ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 24-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2011 |
24-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
137-04 |
134-17 |
-2-19 |
-1.9% |
133-13 |
High |
137-04 |
134-17 |
-2-19 |
-1.9% |
137-20 |
Low |
136-31 |
134-17 |
-2-14 |
-1.8% |
133-13 |
Close |
136-23 |
134-17 |
-2-06 |
-1.6% |
137-30 |
Range |
0-05 |
0-00 |
-0-05 |
-100.0% |
4-07 |
ATR |
1-05 |
1-07 |
0-02 |
6.5% |
0-00 |
Volume |
3 |
3 |
0 |
0.0% |
63 |
|
Daily Pivots for day following 24-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-17 |
134-17 |
134-17 |
|
R3 |
134-17 |
134-17 |
134-17 |
|
R2 |
134-17 |
134-17 |
134-17 |
|
R1 |
134-17 |
134-17 |
134-17 |
134-17 |
PP |
134-17 |
134-17 |
134-17 |
134-17 |
S1 |
134-17 |
134-17 |
134-17 |
134-17 |
S2 |
134-17 |
134-17 |
134-17 |
|
S3 |
134-17 |
134-17 |
134-17 |
|
S4 |
134-17 |
134-17 |
134-17 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-31 |
147-22 |
140-08 |
|
R3 |
144-24 |
143-15 |
139-03 |
|
R2 |
140-17 |
140-17 |
138-23 |
|
R1 |
139-08 |
139-08 |
138-10 |
139-28 |
PP |
136-10 |
136-10 |
136-10 |
136-21 |
S1 |
135-01 |
135-01 |
137-18 |
135-22 |
S2 |
132-03 |
132-03 |
137-05 |
|
S3 |
127-28 |
130-26 |
136-25 |
|
S4 |
123-21 |
126-19 |
135-20 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-17 |
2.618 |
134-17 |
1.618 |
134-17 |
1.000 |
134-17 |
0.618 |
134-17 |
HIGH |
134-17 |
0.618 |
134-17 |
0.500 |
134-17 |
0.382 |
134-17 |
LOW |
134-17 |
0.618 |
134-17 |
1.000 |
134-17 |
1.618 |
134-17 |
2.618 |
134-17 |
4.250 |
134-17 |
|
|
Fisher Pivots for day following 24-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
134-17 |
136-10 |
PP |
134-17 |
135-23 |
S1 |
134-17 |
135-04 |
|