ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 29-Feb-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2012 |
29-Feb-2012 |
Change |
Change % |
Previous Week |
| Open |
142-15 |
142-05 |
-0-10 |
-0.2% |
140-21 |
| High |
143-01 |
142-23 |
-0-10 |
-0.2% |
141-21 |
| Low |
142-02 |
141-03 |
-0-31 |
-0.7% |
139-19 |
| Close |
142-12 |
141-21 |
-0-23 |
-0.5% |
141-18 |
| Range |
0-31 |
1-20 |
0-21 |
67.7% |
2-02 |
| ATR |
1-05 |
1-06 |
0-01 |
2.8% |
0-00 |
| Volume |
359,844 |
453,669 |
93,825 |
26.1% |
170,072 |
|
| Daily Pivots for day following 29-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-22 |
145-26 |
142-18 |
|
| R3 |
145-02 |
144-06 |
142-03 |
|
| R2 |
143-14 |
143-14 |
141-31 |
|
| R1 |
142-18 |
142-18 |
141-26 |
142-06 |
| PP |
141-26 |
141-26 |
141-26 |
141-20 |
| S1 |
140-30 |
140-30 |
141-16 |
140-18 |
| S2 |
140-06 |
140-06 |
141-11 |
|
| S3 |
138-18 |
139-10 |
141-07 |
|
| S4 |
136-30 |
137-22 |
140-24 |
|
|
| Weekly Pivots for week ending 24-Feb-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
146-13 |
142-22 |
|
| R3 |
145-02 |
144-11 |
142-04 |
|
| R2 |
143-00 |
143-00 |
141-30 |
|
| R1 |
142-09 |
142-09 |
141-24 |
142-20 |
| PP |
140-30 |
140-30 |
140-30 |
141-04 |
| S1 |
140-07 |
140-07 |
141-12 |
140-18 |
| S2 |
138-28 |
138-28 |
141-06 |
|
| S3 |
136-26 |
138-05 |
141-00 |
|
| S4 |
134-24 |
136-03 |
140-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
143-01 |
140-08 |
2-25 |
2.0% |
1-04 |
0.8% |
51% |
False |
False |
263,131 |
| 10 |
143-01 |
139-19 |
3-14 |
2.4% |
1-04 |
0.8% |
60% |
False |
False |
132,866 |
| 20 |
143-25 |
139-15 |
4-10 |
3.0% |
1-05 |
0.8% |
51% |
False |
False |
67,452 |
| 40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-04 |
0.8% |
50% |
False |
False |
33,967 |
| 60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-02 |
0.8% |
43% |
False |
False |
22,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-20 |
|
2.618 |
146-31 |
|
1.618 |
145-11 |
|
1.000 |
144-11 |
|
0.618 |
143-23 |
|
HIGH |
142-23 |
|
0.618 |
142-03 |
|
0.500 |
141-29 |
|
0.382 |
141-23 |
|
LOW |
141-03 |
|
0.618 |
140-03 |
|
1.000 |
139-15 |
|
1.618 |
138-15 |
|
2.618 |
136-27 |
|
4.250 |
134-06 |
|
|
| Fisher Pivots for day following 29-Feb-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-29 |
142-02 |
| PP |
141-26 |
141-30 |
| S1 |
141-24 |
141-25 |
|