ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 23-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2012 |
23-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
139-28 |
140-25 |
0-29 |
0.6% |
140-23 |
| High |
140-31 |
141-14 |
0-15 |
0.3% |
142-10 |
| Low |
139-20 |
140-08 |
0-20 |
0.4% |
140-10 |
| Close |
140-26 |
141-08 |
0-14 |
0.3% |
140-21 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
2-00 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.2% |
0-00 |
| Volume |
7,333 |
31,788 |
24,455 |
333.5% |
6,241 |
|
| Daily Pivots for day following 23-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-17 |
144-03 |
141-29 |
|
| R3 |
143-11 |
142-29 |
141-18 |
|
| R2 |
142-05 |
142-05 |
141-15 |
|
| R1 |
141-23 |
141-23 |
141-11 |
141-30 |
| PP |
140-31 |
140-31 |
140-31 |
141-03 |
| S1 |
140-17 |
140-17 |
141-05 |
140-24 |
| S2 |
139-25 |
139-25 |
141-01 |
|
| S3 |
138-19 |
139-11 |
140-30 |
|
| S4 |
137-13 |
138-05 |
140-19 |
|
|
| 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 |
146-16 |
|
2.618 |
144-17 |
|
1.618 |
143-11 |
|
1.000 |
142-20 |
|
0.618 |
142-05 |
|
HIGH |
141-14 |
|
0.618 |
140-31 |
|
0.500 |
140-27 |
|
0.382 |
140-23 |
|
LOW |
140-08 |
|
0.618 |
139-17 |
|
1.000 |
139-02 |
|
1.618 |
138-11 |
|
2.618 |
137-05 |
|
4.250 |
135-06 |
|
|
| Fisher Pivots for day following 23-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-04 |
141-00 |
| PP |
140-31 |
140-24 |
| S1 |
140-27 |
140-16 |
|