ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 20-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2011 |
20-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
139-13 |
140-25 |
1-12 |
1.0% |
141-05 |
High |
141-03 |
140-29 |
-0-06 |
-0.1% |
141-05 |
Low |
139-13 |
140-25 |
1-12 |
1.0% |
138-06 |
Close |
141-00 |
140-21 |
-0-11 |
-0.2% |
138-18 |
Range |
1-22 |
0-04 |
-1-18 |
-92.6% |
2-31 |
ATR |
1-08 |
1-06 |
-0-02 |
-5.9% |
0-00 |
Volume |
9 |
128 |
119 |
1,322.2% |
274 |
|
Daily Pivots for day following 20-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
141-05 |
141-01 |
140-23 |
|
R3 |
141-01 |
140-29 |
140-22 |
|
R2 |
140-29 |
140-29 |
140-22 |
|
R1 |
140-25 |
140-25 |
140-21 |
140-25 |
PP |
140-25 |
140-25 |
140-25 |
140-25 |
S1 |
140-21 |
140-21 |
140-21 |
140-21 |
S2 |
140-21 |
140-21 |
140-20 |
|
S3 |
140-17 |
140-17 |
140-20 |
|
S4 |
140-13 |
140-13 |
140-19 |
|
|
Weekly Pivots for week ending 16-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-07 |
146-11 |
140-06 |
|
R3 |
145-08 |
143-12 |
139-12 |
|
R2 |
142-09 |
142-09 |
139-03 |
|
R1 |
140-13 |
140-13 |
138-27 |
139-28 |
PP |
139-10 |
139-10 |
139-10 |
139-01 |
S1 |
137-14 |
137-14 |
138-09 |
136-28 |
S2 |
136-11 |
136-11 |
138-01 |
|
S3 |
133-12 |
134-15 |
137-24 |
|
S4 |
130-13 |
131-16 |
136-30 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
141-14 |
2.618 |
141-07 |
1.618 |
141-03 |
1.000 |
141-01 |
0.618 |
140-31 |
HIGH |
140-29 |
0.618 |
140-27 |
0.500 |
140-27 |
0.382 |
140-27 |
LOW |
140-25 |
0.618 |
140-23 |
1.000 |
140-21 |
1.618 |
140-19 |
2.618 |
140-15 |
4.250 |
140-08 |
|
|
Fisher Pivots for day following 20-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
140-27 |
140-12 |
PP |
140-25 |
140-03 |
S1 |
140-23 |
139-26 |
|