ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 11-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2011 |
11-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-17 |
134-02 |
-1-15 |
-1.1% |
126-04 |
| High |
135-17 |
134-02 |
-1-15 |
-1.1% |
131-15 |
| Low |
135-17 |
132-24 |
-2-25 |
-2.1% |
126-04 |
| Close |
135-17 |
132-14 |
-3-03 |
-2.3% |
129-13 |
| Range |
0-00 |
1-10 |
1-10 |
|
5-11 |
| ATR |
1-08 |
1-12 |
0-03 |
8.7% |
0-00 |
| Volume |
48 |
48 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 11-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-01 |
136-01 |
133-05 |
|
| R3 |
135-23 |
134-23 |
132-26 |
|
| R2 |
134-13 |
134-13 |
132-22 |
|
| R1 |
133-13 |
133-13 |
132-18 |
133-08 |
| PP |
133-03 |
133-03 |
133-03 |
133-00 |
| S1 |
132-03 |
132-03 |
132-10 |
131-30 |
| S2 |
131-25 |
131-25 |
132-06 |
|
| S3 |
130-15 |
130-25 |
132-02 |
|
| S4 |
129-05 |
129-15 |
131-23 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-01 |
142-18 |
132-11 |
|
| R3 |
139-22 |
137-07 |
130-28 |
|
| R2 |
134-11 |
134-11 |
130-12 |
|
| R1 |
131-28 |
131-28 |
129-29 |
133-04 |
| PP |
129-00 |
129-00 |
129-00 |
129-20 |
| S1 |
126-17 |
126-17 |
128-29 |
127-24 |
| S2 |
123-21 |
123-21 |
128-14 |
|
| S3 |
118-10 |
121-06 |
127-30 |
|
| S4 |
112-31 |
115-27 |
126-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-20 |
|
2.618 |
137-16 |
|
1.618 |
136-06 |
|
1.000 |
135-12 |
|
0.618 |
134-28 |
|
HIGH |
134-02 |
|
0.618 |
133-18 |
|
0.500 |
133-13 |
|
0.382 |
133-08 |
|
LOW |
132-24 |
|
0.618 |
131-30 |
|
1.000 |
131-14 |
|
1.618 |
130-20 |
|
2.618 |
129-10 |
|
4.250 |
127-06 |
|
|
| Fisher Pivots for day following 11-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133-13 |
134-26 |
| PP |
133-03 |
134-01 |
| S1 |
132-24 |
133-07 |
|