ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 23-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
136-23 |
137-01 |
0-10 |
0.2% |
136-14 |
| High |
137-13 |
138-04 |
0-23 |
0.5% |
138-04 |
| Low |
136-15 |
136-24 |
0-09 |
0.2% |
135-05 |
| Close |
137-02 |
137-26 |
0-24 |
0.5% |
137-26 |
| Range |
0-30 |
1-12 |
0-14 |
46.7% |
2-31 |
| ATR |
1-10 |
1-10 |
0-00 |
0.4% |
0-00 |
| Volume |
330,798 |
298,637 |
-32,161 |
-9.7% |
1,557,221 |
|
| Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-22 |
141-04 |
138-18 |
|
| R3 |
140-10 |
139-24 |
138-06 |
|
| R2 |
138-30 |
138-30 |
138-02 |
|
| R1 |
138-12 |
138-12 |
137-30 |
138-21 |
| PP |
137-18 |
137-18 |
137-18 |
137-22 |
| S1 |
137-00 |
137-00 |
137-22 |
137-09 |
| S2 |
136-06 |
136-06 |
137-18 |
|
| S3 |
134-26 |
135-20 |
137-14 |
|
| S4 |
133-14 |
134-08 |
137-02 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-30 |
144-27 |
139-14 |
|
| R3 |
142-31 |
141-28 |
138-20 |
|
| R2 |
140-00 |
140-00 |
138-11 |
|
| R1 |
138-29 |
138-29 |
138-03 |
139-14 |
| PP |
137-01 |
137-01 |
137-01 |
137-10 |
| S1 |
135-30 |
135-30 |
137-17 |
136-16 |
| S2 |
134-02 |
134-02 |
137-09 |
|
| S3 |
131-03 |
132-31 |
137-00 |
|
| S4 |
128-04 |
130-00 |
136-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
138-04 |
135-05 |
2-31 |
2.2% |
1-10 |
0.9% |
89% |
True |
False |
311,444 |
| 10 |
141-05 |
135-05 |
6-00 |
4.4% |
1-14 |
1.0% |
44% |
False |
False |
343,009 |
| 20 |
143-01 |
135-05 |
7-28 |
5.7% |
1-10 |
1.0% |
34% |
False |
False |
332,007 |
| 40 |
144-00 |
135-05 |
8-27 |
6.4% |
1-08 |
0.9% |
30% |
False |
False |
170,992 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-06 |
0.9% |
30% |
False |
False |
114,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-31 |
|
2.618 |
141-23 |
|
1.618 |
140-11 |
|
1.000 |
139-16 |
|
0.618 |
138-31 |
|
HIGH |
138-04 |
|
0.618 |
137-19 |
|
0.500 |
137-14 |
|
0.382 |
137-09 |
|
LOW |
136-24 |
|
0.618 |
135-29 |
|
1.000 |
135-12 |
|
1.618 |
134-17 |
|
2.618 |
133-05 |
|
4.250 |
130-29 |
|
|
| Fisher Pivots for day following 23-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-22 |
137-15 |
| PP |
137-18 |
137-04 |
| S1 |
137-14 |
136-24 |
|