ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 25-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2011 |
25-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-17 |
135-06 |
0-21 |
0.5% |
133-13 |
| High |
134-17 |
135-06 |
0-21 |
0.5% |
137-20 |
| Low |
134-17 |
134-31 |
0-14 |
0.3% |
133-13 |
| Close |
134-17 |
135-08 |
0-23 |
0.5% |
137-30 |
| Range |
0-00 |
0-07 |
0-07 |
|
4-07 |
| ATR |
1-07 |
1-06 |
-0-01 |
-3.3% |
0-00 |
| Volume |
3 |
3 |
0 |
0.0% |
63 |
|
| Daily Pivots for day following 25-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-25 |
135-24 |
135-12 |
|
| R3 |
135-18 |
135-17 |
135-10 |
|
| R2 |
135-11 |
135-11 |
135-09 |
|
| R1 |
135-10 |
135-10 |
135-09 |
135-10 |
| PP |
135-04 |
135-04 |
135-04 |
135-05 |
| S1 |
135-03 |
135-03 |
135-07 |
135-04 |
| S2 |
134-29 |
134-29 |
135-07 |
|
| S3 |
134-22 |
134-28 |
135-06 |
|
| S4 |
134-15 |
134-21 |
135-04 |
|
|
| 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 |
136-04 |
|
2.618 |
135-24 |
|
1.618 |
135-17 |
|
1.000 |
135-13 |
|
0.618 |
135-10 |
|
HIGH |
135-06 |
|
0.618 |
135-03 |
|
0.500 |
135-02 |
|
0.382 |
135-02 |
|
LOW |
134-31 |
|
0.618 |
134-27 |
|
1.000 |
134-24 |
|
1.618 |
134-20 |
|
2.618 |
134-13 |
|
4.250 |
134-01 |
|
|
| Fisher Pivots for day following 25-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-06 |
135-26 |
| PP |
135-04 |
135-20 |
| S1 |
135-02 |
135-14 |
|