ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 14-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
140-16 |
138-29 |
-1-19 |
-1.1% |
141-13 |
| High |
140-19 |
139-00 |
-1-19 |
-1.1% |
142-10 |
| Low |
138-26 |
136-12 |
-2-14 |
-1.8% |
139-26 |
| Close |
139-08 |
136-20 |
-2-20 |
-1.9% |
140-10 |
| Range |
1-25 |
2-20 |
0-27 |
47.4% |
2-16 |
| ATR |
1-06 |
1-10 |
0-04 |
10.0% |
0-00 |
| Volume |
361,126 |
554,063 |
192,937 |
53.4% |
1,381,142 |
|
| Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-07 |
143-17 |
138-02 |
|
| R3 |
142-19 |
140-29 |
137-11 |
|
| R2 |
139-31 |
139-31 |
137-03 |
|
| R1 |
138-09 |
138-09 |
136-28 |
137-26 |
| PP |
137-11 |
137-11 |
137-11 |
137-03 |
| S1 |
135-21 |
135-21 |
136-12 |
135-06 |
| S2 |
134-23 |
134-23 |
136-05 |
|
| S3 |
132-03 |
133-01 |
135-29 |
|
| S4 |
129-15 |
130-13 |
135-06 |
|
|
| 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 |
141-17 |
136-12 |
5-05 |
3.8% |
1-14 |
1.1% |
5% |
False |
True |
338,898 |
| 10 |
142-10 |
136-12 |
5-30 |
4.3% |
1-11 |
1.0% |
4% |
False |
True |
315,177 |
| 20 |
143-01 |
136-12 |
6-21 |
4.9% |
1-08 |
0.9% |
4% |
False |
True |
224,022 |
| 40 |
144-00 |
136-12 |
7-20 |
5.6% |
1-08 |
0.9% |
3% |
False |
True |
112,699 |
| 60 |
144-23 |
136-12 |
8-11 |
6.1% |
1-04 |
0.8% |
3% |
False |
True |
75,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-05 |
|
2.618 |
145-28 |
|
1.618 |
143-08 |
|
1.000 |
141-20 |
|
0.618 |
140-20 |
|
HIGH |
139-00 |
|
0.618 |
138-00 |
|
0.500 |
137-22 |
|
0.382 |
137-12 |
|
LOW |
136-12 |
|
0.618 |
134-24 |
|
1.000 |
133-24 |
|
1.618 |
132-04 |
|
2.618 |
129-16 |
|
4.250 |
125-07 |
|
|
| Fisher Pivots for day following 14-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-22 |
138-24 |
| PP |
137-11 |
138-02 |
| S1 |
136-31 |
137-11 |
|