ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 06-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2011 |
06-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
136-17 |
140-05 |
3-20 |
2.7% |
135-26 |
| High |
138-30 |
140-31 |
2-01 |
1.5% |
138-30 |
| Low |
136-16 |
139-29 |
3-13 |
2.5% |
134-05 |
| Close |
139-11 |
139-26 |
0-15 |
0.3% |
139-11 |
| Range |
2-14 |
1-02 |
-1-12 |
-56.4% |
4-25 |
| ATR |
1-09 |
1-10 |
0-01 |
1.9% |
0-00 |
| Volume |
8 |
11 |
3 |
37.5% |
27 |
|
| Daily Pivots for day following 06-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-13 |
142-22 |
140-13 |
|
| R3 |
142-11 |
141-20 |
140-03 |
|
| R2 |
141-09 |
141-09 |
140-00 |
|
| R1 |
140-18 |
140-18 |
139-29 |
140-12 |
| PP |
140-07 |
140-07 |
140-07 |
140-05 |
| S1 |
139-16 |
139-16 |
139-23 |
139-10 |
| S2 |
139-05 |
139-05 |
139-20 |
|
| S3 |
138-03 |
138-14 |
139-17 |
|
| S4 |
137-01 |
137-12 |
139-07 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-26 |
150-12 |
141-31 |
|
| R3 |
147-01 |
145-19 |
140-21 |
|
| R2 |
142-08 |
142-08 |
140-07 |
|
| R1 |
140-26 |
140-26 |
139-25 |
141-17 |
| PP |
137-15 |
137-15 |
137-15 |
137-27 |
| S1 |
136-01 |
136-01 |
138-29 |
136-24 |
| S2 |
132-22 |
132-22 |
138-15 |
|
| S3 |
127-29 |
131-08 |
138-01 |
|
| S4 |
123-04 |
126-15 |
136-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-16 |
|
2.618 |
143-24 |
|
1.618 |
142-22 |
|
1.000 |
142-01 |
|
0.618 |
141-20 |
|
HIGH |
140-31 |
|
0.618 |
140-18 |
|
0.500 |
140-14 |
|
0.382 |
140-10 |
|
LOW |
139-29 |
|
0.618 |
139-08 |
|
1.000 |
138-27 |
|
1.618 |
138-06 |
|
2.618 |
137-04 |
|
4.250 |
135-12 |
|
|
| Fisher Pivots for day following 06-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-14 |
139-14 |
| PP |
140-07 |
139-01 |
| S1 |
140-01 |
138-21 |
|