ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 13-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
140-13 |
140-16 |
0-03 |
0.1% |
141-13 |
| High |
141-05 |
140-19 |
-0-18 |
-0.4% |
142-10 |
| Low |
140-13 |
138-26 |
-1-19 |
-1.1% |
139-26 |
| Close |
140-17 |
139-08 |
-1-09 |
-0.9% |
140-10 |
| Range |
0-24 |
1-25 |
1-01 |
137.5% |
2-16 |
| ATR |
1-05 |
1-06 |
0-01 |
3.9% |
0-00 |
| Volume |
181,109 |
361,126 |
180,017 |
99.4% |
1,381,142 |
|
| Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-29 |
143-27 |
140-07 |
|
| R3 |
143-04 |
142-02 |
139-24 |
|
| R2 |
141-11 |
141-11 |
139-18 |
|
| R1 |
140-09 |
140-09 |
139-13 |
139-30 |
| PP |
139-18 |
139-18 |
139-18 |
139-12 |
| S1 |
138-16 |
138-16 |
139-03 |
138-04 |
| S2 |
137-25 |
137-25 |
138-30 |
|
| S3 |
136-00 |
136-23 |
138-24 |
|
| S4 |
134-07 |
134-30 |
138-09 |
|
|
| Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-10 |
146-26 |
141-22 |
|
| R3 |
145-26 |
144-10 |
141-00 |
|
| R2 |
143-10 |
143-10 |
140-25 |
|
| R1 |
141-26 |
141-26 |
140-17 |
141-10 |
| PP |
140-26 |
140-26 |
140-26 |
140-18 |
| S1 |
139-10 |
139-10 |
140-03 |
138-26 |
| S2 |
138-10 |
138-10 |
139-27 |
|
| S3 |
135-26 |
136-26 |
139-20 |
|
| S4 |
133-10 |
134-10 |
138-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142-02 |
138-26 |
3-08 |
2.3% |
1-02 |
0.8% |
13% |
False |
True |
283,179 |
| 10 |
142-23 |
138-26 |
3-29 |
2.8% |
1-08 |
0.9% |
11% |
False |
True |
305,138 |
| 20 |
143-01 |
138-26 |
4-07 |
3.0% |
1-05 |
0.8% |
10% |
False |
True |
196,368 |
| 40 |
144-00 |
138-26 |
5-06 |
3.7% |
1-06 |
0.9% |
8% |
False |
True |
98,856 |
| 60 |
144-23 |
138-26 |
5-29 |
4.2% |
1-03 |
0.8% |
7% |
False |
True |
65,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148-05 |
|
2.618 |
145-08 |
|
1.618 |
143-15 |
|
1.000 |
142-12 |
|
0.618 |
141-22 |
|
HIGH |
140-19 |
|
0.618 |
139-29 |
|
0.500 |
139-22 |
|
0.382 |
139-16 |
|
LOW |
138-26 |
|
0.618 |
137-23 |
|
1.000 |
137-01 |
|
1.618 |
135-30 |
|
2.618 |
134-05 |
|
4.250 |
131-08 |
|
|
| Fisher Pivots for day following 13-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
140-00 |
| PP |
139-18 |
139-24 |
| S1 |
139-13 |
139-16 |
|