ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 14-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2011 |
14-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
140-05 |
139-27 |
-0-10 |
-0.2% |
140-05 |
High |
140-05 |
139-27 |
-0-10 |
-0.2% |
140-31 |
Low |
139-06 |
139-10 |
0-04 |
0.1% |
138-08 |
Close |
139-09 |
139-14 |
0-05 |
0.1% |
140-10 |
Range |
0-31 |
0-17 |
-0-14 |
-45.2% |
2-23 |
ATR |
1-08 |
1-06 |
-0-02 |
-3.9% |
0-00 |
Volume |
2 |
50 |
48 |
2,400.0% |
52 |
|
Daily Pivots for day following 14-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-04 |
140-26 |
139-23 |
|
R3 |
140-19 |
140-09 |
139-19 |
|
R2 |
140-02 |
140-02 |
139-17 |
|
R1 |
139-24 |
139-24 |
139-16 |
139-20 |
PP |
139-17 |
139-17 |
139-17 |
139-15 |
S1 |
139-07 |
139-07 |
139-12 |
139-04 |
S2 |
139-00 |
139-00 |
139-11 |
|
S3 |
138-15 |
138-22 |
139-09 |
|
S4 |
137-30 |
138-05 |
139-05 |
|
|
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 |
142-03 |
2.618 |
141-08 |
1.618 |
140-23 |
1.000 |
140-12 |
0.618 |
140-06 |
HIGH |
139-27 |
0.618 |
139-21 |
0.500 |
139-18 |
0.382 |
139-16 |
LOW |
139-10 |
0.618 |
138-31 |
1.000 |
138-25 |
1.618 |
138-14 |
2.618 |
137-29 |
4.250 |
137-02 |
|
|
Fisher Pivots for day following 14-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
139-18 |
140-06 |
PP |
139-17 |
139-30 |
S1 |
139-16 |
139-22 |
|