ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 07-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
118-13 |
117-09 |
-1-04 |
-1.0% |
118-16 |
High |
118-13 |
117-15 |
-0-30 |
-0.8% |
119-11 |
Low |
117-12 |
117-01 |
-0-11 |
-0.3% |
117-31 |
Close |
117-15 |
117-04 |
-0-11 |
-0.3% |
118-29 |
Range |
1-01 |
0-14 |
-0-19 |
-57.6% |
1-12 |
ATR |
0-22 |
0-21 |
-0-01 |
-2.5% |
0-00 |
Volume |
43 |
572 |
529 |
1,230.2% |
435 |
|
Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-17 |
118-08 |
117-12 |
|
R3 |
118-03 |
117-26 |
117-08 |
|
R2 |
117-21 |
117-21 |
117-07 |
|
R1 |
117-12 |
117-12 |
117-05 |
117-10 |
PP |
117-07 |
117-07 |
117-07 |
117-05 |
S1 |
116-30 |
116-30 |
117-03 |
116-28 |
S2 |
116-25 |
116-25 |
117-01 |
|
S3 |
116-11 |
116-16 |
117-00 |
|
S4 |
115-29 |
116-02 |
116-28 |
|
|
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 |
119-10 |
2.618 |
118-20 |
1.618 |
118-06 |
1.000 |
117-29 |
0.618 |
117-24 |
HIGH |
117-15 |
0.618 |
117-10 |
0.500 |
117-08 |
0.382 |
117-06 |
LOW |
117-01 |
0.618 |
116-24 |
1.000 |
116-19 |
1.618 |
116-10 |
2.618 |
115-28 |
4.250 |
115-06 |
|
|
Fisher Pivots for day following 07-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
117-08 |
118-03 |
PP |
117-07 |
117-25 |
S1 |
117-05 |
117-14 |
|