ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
116-15 |
117-16 |
1-01 |
0.9% |
118-26 |
| High |
117-00 |
118-01 |
1-01 |
0.9% |
119-07 |
| Low |
116-11 |
117-15 |
1-04 |
1.0% |
116-16 |
| Close |
116-30 |
117-25 |
0-27 |
0.7% |
116-31 |
| Range |
0-21 |
0-18 |
-0-03 |
-14.3% |
2-23 |
| ATR |
0-21 |
0-22 |
0-01 |
4.8% |
0-00 |
| Volume |
106 |
207 |
101 |
95.3% |
1,616 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-14 |
119-06 |
118-03 |
|
| R3 |
118-28 |
118-20 |
117-30 |
|
| R2 |
118-10 |
118-10 |
117-28 |
|
| R1 |
118-02 |
118-02 |
117-27 |
118-06 |
| PP |
117-24 |
117-24 |
117-24 |
117-26 |
| S1 |
117-16 |
117-16 |
117-23 |
117-20 |
| S2 |
117-06 |
117-06 |
117-22 |
|
| S3 |
116-20 |
116-30 |
117-20 |
|
| S4 |
116-02 |
116-12 |
117-15 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-02 |
118-15 |
|
| R3 |
123-00 |
121-11 |
117-23 |
|
| R2 |
120-09 |
120-09 |
117-15 |
|
| R1 |
118-20 |
118-20 |
117-07 |
118-03 |
| PP |
117-18 |
117-18 |
117-18 |
117-10 |
| S1 |
115-29 |
115-29 |
116-23 |
115-12 |
| S2 |
114-27 |
114-27 |
116-15 |
|
| S3 |
112-04 |
113-06 |
116-07 |
|
| S4 |
109-13 |
110-15 |
115-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-14 |
|
2.618 |
119-16 |
|
1.618 |
118-30 |
|
1.000 |
118-19 |
|
0.618 |
118-12 |
|
HIGH |
118-01 |
|
0.618 |
117-26 |
|
0.500 |
117-24 |
|
0.382 |
117-22 |
|
LOW |
117-15 |
|
0.618 |
117-04 |
|
1.000 |
116-29 |
|
1.618 |
116-18 |
|
2.618 |
116-00 |
|
4.250 |
115-02 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-19 |
| PP |
117-24 |
117-12 |
| S1 |
117-24 |
117-06 |
|