ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 28-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2011 |
28-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
120-05 |
-0-08 |
-0.2% |
119-08 |
| High |
120-13 |
120-25 |
0-12 |
0.3% |
119-31 |
| Low |
119-28 |
120-05 |
0-09 |
0.2% |
118-15 |
| Close |
119-29 |
120-21 |
0-24 |
0.6% |
119-17 |
| Range |
0-17 |
0-20 |
0-03 |
17.6% |
1-16 |
| ATR |
0-23 |
0-24 |
0-00 |
1.5% |
0-00 |
| Volume |
620 |
1,599 |
979 |
157.9% |
1,007 |
|
| Daily Pivots for day following 28-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
122-05 |
121-00 |
|
| R3 |
121-25 |
121-17 |
120-26 |
|
| R2 |
121-05 |
121-05 |
120-25 |
|
| R1 |
120-29 |
120-29 |
120-23 |
121-01 |
| PP |
120-17 |
120-17 |
120-17 |
120-19 |
| S1 |
120-09 |
120-09 |
120-19 |
120-13 |
| S2 |
119-29 |
119-29 |
120-17 |
|
| S3 |
119-09 |
119-21 |
120-16 |
|
| S4 |
118-21 |
119-01 |
120-10 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-06 |
120-11 |
|
| R3 |
122-10 |
121-22 |
119-30 |
|
| R2 |
120-26 |
120-26 |
119-26 |
|
| R1 |
120-06 |
120-06 |
119-21 |
120-16 |
| PP |
119-10 |
119-10 |
119-10 |
119-16 |
| S1 |
118-22 |
118-22 |
119-13 |
119-00 |
| S2 |
117-26 |
117-26 |
119-08 |
|
| S3 |
116-10 |
117-06 |
119-04 |
|
| S4 |
114-26 |
115-22 |
118-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
122-13 |
|
1.618 |
121-25 |
|
1.000 |
121-13 |
|
0.618 |
121-05 |
|
HIGH |
120-25 |
|
0.618 |
120-17 |
|
0.500 |
120-15 |
|
0.382 |
120-13 |
|
LOW |
120-05 |
|
0.618 |
119-25 |
|
1.000 |
119-17 |
|
1.618 |
119-05 |
|
2.618 |
118-17 |
|
4.250 |
117-16 |
|
|
| Fisher Pivots for day following 28-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-19 |
120-18 |
| PP |
120-17 |
120-14 |
| S1 |
120-15 |
120-10 |
|