ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 29-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2011 |
29-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-28 |
135-26 |
-0-02 |
0.0% |
138-00 |
| High |
135-28 |
135-26 |
-0-02 |
0.0% |
138-03 |
| Low |
135-28 |
134-05 |
-1-23 |
-1.3% |
134-17 |
| Close |
135-28 |
134-16 |
-1-12 |
-1.0% |
135-28 |
| Range |
0-00 |
1-21 |
1-21 |
|
3-18 |
| ATR |
1-05 |
1-06 |
0-01 |
3.6% |
0-00 |
| Volume |
3 |
3 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 29-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-25 |
138-26 |
135-13 |
|
| R3 |
138-04 |
137-05 |
134-31 |
|
| R2 |
136-15 |
136-15 |
134-26 |
|
| R1 |
135-16 |
135-16 |
134-21 |
135-05 |
| PP |
134-26 |
134-26 |
134-26 |
134-21 |
| S1 |
133-27 |
133-27 |
134-11 |
133-16 |
| S2 |
133-05 |
133-05 |
134-06 |
|
| S3 |
131-16 |
132-06 |
134-01 |
|
| S4 |
129-27 |
130-17 |
133-19 |
|
|
| Weekly Pivots for week ending 26-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-27 |
144-30 |
137-27 |
|
| R3 |
143-09 |
141-12 |
136-27 |
|
| R2 |
139-23 |
139-23 |
136-17 |
|
| R1 |
137-26 |
137-26 |
136-06 |
137-00 |
| PP |
136-05 |
136-05 |
136-05 |
135-24 |
| S1 |
134-08 |
134-08 |
135-18 |
133-14 |
| S2 |
132-19 |
132-19 |
135-07 |
|
| S3 |
129-01 |
130-22 |
134-29 |
|
| S4 |
125-15 |
127-04 |
133-29 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-27 |
|
2.618 |
140-05 |
|
1.618 |
138-16 |
|
1.000 |
137-15 |
|
0.618 |
136-27 |
|
HIGH |
135-26 |
|
0.618 |
135-06 |
|
0.500 |
135-00 |
|
0.382 |
134-25 |
|
LOW |
134-05 |
|
0.618 |
133-04 |
|
1.000 |
132-16 |
|
1.618 |
131-15 |
|
2.618 |
129-26 |
|
4.250 |
127-04 |
|
|
| Fisher Pivots for day following 29-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
135-00 |
135-00 |
| PP |
134-26 |
134-27 |
| S1 |
134-21 |
134-22 |
|