ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 22-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
135-27 |
136-23 |
0-28 |
0.6% |
140-13 |
| High |
136-28 |
137-13 |
0-17 |
0.4% |
141-05 |
| Low |
135-13 |
136-15 |
1-02 |
0.8% |
135-15 |
| Close |
136-25 |
137-02 |
0-09 |
0.2% |
136-14 |
| Range |
1-15 |
0-30 |
-0-17 |
-36.2% |
5-22 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.1% |
0-00 |
| Volume |
289,883 |
330,798 |
40,915 |
14.1% |
1,872,872 |
|
| Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
139-12 |
137-18 |
|
| R3 |
138-27 |
138-14 |
137-10 |
|
| R2 |
137-29 |
137-29 |
137-08 |
|
| R1 |
137-16 |
137-16 |
137-05 |
137-22 |
| PP |
136-31 |
136-31 |
136-31 |
137-03 |
| S1 |
136-18 |
136-18 |
136-31 |
136-24 |
| S2 |
136-01 |
136-01 |
136-28 |
|
| S3 |
135-03 |
135-20 |
136-26 |
|
| S4 |
134-05 |
134-22 |
136-18 |
|
|
| 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 |
137-13 |
135-05 |
2-08 |
1.6% |
1-08 |
0.9% |
85% |
True |
False |
320,916 |
| 10 |
141-05 |
135-05 |
6-00 |
4.4% |
1-12 |
1.0% |
32% |
False |
False |
345,329 |
| 20 |
143-01 |
135-05 |
7-28 |
5.7% |
1-09 |
0.9% |
24% |
False |
False |
323,540 |
| 40 |
144-00 |
135-05 |
8-27 |
6.5% |
1-07 |
0.9% |
22% |
False |
False |
163,539 |
| 60 |
144-00 |
135-05 |
8-27 |
6.5% |
1-05 |
0.8% |
22% |
False |
False |
109,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-12 |
|
2.618 |
139-28 |
|
1.618 |
138-30 |
|
1.000 |
138-11 |
|
0.618 |
138-00 |
|
HIGH |
137-13 |
|
0.618 |
137-02 |
|
0.500 |
136-30 |
|
0.382 |
136-26 |
|
LOW |
136-15 |
|
0.618 |
135-28 |
|
1.000 |
135-17 |
|
1.618 |
134-30 |
|
2.618 |
134-00 |
|
4.250 |
132-16 |
|
|
| Fisher Pivots for day following 22-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-01 |
136-26 |
| PP |
136-31 |
136-18 |
| S1 |
136-30 |
136-10 |
|