ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
138-11 |
138-08 |
-0-03 |
-0.1% |
136-14 |
| High |
138-27 |
139-01 |
0-06 |
0.1% |
138-04 |
| Low |
137-23 |
138-01 |
0-10 |
0.2% |
135-05 |
| Close |
138-10 |
138-28 |
0-18 |
0.4% |
137-26 |
| Range |
1-04 |
1-00 |
-0-04 |
-11.1% |
2-31 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
310,661 |
269,983 |
-40,678 |
-13.1% |
1,557,221 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-21 |
141-08 |
139-14 |
|
| R3 |
140-21 |
140-08 |
139-05 |
|
| R2 |
139-21 |
139-21 |
139-02 |
|
| R1 |
139-08 |
139-08 |
138-31 |
139-14 |
| PP |
138-21 |
138-21 |
138-21 |
138-24 |
| S1 |
138-08 |
138-08 |
138-25 |
138-14 |
| S2 |
137-21 |
137-21 |
138-22 |
|
| S3 |
136-21 |
137-08 |
138-19 |
|
| S4 |
135-21 |
136-08 |
138-10 |
|
|
| 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 |
139-01 |
136-24 |
2-09 |
1.6% |
1-05 |
0.8% |
93% |
True |
False |
287,531 |
| 10 |
139-01 |
135-05 |
3-28 |
2.8% |
1-06 |
0.9% |
96% |
True |
False |
304,223 |
| 20 |
142-10 |
135-05 |
7-05 |
5.2% |
1-08 |
0.9% |
52% |
False |
False |
310,576 |
| 40 |
143-14 |
135-05 |
8-09 |
6.0% |
1-07 |
0.9% |
45% |
False |
False |
199,277 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-06 |
0.9% |
42% |
False |
False |
133,054 |
| 80 |
144-23 |
135-05 |
9-18 |
6.9% |
1-04 |
0.8% |
39% |
False |
False |
99,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-09 |
|
2.618 |
141-21 |
|
1.618 |
140-21 |
|
1.000 |
140-01 |
|
0.618 |
139-21 |
|
HIGH |
139-01 |
|
0.618 |
138-21 |
|
0.500 |
138-17 |
|
0.382 |
138-13 |
|
LOW |
138-01 |
|
0.618 |
137-13 |
|
1.000 |
137-01 |
|
1.618 |
136-13 |
|
2.618 |
135-13 |
|
4.250 |
133-25 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-24 |
138-20 |
| PP |
138-21 |
138-13 |
| S1 |
138-17 |
138-06 |
|