 |
|
| S4 |
131-20 |
132-15 |
136-24 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-15 |
148-01 |
143-02 |
|
| R3 |
147-02 |
145-20 |
142-13 |
|
| R2 |
144-21 |
144-21 |
142-06 |
|
| R1 |
143-07 |
143-07 |
141-31 |
142-24 |
| PP |
142-08 |
142-08 |
142-08 |
142-01 |
| S1 |
140-26 |
140-26 |
141-17 |
140-10 |
| S2 |
139-27 |
139-27 |
141-10 |
|
| S3 |
137-14 |
138-13 |
141-03 |
|
| S4 |
135-01 |
136-00 |
140-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-30 |
137-29 |
5-01 |
3.6% |
1-11 |
1.0% |
3% |
False |
True |
4,201 |
| 10 |
143-23 |
137-29 |
5-26 |
4.2% |
1-08 |
0.9% |
3% |
False |
True |
12,363 |
| 20 |
144-14 |
137-29 |
6-17 |
4.7% |
1-07 |
0.9% |
2% |
False |
True |
179,409 |
| 40 |
145-15 |
137-29 |
7-18 |
5.5% |
1-11 |
1.0% |
2% |
False |
True |
258,166 |
| 60 |
146-11 |
137-29 |
8-14 |
6.1% |
1-11 |
1.0% |
2% |
False |
True |
241,733 |
| 80 |
146-11 |
137-29 |
8-14 |
6.1% |
1-15 |
1.1% |
2% |
False |
True |
238,436 |
| 100 |
146-11 |
134-22 |
11-21 |
8.4% |
1-17 |
1.1% |
29% |
False |
False |
191,051 |
| 120 |
146-12 |
134-22 |
11-22 |
8.5% |
1-18 |
1.1% |
29% |
False |
False |
159,241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-12 |
|
2.618 |
146-16 |
|
1.618 |
144-04 |
|
1.000 |
142-21 |
|
0.618 |
141-24 |
|
HIGH |
140-09 |
|
0.618 |
139-12 |
|
0.500 |
139-03 |
|
0.382 |
138-26 |
|
LOW |
137-29 |
|
0.618 |
136-14 |
|
1.000 |
135-17 |
|
1.618 |
134-02 |
|
2.618 |
131-22 |
|
4.250 |
127-26 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139-03 |
140-07 |
| PP |
138-24 |
139-16 |
| S1 |
138-13 |
138-25 |
|