ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 03-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2011 |
03-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-11 |
141-27 |
-1-16 |
-1.0% |
140-19 |
| High |
143-25 |
142-08 |
-1-17 |
-1.1% |
143-25 |
| Low |
143-11 |
141-21 |
-1-22 |
-1.2% |
140-19 |
| Close |
143-12 |
141-21 |
-1-23 |
-1.2% |
143-12 |
| Range |
0-14 |
0-19 |
0-05 |
35.7% |
3-06 |
| ATR |
1-07 |
1-08 |
0-01 |
3.0% |
0-00 |
| Volume |
39 |
32 |
-7 |
-17.9% |
152 |
|
| Daily Pivots for day following 03-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-20 |
143-08 |
141-31 |
|
| R3 |
143-01 |
142-21 |
141-26 |
|
| R2 |
142-14 |
142-14 |
141-24 |
|
| R1 |
142-02 |
142-02 |
141-23 |
141-30 |
| PP |
141-27 |
141-27 |
141-27 |
141-26 |
| S1 |
141-15 |
141-15 |
141-19 |
141-12 |
| S2 |
141-08 |
141-08 |
141-18 |
|
| S3 |
140-21 |
140-28 |
141-16 |
|
| S4 |
140-02 |
140-09 |
141-11 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
150-30 |
145-04 |
|
| R3 |
148-31 |
147-24 |
144-08 |
|
| R2 |
145-25 |
145-25 |
143-31 |
|
| R1 |
144-18 |
144-18 |
143-21 |
145-06 |
| PP |
142-19 |
142-19 |
142-19 |
142-28 |
| S1 |
141-12 |
141-12 |
143-03 |
142-00 |
| S2 |
139-13 |
139-13 |
142-25 |
|
| S3 |
136-07 |
138-06 |
142-16 |
|
| S4 |
133-01 |
135-00 |
141-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-25 |
|
2.618 |
143-26 |
|
1.618 |
143-07 |
|
1.000 |
142-27 |
|
0.618 |
142-20 |
|
HIGH |
142-08 |
|
0.618 |
142-01 |
|
0.500 |
141-30 |
|
0.382 |
141-28 |
|
LOW |
141-21 |
|
0.618 |
141-09 |
|
1.000 |
141-02 |
|
1.618 |
140-22 |
|
2.618 |
140-03 |
|
4.250 |
139-04 |
|
|
| Fisher Pivots for day following 03-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-30 |
142-23 |
| PP |
141-27 |
142-12 |
| S1 |
141-24 |
142-00 |
|