ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
118-12 |
0-01 |
0.0% |
116-15 |
| High |
118-21 |
119-12 |
0-23 |
0.6% |
119-12 |
| Low |
118-00 |
118-12 |
0-12 |
0.3% |
116-11 |
| Close |
118-04 |
119-09 |
1-05 |
1.0% |
119-09 |
| Range |
0-21 |
1-00 |
0-11 |
52.4% |
3-01 |
| ATR |
0-22 |
0-23 |
0-01 |
5.7% |
0-00 |
| Volume |
159 |
60 |
-99 |
-62.3% |
743 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-21 |
119-27 |
|
| R3 |
121-00 |
120-21 |
119-18 |
|
| R2 |
120-00 |
120-00 |
119-15 |
|
| R1 |
119-21 |
119-21 |
119-12 |
119-26 |
| PP |
119-00 |
119-00 |
119-00 |
119-03 |
| S1 |
118-21 |
118-21 |
119-06 |
118-26 |
| S2 |
118-00 |
118-00 |
119-03 |
|
| S3 |
117-00 |
117-21 |
119-00 |
|
| S4 |
116-00 |
116-21 |
118-23 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-12 |
120-30 |
|
| R3 |
124-13 |
123-11 |
120-04 |
|
| R2 |
121-12 |
121-12 |
119-27 |
|
| R1 |
120-10 |
120-10 |
119-18 |
120-27 |
| PP |
118-11 |
118-11 |
118-11 |
118-19 |
| S1 |
117-09 |
117-09 |
119-00 |
117-26 |
| S2 |
115-10 |
115-10 |
118-23 |
|
| S3 |
112-09 |
114-08 |
118-14 |
|
| S4 |
109-08 |
111-07 |
117-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-20 |
|
2.618 |
122-00 |
|
1.618 |
121-00 |
|
1.000 |
120-12 |
|
0.618 |
120-00 |
|
HIGH |
119-12 |
|
0.618 |
119-00 |
|
0.500 |
118-28 |
|
0.382 |
118-24 |
|
LOW |
118-12 |
|
0.618 |
117-24 |
|
1.000 |
117-12 |
|
1.618 |
116-24 |
|
2.618 |
115-24 |
|
4.250 |
114-04 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-05 |
119-00 |
| PP |
119-00 |
118-23 |
| S1 |
118-28 |
118-14 |
|