ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 14-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
117-18 |
118-11 |
0-25 |
0.7% |
118-26 |
High |
118-10 |
118-21 |
0-11 |
0.3% |
119-07 |
Low |
117-15 |
118-00 |
0-17 |
0.5% |
116-16 |
Close |
118-08 |
118-04 |
-0-04 |
-0.1% |
116-31 |
Range |
0-27 |
0-21 |
-0-06 |
-22.2% |
2-23 |
ATR |
0-22 |
0-22 |
0-00 |
-0.4% |
0-00 |
Volume |
211 |
159 |
-52 |
-24.6% |
1,616 |
|
Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-07 |
119-27 |
118-16 |
|
R3 |
119-18 |
119-06 |
118-10 |
|
R2 |
118-29 |
118-29 |
118-08 |
|
R1 |
118-17 |
118-17 |
118-06 |
118-12 |
PP |
118-08 |
118-08 |
118-08 |
118-06 |
S1 |
117-28 |
117-28 |
118-02 |
117-24 |
S2 |
117-19 |
117-19 |
118-00 |
|
S3 |
116-30 |
117-07 |
117-30 |
|
S4 |
116-09 |
116-18 |
117-24 |
|
|
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 |
121-14 |
2.618 |
120-12 |
1.618 |
119-23 |
1.000 |
119-10 |
0.618 |
119-02 |
HIGH |
118-21 |
0.618 |
118-13 |
0.500 |
118-10 |
0.382 |
118-08 |
LOW |
118-00 |
0.618 |
117-19 |
1.000 |
117-11 |
1.618 |
116-30 |
2.618 |
116-09 |
4.250 |
115-07 |
|
|
Fisher Pivots for day following 14-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
118-10 |
118-03 |
PP |
118-08 |
118-03 |
S1 |
118-06 |
118-02 |
|