ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 26-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2011 |
26-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
145-18 |
143-30 |
-1-20 |
-1.1% |
139-13 |
High |
146-12 |
144-16 |
-1-28 |
-1.3% |
146-12 |
Low |
143-29 |
142-11 |
-1-18 |
-1.1% |
139-13 |
Close |
144-09 |
142-12 |
-1-29 |
-1.3% |
144-09 |
Range |
2-15 |
2-05 |
-0-10 |
-12.7% |
6-31 |
ATR |
1-16 |
1-18 |
0-01 |
3.1% |
0-00 |
Volume |
288 |
195 |
-93 |
-32.3% |
645 |
|
Daily Pivots for day following 26-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149-17 |
148-04 |
143-18 |
|
R3 |
147-12 |
145-31 |
142-31 |
|
R2 |
145-07 |
145-07 |
142-25 |
|
R1 |
143-26 |
143-26 |
142-18 |
143-14 |
PP |
143-02 |
143-02 |
143-02 |
142-28 |
S1 |
141-21 |
141-21 |
142-06 |
141-09 |
S2 |
140-29 |
140-29 |
141-31 |
|
S3 |
138-24 |
139-16 |
141-25 |
|
S4 |
136-19 |
137-11 |
141-06 |
|
|
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 |
153-21 |
2.618 |
150-05 |
1.618 |
148-00 |
1.000 |
146-21 |
0.618 |
145-27 |
HIGH |
144-16 |
0.618 |
143-22 |
0.500 |
143-14 |
0.382 |
143-05 |
LOW |
142-11 |
0.618 |
141-00 |
1.000 |
140-06 |
1.618 |
138-27 |
2.618 |
136-22 |
4.250 |
133-06 |
|
|
Fisher Pivots for day following 26-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
143-14 |
144-12 |
PP |
143-02 |
143-22 |
S1 |
142-23 |
143-01 |
|