ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
118-13 |
-0-10 |
-0.3% |
118-16 |
| High |
119-05 |
118-13 |
-0-24 |
-0.6% |
119-11 |
| Low |
118-10 |
117-12 |
-0-30 |
-0.8% |
117-31 |
| Close |
118-12 |
117-15 |
-0-29 |
-0.8% |
118-29 |
| Range |
0-27 |
1-01 |
0-06 |
22.2% |
1-12 |
| ATR |
0-21 |
0-22 |
0-01 |
4.3% |
0-00 |
| Volume |
233 |
43 |
-190 |
-81.5% |
435 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-06 |
118-01 |
|
| R3 |
119-26 |
119-05 |
117-24 |
|
| R2 |
118-25 |
118-25 |
117-21 |
|
| R1 |
118-04 |
118-04 |
117-18 |
117-30 |
| PP |
117-24 |
117-24 |
117-24 |
117-21 |
| S1 |
117-03 |
117-03 |
117-12 |
116-29 |
| S2 |
116-23 |
116-23 |
117-09 |
|
| S3 |
115-22 |
116-02 |
117-06 |
|
| S4 |
114-21 |
115-01 |
116-29 |
|
|
| 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 |
122-25 |
|
2.618 |
121-03 |
|
1.618 |
120-02 |
|
1.000 |
119-14 |
|
0.618 |
119-01 |
|
HIGH |
118-13 |
|
0.618 |
118-00 |
|
0.500 |
117-28 |
|
0.382 |
117-25 |
|
LOW |
117-12 |
|
0.618 |
116-24 |
|
1.000 |
116-11 |
|
1.618 |
115-23 |
|
2.618 |
114-22 |
|
4.250 |
113-00 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
118-10 |
| PP |
117-24 |
118-01 |
| S1 |
117-20 |
117-24 |
|