ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 28-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
137-17 |
138-11 |
0-26 |
0.6% |
136-14 |
| High |
138-18 |
138-27 |
0-09 |
0.2% |
138-04 |
| Low |
137-10 |
137-23 |
0-13 |
0.3% |
135-05 |
| Close |
138-10 |
138-10 |
0-00 |
0.0% |
137-26 |
| Range |
1-08 |
1-04 |
-0-04 |
-10.0% |
2-31 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.9% |
0-00 |
| Volume |
286,069 |
310,661 |
24,592 |
8.6% |
1,557,221 |
|
| Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-21 |
141-04 |
138-30 |
|
| R3 |
140-17 |
140-00 |
138-20 |
|
| R2 |
139-13 |
139-13 |
138-17 |
|
| R1 |
138-28 |
138-28 |
138-13 |
138-18 |
| PP |
138-09 |
138-09 |
138-09 |
138-05 |
| S1 |
137-24 |
137-24 |
138-07 |
137-14 |
| S2 |
137-05 |
137-05 |
138-03 |
|
| S3 |
136-01 |
136-20 |
138-00 |
|
| S4 |
134-29 |
135-16 |
137-22 |
|
|
| 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 |
138-27 |
136-15 |
2-12 |
1.7% |
1-04 |
0.8% |
78% |
True |
False |
299,694 |
| 10 |
138-27 |
135-05 |
3-22 |
2.7% |
1-08 |
0.9% |
86% |
True |
False |
320,283 |
| 20 |
142-10 |
135-05 |
7-05 |
5.2% |
1-09 |
0.9% |
44% |
False |
False |
317,730 |
| 40 |
143-25 |
135-05 |
8-20 |
6.2% |
1-07 |
0.9% |
37% |
False |
False |
192,591 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-06 |
0.9% |
36% |
False |
False |
128,555 |
| 80 |
144-23 |
135-05 |
9-18 |
6.9% |
1-04 |
0.8% |
33% |
False |
False |
96,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-20 |
|
2.618 |
141-25 |
|
1.618 |
140-21 |
|
1.000 |
139-31 |
|
0.618 |
139-17 |
|
HIGH |
138-27 |
|
0.618 |
138-13 |
|
0.500 |
138-09 |
|
0.382 |
138-05 |
|
LOW |
137-23 |
|
0.618 |
137-01 |
|
1.000 |
136-19 |
|
1.618 |
135-29 |
|
2.618 |
134-25 |
|
4.250 |
132-30 |
|
|
| Fisher Pivots for day following 28-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
138-05 |
| PP |
138-09 |
138-00 |
| S1 |
138-09 |
137-27 |
|