ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 20-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2011 |
20-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-13 |
119-28 |
0-15 |
0.4% |
116-15 |
| High |
119-31 |
119-28 |
-0-03 |
-0.1% |
119-12 |
| Low |
119-06 |
119-13 |
0-07 |
0.2% |
116-11 |
| Close |
119-30 |
119-16 |
-0-14 |
-0.4% |
119-09 |
| Range |
0-25 |
0-15 |
-0-10 |
-40.0% |
3-01 |
| ATR |
0-25 |
0-24 |
-0-01 |
-2.3% |
0-00 |
| Volume |
451 |
171 |
-280 |
-62.1% |
743 |
|
| Daily Pivots for day following 20-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-23 |
119-24 |
|
| R3 |
120-17 |
120-08 |
119-20 |
|
| R2 |
120-02 |
120-02 |
119-19 |
|
| R1 |
119-25 |
119-25 |
119-17 |
119-22 |
| PP |
119-19 |
119-19 |
119-19 |
119-18 |
| S1 |
119-10 |
119-10 |
119-15 |
119-07 |
| S2 |
119-04 |
119-04 |
119-13 |
|
| S3 |
118-21 |
118-27 |
119-12 |
|
| S4 |
118-06 |
118-12 |
119-08 |
|
|
| 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 |
121-28 |
|
2.618 |
121-03 |
|
1.618 |
120-20 |
|
1.000 |
120-11 |
|
0.618 |
120-05 |
|
HIGH |
119-28 |
|
0.618 |
119-22 |
|
0.500 |
119-20 |
|
0.382 |
119-19 |
|
LOW |
119-13 |
|
0.618 |
119-04 |
|
1.000 |
118-30 |
|
1.618 |
118-21 |
|
2.618 |
118-06 |
|
4.250 |
117-13 |
|
|
| Fisher Pivots for day following 20-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-20 |
119-13 |
| PP |
119-19 |
119-10 |
| S1 |
119-18 |
119-07 |
|