ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 09-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2012 |
09-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
140-00 |
142-05 |
2-05 |
1.5% |
141-27 |
| High |
141-19 |
142-05 |
0-18 |
0.4% |
142-08 |
| Low |
140-00 |
141-15 |
1-15 |
1.0% |
140-00 |
| Close |
141-19 |
141-15 |
-0-04 |
-0.1% |
141-19 |
| Range |
1-19 |
0-22 |
-0-29 |
-56.9% |
2-08 |
| ATR |
1-07 |
1-05 |
-0-01 |
-3.1% |
0-00 |
| Volume |
9 |
26 |
17 |
188.9% |
60 |
|
| Daily Pivots for day following 09-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-24 |
143-10 |
141-27 |
|
| R3 |
143-02 |
142-20 |
141-21 |
|
| R2 |
142-12 |
142-12 |
141-19 |
|
| R1 |
141-30 |
141-30 |
141-17 |
141-26 |
| PP |
141-22 |
141-22 |
141-22 |
141-20 |
| S1 |
141-08 |
141-08 |
141-13 |
141-04 |
| S2 |
141-00 |
141-00 |
141-11 |
|
| S3 |
140-10 |
140-18 |
141-09 |
|
| S4 |
139-20 |
139-28 |
141-03 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-01 |
147-02 |
142-27 |
|
| R3 |
145-25 |
144-26 |
142-07 |
|
| R2 |
143-17 |
143-17 |
142-00 |
|
| R1 |
142-18 |
142-18 |
141-26 |
141-30 |
| PP |
141-09 |
141-09 |
141-09 |
140-31 |
| S1 |
140-10 |
140-10 |
141-12 |
139-22 |
| S2 |
139-01 |
139-01 |
141-06 |
|
| S3 |
136-25 |
138-02 |
140-31 |
|
| S4 |
134-17 |
135-26 |
140-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-02 |
|
2.618 |
143-31 |
|
1.618 |
143-09 |
|
1.000 |
142-27 |
|
0.618 |
142-19 |
|
HIGH |
142-05 |
|
0.618 |
141-29 |
|
0.500 |
141-26 |
|
0.382 |
141-23 |
|
LOW |
141-15 |
|
0.618 |
141-01 |
|
1.000 |
140-25 |
|
1.618 |
140-11 |
|
2.618 |
139-21 |
|
4.250 |
138-18 |
|
|
| Fisher Pivots for day following 09-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-26 |
141-11 |
| PP |
141-22 |
141-07 |
| S1 |
141-19 |
141-02 |
|