ECBOT 30 Year Treasury Bond Future June 2012
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Feb-2012 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Feb-2012 | 
                    21-Feb-2012 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        141-01 | 
                        140-21 | 
                        -0-12 | 
                        -0.3% | 
                        140-23 | 
                     
                    
                        | High | 
                        141-01 | 
                        140-21 | 
                        -0-12 | 
                        -0.3% | 
                        142-10 | 
                     
                    
                        | Low | 
                        140-10 | 
                        139-19 | 
                        -0-23 | 
                        -0.5% | 
                        140-10 | 
                     
                    
                        | Close | 
                        140-21 | 
                        140-03 | 
                        -0-18 | 
                        -0.4% | 
                        140-21 | 
                     
                    
                        | Range | 
                        0-23 | 
                        1-02 | 
                        0-11 | 
                        47.8% | 
                        2-00 | 
                     
                    
                        | ATR | 
                        1-07 | 
                        1-07 | 
                        0-00 | 
                        -0.9% | 
                        0-00 | 
                     
                    
                        | Volume | 
                        2,633 | 
                        1,660 | 
                        -973 | 
                        -37.0% | 
                        6,241 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 21-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                143-10 | 
                142-24 | 
                140-22 | 
                 | 
             
            
                | R3 | 
                142-08 | 
                141-22 | 
                140-12 | 
                 | 
             
            
                | R2 | 
                141-06 | 
                141-06 | 
                140-09 | 
                 | 
             
            
                | R1 | 
                140-20 | 
                140-20 | 
                140-06 | 
                140-12 | 
             
            
                | PP | 
                140-04 | 
                140-04 | 
                140-04 | 
                140-00 | 
             
            
                | S1 | 
                139-18 | 
                139-18 | 
                140-00 | 
                139-10 | 
             
            
                | S2 | 
                139-02 | 
                139-02 | 
                139-29 | 
                 | 
             
            
                | S3 | 
                138-00 | 
                138-16 | 
                139-26 | 
                 | 
             
            
                | S4 | 
                136-30 | 
                137-14 | 
                139-16 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Feb-2012 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                147-03 | 
                145-28 | 
                141-24 | 
                 | 
             
            
                | R3 | 
                145-03 | 
                143-28 | 
                141-07 | 
                 | 
             
            
                | R2 | 
                143-03 | 
                143-03 | 
                141-01 | 
                 | 
             
            
                | R1 | 
                141-28 | 
                141-28 | 
                140-27 | 
                141-16 | 
             
            
                | PP | 
                141-03 | 
                141-03 | 
                141-03 | 
                140-29 | 
             
            
                | S1 | 
                139-28 | 
                139-28 | 
                140-15 | 
                139-16 | 
             
            
                | S2 | 
                139-03 | 
                139-03 | 
                140-09 | 
                 | 
             
            
                | S3 | 
                137-03 | 
                137-28 | 
                140-03 | 
                 | 
             
            
                | S4 | 
                135-03 | 
                135-28 | 
                139-18 | 
                 | 
             
     
 | 
    
    
    | 
        
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            145-06 | 
         
        
            | 
2.618             | 
            143-14 | 
         
        
            | 
1.618             | 
            142-12 | 
         
        
            | 
1.000             | 
            141-23 | 
         
        
            | 
0.618             | 
            141-10 | 
         
        
            | 
HIGH             | 
            140-21 | 
         
        
            | 
0.618             | 
            140-08 | 
         
        
            | 
0.500             | 
            140-04 | 
         
        
            | 
0.382             | 
            140-00 | 
         
        
            | 
LOW             | 
            139-19 | 
         
        
            | 
0.618             | 
            138-30 | 
         
        
            | 
1.000             | 
            138-17 | 
         
        
            | 
1.618             | 
            137-28 | 
         
        
            | 
2.618             | 
            136-26 | 
         
        
            | 
4.250             | 
            135-02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 21-Feb-2012 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                140-04 | 
                                140-30 | 
                             
                            
                                | PP | 
                                140-04 | 
                                140-21 | 
                             
                            
                                | S1 | 
                                140-03 | 
                                140-12 | 
                             
             
         |