ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 18-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2012 |
18-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
143-19 |
143-21 |
0-02 |
0.0% |
142-05 |
| High |
143-25 |
143-28 |
0-03 |
0.1% |
143-25 |
| Low |
143-00 |
142-20 |
-0-12 |
-0.3% |
141-07 |
| Close |
143-23 |
142-24 |
-0-31 |
-0.7% |
143-18 |
| Range |
0-25 |
1-08 |
0-15 |
60.0% |
2-18 |
| ATR |
1-03 |
1-03 |
0-00 |
1.0% |
0-00 |
| Volume |
331 |
185 |
-146 |
-44.1% |
2,110 |
|
| Daily Pivots for day following 18-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
146-01 |
143-14 |
|
| R3 |
145-19 |
144-25 |
143-03 |
|
| R2 |
144-11 |
144-11 |
142-31 |
|
| R1 |
143-17 |
143-17 |
142-28 |
143-10 |
| PP |
143-03 |
143-03 |
143-03 |
142-31 |
| S1 |
142-09 |
142-09 |
142-20 |
142-02 |
| S2 |
141-27 |
141-27 |
142-17 |
|
| S3 |
140-19 |
141-01 |
142-13 |
|
| S4 |
139-11 |
139-25 |
142-02 |
|
|
| Weekly Pivots for week ending 13-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-17 |
149-20 |
144-31 |
|
| R3 |
147-31 |
147-02 |
144-09 |
|
| R2 |
145-13 |
145-13 |
144-01 |
|
| R1 |
144-16 |
144-16 |
143-26 |
144-30 |
| PP |
142-27 |
142-27 |
142-27 |
143-03 |
| S1 |
141-30 |
141-30 |
143-10 |
142-12 |
| S2 |
140-09 |
140-09 |
143-03 |
|
| S3 |
137-23 |
139-12 |
142-27 |
|
| S4 |
135-05 |
136-26 |
142-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-06 |
|
2.618 |
147-05 |
|
1.618 |
145-29 |
|
1.000 |
145-04 |
|
0.618 |
144-21 |
|
HIGH |
143-28 |
|
0.618 |
143-13 |
|
0.500 |
143-08 |
|
0.382 |
143-03 |
|
LOW |
142-20 |
|
0.618 |
141-27 |
|
1.000 |
141-12 |
|
1.618 |
140-19 |
|
2.618 |
139-11 |
|
4.250 |
137-10 |
|
|
| Fisher Pivots for day following 18-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-08 |
143-06 |
| PP |
143-03 |
143-01 |
| S1 |
142-29 |
142-28 |
|