ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
118-23 |
-0-03 |
-0.1% |
118-16 |
| High |
119-07 |
119-05 |
-0-02 |
-0.1% |
119-11 |
| Low |
118-26 |
118-10 |
-0-16 |
-0.4% |
117-31 |
| Close |
118-29 |
118-12 |
-0-17 |
-0.4% |
118-29 |
| Range |
0-13 |
0-27 |
0-14 |
107.7% |
1-12 |
| ATR |
0-20 |
0-21 |
0-00 |
2.4% |
0-00 |
| Volume |
201 |
233 |
32 |
15.9% |
435 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-05 |
120-19 |
118-27 |
|
| R3 |
120-10 |
119-24 |
118-19 |
|
| R2 |
119-15 |
119-15 |
118-17 |
|
| R1 |
118-29 |
118-29 |
118-14 |
118-24 |
| PP |
118-20 |
118-20 |
118-20 |
118-17 |
| S1 |
118-02 |
118-02 |
118-10 |
117-30 |
| S2 |
117-25 |
117-25 |
118-07 |
|
| S3 |
116-30 |
117-07 |
118-05 |
|
| S4 |
116-03 |
116-12 |
117-29 |
|
|
| 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 |
122-24 |
|
2.618 |
121-12 |
|
1.618 |
120-17 |
|
1.000 |
120-00 |
|
0.618 |
119-22 |
|
HIGH |
119-05 |
|
0.618 |
118-27 |
|
0.500 |
118-24 |
|
0.382 |
118-20 |
|
LOW |
118-10 |
|
0.618 |
117-25 |
|
1.000 |
117-15 |
|
1.618 |
116-30 |
|
2.618 |
116-03 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-19 |
| PP |
118-20 |
118-17 |
| S1 |
118-16 |
118-14 |
|