ECBOT 30 Year Treasury Bond Future September 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
120-31 |
121-08 |
0-09 |
0.2% |
119-19 |
High |
121-11 |
121-23 |
0-12 |
0.3% |
121-04 |
Low |
120-22 |
121-08 |
0-18 |
0.5% |
119-19 |
Close |
121-05 |
121-21 |
0-16 |
0.4% |
120-29 |
Range |
0-21 |
0-15 |
-0-06 |
-28.6% |
1-17 |
ATR |
0-23 |
0-23 |
0-00 |
-1.6% |
0-00 |
Volume |
429 |
233 |
-196 |
-45.7% |
3,478 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-30 |
122-25 |
121-29 |
|
R3 |
122-15 |
122-10 |
121-25 |
|
R2 |
122-00 |
122-00 |
121-24 |
|
R1 |
121-27 |
121-27 |
121-22 |
121-30 |
PP |
121-17 |
121-17 |
121-17 |
121-19 |
S1 |
121-12 |
121-12 |
121-20 |
121-14 |
S2 |
121-02 |
121-02 |
121-18 |
|
S3 |
120-19 |
120-29 |
121-17 |
|
S4 |
120-04 |
120-14 |
121-13 |
|
|
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 |
123-23 |
2.618 |
122-30 |
1.618 |
122-15 |
1.000 |
122-06 |
0.618 |
122-00 |
HIGH |
121-23 |
0.618 |
121-17 |
0.500 |
121-16 |
0.382 |
121-14 |
LOW |
121-08 |
0.618 |
120-31 |
1.000 |
120-25 |
1.618 |
120-16 |
2.618 |
120-01 |
4.250 |
119-08 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
121-19 |
121-15 |
PP |
121-17 |
121-09 |
S1 |
121-16 |
121-04 |
|