ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 13-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2011 |
13-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
141-05 |
140-05 |
-1-00 |
-0.7% |
140-05 |
| High |
141-05 |
140-05 |
-1-00 |
-0.7% |
140-31 |
| Low |
140-02 |
139-06 |
-0-28 |
-0.6% |
138-08 |
| Close |
140-12 |
139-09 |
-1-03 |
-0.8% |
140-10 |
| Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
2-23 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.4% |
0-00 |
| Volume |
14 |
2 |
-12 |
-85.7% |
52 |
|
| Daily Pivots for day following 13-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-14 |
141-27 |
139-26 |
|
| R3 |
141-15 |
140-28 |
139-18 |
|
| R2 |
140-16 |
140-16 |
139-15 |
|
| R1 |
139-29 |
139-29 |
139-12 |
139-23 |
| PP |
139-17 |
139-17 |
139-17 |
139-14 |
| S1 |
138-30 |
138-30 |
139-06 |
138-24 |
| S2 |
138-18 |
138-18 |
139-03 |
|
| S3 |
137-19 |
137-31 |
139-00 |
|
| S4 |
136-20 |
137-00 |
138-24 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
146-28 |
141-26 |
|
| R3 |
145-09 |
144-05 |
141-02 |
|
| R2 |
142-18 |
142-18 |
140-26 |
|
| R1 |
141-14 |
141-14 |
140-18 |
142-00 |
| PP |
139-27 |
139-27 |
139-27 |
140-04 |
| S1 |
138-23 |
138-23 |
140-02 |
139-09 |
| S2 |
137-04 |
137-04 |
139-26 |
|
| S3 |
134-13 |
136-00 |
139-18 |
|
| S4 |
131-22 |
133-09 |
138-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-09 |
|
2.618 |
142-22 |
|
1.618 |
141-23 |
|
1.000 |
141-04 |
|
0.618 |
140-24 |
|
HIGH |
140-05 |
|
0.618 |
139-25 |
|
0.500 |
139-22 |
|
0.382 |
139-18 |
|
LOW |
139-06 |
|
0.618 |
138-19 |
|
1.000 |
138-07 |
|
1.618 |
137-20 |
|
2.618 |
136-21 |
|
4.250 |
135-02 |
|
|
| Fisher Pivots for day following 13-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-22 |
140-06 |
| PP |
139-17 |
139-28 |
| S1 |
139-13 |
139-18 |
|