ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 26-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
137-01 |
137-25 |
0-24 |
0.5% |
136-14 |
| High |
138-04 |
137-26 |
-0-10 |
-0.2% |
138-04 |
| Low |
136-24 |
136-27 |
0-03 |
0.1% |
135-05 |
| Close |
137-26 |
137-21 |
-0-05 |
-0.1% |
137-26 |
| Range |
1-12 |
0-31 |
-0-13 |
-29.5% |
2-31 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.8% |
0-00 |
| Volume |
298,637 |
272,308 |
-26,329 |
-8.8% |
1,557,221 |
|
| Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-11 |
139-31 |
138-06 |
|
| R3 |
139-12 |
139-00 |
137-30 |
|
| R2 |
138-13 |
138-13 |
137-27 |
|
| R1 |
138-01 |
138-01 |
137-24 |
137-24 |
| PP |
137-14 |
137-14 |
137-14 |
137-09 |
| S1 |
137-02 |
137-02 |
137-18 |
136-24 |
| S2 |
136-15 |
136-15 |
137-15 |
|
| S3 |
135-16 |
136-03 |
137-12 |
|
| S4 |
134-17 |
135-04 |
137-04 |
|
|
| 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 |
135-07 |
2-29 |
2.1% |
1-04 |
0.8% |
84% |
False |
False |
297,873 |
| 10 |
140-19 |
135-05 |
5-14 |
4.0% |
1-14 |
1.1% |
46% |
False |
False |
352,129 |
| 20 |
143-01 |
135-05 |
7-28 |
5.7% |
1-10 |
0.9% |
32% |
False |
False |
328,569 |
| 40 |
144-00 |
135-05 |
8-27 |
6.4% |
1-08 |
0.9% |
28% |
False |
False |
177,793 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-05 |
0.8% |
28% |
False |
False |
118,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-30 |
|
2.618 |
140-11 |
|
1.618 |
139-12 |
|
1.000 |
138-25 |
|
0.618 |
138-13 |
|
HIGH |
137-26 |
|
0.618 |
137-14 |
|
0.500 |
137-10 |
|
0.382 |
137-07 |
|
LOW |
136-27 |
|
0.618 |
136-08 |
|
1.000 |
135-28 |
|
1.618 |
135-09 |
|
2.618 |
134-10 |
|
4.250 |
132-23 |
|
|
| Fisher Pivots for day following 26-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-18 |
137-17 |
| PP |
137-14 |
137-13 |
| S1 |
137-10 |
137-10 |
|