ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 06-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2012 |
06-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
141-13 |
140-22 |
-0-23 |
-0.5% |
141-20 |
| High |
141-21 |
142-10 |
0-21 |
0.5% |
143-01 |
| Low |
140-23 |
140-21 |
-0-02 |
0.0% |
140-02 |
| Close |
140-29 |
142-00 |
1-03 |
0.8% |
141-07 |
| Range |
0-30 |
1-21 |
0-23 |
76.7% |
2-31 |
| ATR |
1-07 |
1-08 |
0-01 |
2.7% |
0-00 |
| Volume |
232,078 |
275,401 |
43,323 |
18.7% |
1,828,917 |
|
| Daily Pivots for day following 06-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-20 |
145-31 |
142-29 |
|
| R3 |
144-31 |
144-10 |
142-15 |
|
| R2 |
143-10 |
143-10 |
142-10 |
|
| R1 |
142-21 |
142-21 |
142-05 |
143-00 |
| PP |
141-21 |
141-21 |
141-21 |
141-26 |
| S1 |
141-00 |
141-00 |
141-27 |
141-10 |
| S2 |
140-00 |
140-00 |
141-22 |
|
| S3 |
138-11 |
139-11 |
141-17 |
|
| S4 |
136-22 |
137-22 |
141-03 |
|
|
| Weekly Pivots for week ending 02-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-11 |
148-24 |
142-27 |
|
| R3 |
147-12 |
145-25 |
142-01 |
|
| R2 |
144-13 |
144-13 |
141-24 |
|
| R1 |
142-26 |
142-26 |
141-16 |
142-04 |
| PP |
141-14 |
141-14 |
141-14 |
141-03 |
| S1 |
139-27 |
139-27 |
140-30 |
139-05 |
| S2 |
138-15 |
138-15 |
140-22 |
|
| S3 |
135-16 |
136-28 |
140-13 |
|
| S4 |
132-17 |
133-29 |
139-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-23 |
140-02 |
2-21 |
1.9% |
1-13 |
1.0% |
73% |
False |
False |
327,097 |
| 10 |
143-01 |
139-20 |
3-13 |
2.4% |
1-08 |
0.9% |
70% |
False |
False |
250,480 |
| 20 |
143-01 |
139-15 |
3-18 |
2.5% |
1-06 |
0.8% |
71% |
False |
False |
125,998 |
| 40 |
144-00 |
139-11 |
4-21 |
3.3% |
1-05 |
0.8% |
57% |
False |
False |
63,511 |
| 60 |
144-23 |
139-11 |
5-12 |
3.8% |
1-04 |
0.8% |
49% |
False |
False |
42,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-11 |
|
2.618 |
146-21 |
|
1.618 |
145-00 |
|
1.000 |
143-31 |
|
0.618 |
143-11 |
|
HIGH |
142-10 |
|
0.618 |
141-22 |
|
0.500 |
141-16 |
|
0.382 |
141-09 |
|
LOW |
140-21 |
|
0.618 |
139-20 |
|
1.000 |
139-00 |
|
1.618 |
137-31 |
|
2.618 |
136-10 |
|
4.250 |
133-20 |
|
|
| Fisher Pivots for day following 06-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-26 |
141-26 |
| PP |
141-21 |
141-19 |
| S1 |
141-16 |
141-12 |
|