ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 30-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
138-08 |
138-27 |
0-19 |
0.4% |
137-25 |
| High |
139-01 |
139-05 |
0-04 |
0.1% |
139-05 |
| Low |
138-01 |
137-14 |
-0-19 |
-0.4% |
136-27 |
| Close |
138-28 |
137-24 |
-1-04 |
-0.8% |
137-24 |
| Range |
1-00 |
1-23 |
0-23 |
71.9% |
2-10 |
| ATR |
1-08 |
1-09 |
0-01 |
2.7% |
0-00 |
| Volume |
269,983 |
381,298 |
111,315 |
41.2% |
1,520,319 |
|
| Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-09 |
142-07 |
138-22 |
|
| R3 |
141-18 |
140-16 |
138-07 |
|
| R2 |
139-27 |
139-27 |
138-02 |
|
| R1 |
138-25 |
138-25 |
137-29 |
138-14 |
| PP |
138-04 |
138-04 |
138-04 |
137-30 |
| S1 |
137-02 |
137-02 |
137-19 |
136-24 |
| S2 |
136-13 |
136-13 |
137-14 |
|
| S3 |
134-22 |
135-11 |
137-09 |
|
| S4 |
132-31 |
133-20 |
136-26 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-27 |
143-20 |
139-01 |
|
| R3 |
142-17 |
141-10 |
138-12 |
|
| R2 |
140-07 |
140-07 |
138-06 |
|
| R1 |
139-00 |
139-00 |
137-31 |
138-14 |
| PP |
137-29 |
137-29 |
137-29 |
137-21 |
| S1 |
136-22 |
136-22 |
137-17 |
136-04 |
| S2 |
135-19 |
135-19 |
137-10 |
|
| S3 |
133-09 |
134-12 |
137-04 |
|
| S4 |
130-31 |
132-02 |
136-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
139-05 |
136-27 |
2-10 |
1.7% |
1-07 |
0.9% |
39% |
True |
False |
304,063 |
| 10 |
139-05 |
135-05 |
4-00 |
2.9% |
1-08 |
0.9% |
65% |
True |
False |
307,754 |
| 20 |
142-10 |
135-05 |
7-05 |
5.2% |
1-09 |
0.9% |
36% |
False |
False |
316,577 |
| 40 |
143-14 |
135-05 |
8-09 |
6.0% |
1-08 |
0.9% |
31% |
False |
False |
208,767 |
| 60 |
144-00 |
135-05 |
8-27 |
6.4% |
1-06 |
0.9% |
29% |
False |
False |
139,409 |
| 80 |
144-23 |
135-05 |
9-18 |
6.9% |
1-05 |
0.8% |
27% |
False |
False |
104,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-15 |
|
2.618 |
143-21 |
|
1.618 |
141-30 |
|
1.000 |
140-28 |
|
0.618 |
140-07 |
|
HIGH |
139-05 |
|
0.618 |
138-16 |
|
0.500 |
138-10 |
|
0.382 |
138-03 |
|
LOW |
137-14 |
|
0.618 |
136-12 |
|
1.000 |
135-23 |
|
1.618 |
134-21 |
|
2.618 |
132-30 |
|
4.250 |
130-04 |
|
|
| Fisher Pivots for day following 30-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
138-10 |
138-10 |
| PP |
138-04 |
138-04 |
| S1 |
137-30 |
137-30 |
|