ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
118-26 |
0-11 |
0.3% |
118-16 |
| High |
118-28 |
119-07 |
0-11 |
0.3% |
119-11 |
| Low |
117-31 |
118-26 |
0-27 |
0.7% |
117-31 |
| Close |
118-29 |
118-29 |
0-00 |
0.0% |
118-29 |
| Range |
0-29 |
0-13 |
-0-16 |
-55.2% |
1-12 |
| ATR |
0-21 |
0-20 |
-0-01 |
-2.7% |
0-00 |
| Volume |
41 |
201 |
160 |
390.2% |
435 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-31 |
119-04 |
|
| R3 |
119-25 |
119-18 |
119-01 |
|
| R2 |
119-12 |
119-12 |
118-31 |
|
| R1 |
119-05 |
119-05 |
118-30 |
119-08 |
| PP |
118-31 |
118-31 |
118-31 |
119-01 |
| S1 |
118-24 |
118-24 |
118-28 |
118-28 |
| S2 |
118-18 |
118-18 |
118-27 |
|
| S3 |
118-05 |
118-11 |
118-25 |
|
| S4 |
117-24 |
117-30 |
118-22 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-28 |
122-08 |
119-21 |
|
| R3 |
121-16 |
120-28 |
119-09 |
|
| R2 |
120-04 |
120-04 |
119-05 |
|
| R1 |
119-16 |
119-16 |
119-01 |
119-26 |
| PP |
118-24 |
118-24 |
118-24 |
118-28 |
| S1 |
118-04 |
118-04 |
118-25 |
118-14 |
| S2 |
117-12 |
117-12 |
118-21 |
|
| S3 |
116-00 |
116-24 |
118-17 |
|
| S4 |
114-20 |
115-12 |
118-05 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
120-09 |
|
1.618 |
119-28 |
|
1.000 |
119-20 |
|
0.618 |
119-15 |
|
HIGH |
119-07 |
|
0.618 |
119-02 |
|
0.500 |
119-00 |
|
0.382 |
118-31 |
|
LOW |
118-26 |
|
0.618 |
118-18 |
|
1.000 |
118-13 |
|
1.618 |
118-05 |
|
2.618 |
117-24 |
|
4.250 |
117-03 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-00 |
118-26 |
| PP |
118-31 |
118-24 |
| S1 |
118-30 |
118-21 |
|