ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-23 |
120-31 |
0-08 |
0.2% |
119-19 |
| High |
121-04 |
121-11 |
0-07 |
0.2% |
121-04 |
| Low |
120-16 |
120-22 |
0-06 |
0.2% |
119-19 |
| Close |
120-29 |
121-05 |
0-08 |
0.2% |
120-29 |
| Range |
0-20 |
0-21 |
0-01 |
5.0% |
1-17 |
| ATR |
0-23 |
0-23 |
0-00 |
-0.7% |
0-00 |
| Volume |
600 |
429 |
-171 |
-28.5% |
3,478 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-24 |
121-17 |
|
| R3 |
122-12 |
122-03 |
121-11 |
|
| R2 |
121-23 |
121-23 |
121-09 |
|
| R1 |
121-14 |
121-14 |
121-07 |
121-18 |
| PP |
121-02 |
121-02 |
121-02 |
121-04 |
| S1 |
120-25 |
120-25 |
121-03 |
120-30 |
| S2 |
120-13 |
120-13 |
121-01 |
|
| S3 |
119-24 |
120-04 |
120-31 |
|
| S4 |
119-03 |
119-15 |
120-25 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-18 |
121-24 |
|
| R3 |
123-19 |
123-01 |
121-10 |
|
| R2 |
122-02 |
122-02 |
121-06 |
|
| R1 |
121-16 |
121-16 |
121-01 |
121-25 |
| PP |
120-17 |
120-17 |
120-17 |
120-22 |
| S1 |
119-31 |
119-31 |
120-25 |
120-08 |
| S2 |
119-00 |
119-00 |
120-20 |
|
| S3 |
117-15 |
118-14 |
120-16 |
|
| S4 |
115-30 |
116-29 |
120-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
123-02 |
|
1.618 |
122-13 |
|
1.000 |
122-00 |
|
0.618 |
121-24 |
|
HIGH |
121-11 |
|
0.618 |
121-03 |
|
0.500 |
121-00 |
|
0.382 |
120-30 |
|
LOW |
120-22 |
|
0.618 |
120-09 |
|
1.000 |
120-01 |
|
1.618 |
119-20 |
|
2.618 |
118-31 |
|
4.250 |
117-29 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
121-01 |
| PP |
121-02 |
120-28 |
| S1 |
121-00 |
120-24 |
|