ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 19-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
136-15 |
136-14 |
-0-01 |
0.0% |
140-13 |
| High |
136-20 |
137-00 |
0-12 |
0.3% |
141-05 |
| Low |
135-15 |
135-05 |
-0-10 |
-0.2% |
135-15 |
| Close |
136-14 |
135-12 |
-1-02 |
-0.8% |
136-14 |
| Range |
1-05 |
1-27 |
0-22 |
59.5% |
5-22 |
| ATR |
1-10 |
1-11 |
0-01 |
2.9% |
0-00 |
| Volume |
345,996 |
340,164 |
-5,832 |
-1.7% |
1,872,872 |
|
| Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-12 |
140-07 |
136-12 |
|
| R3 |
139-17 |
138-12 |
135-28 |
|
| R2 |
137-22 |
137-22 |
135-23 |
|
| R1 |
136-17 |
136-17 |
135-17 |
136-06 |
| PP |
135-27 |
135-27 |
135-27 |
135-22 |
| S1 |
134-22 |
134-22 |
135-07 |
134-11 |
| S2 |
134-00 |
134-00 |
135-01 |
|
| S3 |
132-05 |
132-27 |
134-28 |
|
| S4 |
130-10 |
131-00 |
134-12 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-24 |
151-09 |
139-18 |
|
| R3 |
149-02 |
145-19 |
138-00 |
|
| R2 |
143-12 |
143-12 |
137-15 |
|
| R1 |
139-29 |
139-29 |
136-31 |
138-26 |
| PP |
137-22 |
137-22 |
137-22 |
137-04 |
| S1 |
134-07 |
134-07 |
135-29 |
133-04 |
| S2 |
132-00 |
132-00 |
135-13 |
|
| S3 |
126-10 |
128-17 |
134-28 |
|
| S4 |
120-20 |
122-27 |
133-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140-19 |
135-05 |
5-14 |
4.0% |
1-24 |
1.3% |
4% |
False |
True |
406,385 |
| 10 |
142-10 |
135-05 |
7-05 |
5.3% |
1-13 |
1.0% |
3% |
False |
True |
336,210 |
| 20 |
143-01 |
135-05 |
7-28 |
5.8% |
1-09 |
1.0% |
3% |
False |
True |
279,658 |
| 40 |
144-00 |
135-05 |
8-27 |
6.5% |
1-08 |
0.9% |
2% |
False |
True |
140,588 |
| 60 |
144-00 |
135-05 |
8-27 |
6.5% |
1-05 |
0.8% |
2% |
False |
True |
93,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-27 |
|
2.618 |
141-26 |
|
1.618 |
139-31 |
|
1.000 |
138-27 |
|
0.618 |
138-04 |
|
HIGH |
137-00 |
|
0.618 |
136-09 |
|
0.500 |
136-02 |
|
0.382 |
135-28 |
|
LOW |
135-05 |
|
0.618 |
134-01 |
|
1.000 |
133-10 |
|
1.618 |
132-06 |
|
2.618 |
130-11 |
|
4.250 |
127-10 |
|
|
| Fisher Pivots for day following 19-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
136-02 |
136-02 |
| PP |
135-27 |
135-27 |
| S1 |
135-20 |
135-20 |
|