ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 21-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
135-14 |
135-27 |
0-13 |
0.3% |
140-13 |
| High |
136-04 |
136-28 |
0-24 |
0.6% |
141-05 |
| Low |
135-07 |
135-13 |
0-06 |
0.1% |
135-15 |
| Close |
135-20 |
136-25 |
1-05 |
0.9% |
136-14 |
| Range |
0-29 |
1-15 |
0-18 |
62.1% |
5-22 |
| ATR |
1-10 |
1-11 |
0-00 |
0.8% |
0-00 |
| Volume |
297,739 |
289,883 |
-7,856 |
-2.6% |
1,872,872 |
|
| Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-24 |
140-08 |
137-19 |
|
| R3 |
139-09 |
138-25 |
137-06 |
|
| R2 |
137-26 |
137-26 |
137-02 |
|
| R1 |
137-10 |
137-10 |
136-29 |
137-18 |
| PP |
136-11 |
136-11 |
136-11 |
136-16 |
| S1 |
135-27 |
135-27 |
136-21 |
136-03 |
| S2 |
134-28 |
134-28 |
136-16 |
|
| S3 |
133-13 |
134-12 |
136-12 |
|
| S4 |
131-30 |
132-29 |
135-31 |
|
|
| 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 |
137-00 |
135-05 |
1-27 |
1.3% |
1-11 |
1.0% |
88% |
False |
False |
340,872 |
| 10 |
141-17 |
135-05 |
6-12 |
4.7% |
1-13 |
1.0% |
25% |
False |
False |
339,885 |
| 20 |
143-01 |
135-05 |
7-28 |
5.8% |
1-09 |
0.9% |
21% |
False |
False |
308,589 |
| 40 |
144-00 |
135-05 |
8-27 |
6.5% |
1-08 |
0.9% |
18% |
False |
False |
155,272 |
| 60 |
144-00 |
135-05 |
8-27 |
6.5% |
1-05 |
0.9% |
18% |
False |
False |
103,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-04 |
|
2.618 |
140-23 |
|
1.618 |
139-08 |
|
1.000 |
138-11 |
|
0.618 |
137-25 |
|
HIGH |
136-28 |
|
0.618 |
136-10 |
|
0.500 |
136-04 |
|
0.382 |
135-31 |
|
LOW |
135-13 |
|
0.618 |
134-16 |
|
1.000 |
133-30 |
|
1.618 |
133-01 |
|
2.618 |
131-18 |
|
4.250 |
129-05 |
|
|
| Fisher Pivots for day following 21-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
136-18 |
136-18 |
| PP |
136-11 |
136-10 |
| S1 |
136-04 |
136-02 |
|