ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 23-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2011 |
23-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
142-25 |
145-18 |
2-25 |
1.9% |
139-13 |
High |
146-03 |
146-12 |
0-09 |
0.2% |
146-12 |
Low |
142-24 |
143-29 |
1-05 |
0.8% |
139-13 |
Close |
145-21 |
144-09 |
-1-12 |
-0.9% |
144-09 |
Range |
3-11 |
2-15 |
-0-28 |
-26.2% |
6-31 |
ATR |
1-14 |
1-16 |
0-02 |
5.2% |
0-00 |
Volume |
164 |
288 |
124 |
75.6% |
645 |
|
Daily Pivots for day following 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152-08 |
150-24 |
145-20 |
|
R3 |
149-25 |
148-09 |
144-31 |
|
R2 |
147-10 |
147-10 |
144-23 |
|
R1 |
145-26 |
145-26 |
144-16 |
145-10 |
PP |
144-27 |
144-27 |
144-27 |
144-20 |
S1 |
143-11 |
143-11 |
144-02 |
142-28 |
S2 |
142-12 |
142-12 |
143-27 |
|
S3 |
139-29 |
140-28 |
143-19 |
|
S4 |
137-14 |
138-13 |
142-30 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-08 |
161-08 |
148-04 |
|
R3 |
157-09 |
154-09 |
146-06 |
|
R2 |
150-10 |
150-10 |
145-18 |
|
R1 |
147-10 |
147-10 |
144-29 |
148-26 |
PP |
143-11 |
143-11 |
143-11 |
144-04 |
S1 |
140-11 |
140-11 |
143-21 |
141-27 |
S2 |
136-12 |
136-12 |
143-00 |
|
S3 |
129-13 |
133-12 |
142-12 |
|
S4 |
122-14 |
126-13 |
140-14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
156-28 |
2.618 |
152-27 |
1.618 |
150-12 |
1.000 |
148-27 |
0.618 |
147-29 |
HIGH |
146-12 |
0.618 |
145-14 |
0.500 |
145-04 |
0.382 |
144-27 |
LOW |
143-29 |
0.618 |
142-12 |
1.000 |
141-14 |
1.618 |
139-29 |
2.618 |
137-14 |
4.250 |
133-13 |
|
|
Fisher Pivots for day following 23-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
145-04 |
144-00 |
PP |
144-27 |
143-22 |
S1 |
144-18 |
143-12 |
|