ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 17-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2011 |
17-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-09 |
134-27 |
0-18 |
0.4% |
129-00 |
| High |
134-09 |
134-27 |
0-18 |
0.4% |
137-01 |
| Low |
134-09 |
134-27 |
0-18 |
0.4% |
129-00 |
| Close |
134-09 |
135-18 |
1-09 |
1.0% |
134-05 |
| Range |
|
|
|
|
|
| ATR |
1-10 |
1-08 |
-0-02 |
-4.1% |
0-00 |
| Volume |
5 |
5 |
0 |
0.0% |
105 |
|
| Daily Pivots for day following 17-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-03 |
135-10 |
135-18 |
|
| R3 |
135-03 |
135-10 |
135-18 |
|
| R2 |
135-03 |
135-03 |
135-18 |
|
| R1 |
135-10 |
135-10 |
135-18 |
135-06 |
| PP |
135-03 |
135-03 |
135-03 |
135-01 |
| S1 |
135-10 |
135-10 |
135-18 |
135-06 |
| S2 |
135-03 |
135-03 |
135-18 |
|
| S3 |
135-03 |
135-10 |
135-18 |
|
| S4 |
135-03 |
135-10 |
135-18 |
|
|
| Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
157-16 |
153-27 |
138-18 |
|
| R3 |
149-15 |
145-26 |
136-12 |
|
| R2 |
141-14 |
141-14 |
135-20 |
|
| R1 |
137-25 |
137-25 |
134-29 |
139-20 |
| PP |
133-13 |
133-13 |
133-13 |
134-10 |
| S1 |
129-24 |
129-24 |
133-13 |
131-18 |
| S2 |
125-12 |
125-12 |
132-22 |
|
| S3 |
117-11 |
121-23 |
131-30 |
|
| S4 |
109-10 |
113-22 |
129-24 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-27 |
|
2.618 |
134-27 |
|
1.618 |
134-27 |
|
1.000 |
134-27 |
|
0.618 |
134-27 |
|
HIGH |
134-27 |
|
0.618 |
134-27 |
|
0.500 |
134-27 |
|
0.382 |
134-27 |
|
LOW |
134-27 |
|
0.618 |
134-27 |
|
1.000 |
134-27 |
|
1.618 |
134-27 |
|
2.618 |
134-27 |
|
4.250 |
134-27 |
|
|
| Fisher Pivots for day following 17-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-10 |
135-03 |
| PP |
135-03 |
134-19 |
| S1 |
134-27 |
134-04 |
|