ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 02-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2012 |
02-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
143-23 |
143-01 |
-0-22 |
-0.5% |
140-22 |
| High |
143-25 |
143-13 |
-0-12 |
-0.3% |
142-03 |
| Low |
142-29 |
142-30 |
0-01 |
0.0% |
139-11 |
| Close |
142-30 |
143-05 |
0-07 |
0.2% |
142-00 |
| Range |
0-28 |
0-15 |
-0-13 |
-46.4% |
2-24 |
| ATR |
1-07 |
1-06 |
-0-02 |
-4.4% |
0-00 |
| Volume |
2,537 |
1,698 |
-839 |
-33.1% |
1,147 |
|
| Daily Pivots for day following 02-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-18 |
144-11 |
143-13 |
|
| R3 |
144-03 |
143-28 |
143-09 |
|
| R2 |
143-20 |
143-20 |
143-08 |
|
| R1 |
143-13 |
143-13 |
143-06 |
143-16 |
| PP |
143-05 |
143-05 |
143-05 |
143-07 |
| S1 |
142-30 |
142-30 |
143-04 |
143-02 |
| S2 |
142-22 |
142-22 |
143-02 |
|
| S3 |
142-07 |
142-15 |
143-01 |
|
| S4 |
141-24 |
142-00 |
142-29 |
|
|
| Weekly Pivots for week ending 27-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-13 |
148-14 |
143-16 |
|
| R3 |
146-21 |
145-22 |
142-24 |
|
| R2 |
143-29 |
143-29 |
142-16 |
|
| R1 |
142-30 |
142-30 |
142-08 |
143-14 |
| PP |
141-05 |
141-05 |
141-05 |
141-12 |
| S1 |
140-06 |
140-06 |
141-24 |
140-22 |
| S2 |
138-13 |
138-13 |
141-16 |
|
| S3 |
135-21 |
137-14 |
141-08 |
|
| S4 |
132-29 |
134-22 |
140-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-13 |
|
2.618 |
144-20 |
|
1.618 |
144-05 |
|
1.000 |
143-28 |
|
0.618 |
143-22 |
|
HIGH |
143-13 |
|
0.618 |
143-07 |
|
0.500 |
143-06 |
|
0.382 |
143-04 |
|
LOW |
142-30 |
|
0.618 |
142-21 |
|
1.000 |
142-15 |
|
1.618 |
142-06 |
|
2.618 |
141-23 |
|
4.250 |
140-30 |
|
|
| Fisher Pivots for day following 02-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-06 |
143-10 |
| PP |
143-05 |
143-08 |
| S1 |
143-05 |
143-07 |
|