ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
142-16 |
141-02 |
-1-14 |
-1.0% |
139-13 |
High |
142-16 |
141-02 |
-1-14 |
-1.0% |
146-12 |
Low |
140-10 |
140-03 |
-0-07 |
-0.2% |
139-13 |
Close |
140-07 |
140-11 |
0-04 |
0.1% |
144-09 |
Range |
2-06 |
0-31 |
-1-07 |
-55.7% |
6-31 |
ATR |
1-19 |
1-18 |
-0-01 |
-2.8% |
0-00 |
Volume |
141 |
182 |
41 |
29.1% |
645 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-13 |
142-27 |
140-28 |
|
R3 |
142-14 |
141-28 |
140-20 |
|
R2 |
141-15 |
141-15 |
140-17 |
|
R1 |
140-29 |
140-29 |
140-14 |
140-22 |
PP |
140-16 |
140-16 |
140-16 |
140-13 |
S1 |
139-30 |
139-30 |
140-08 |
139-24 |
S2 |
139-17 |
139-17 |
140-05 |
|
S3 |
138-18 |
138-31 |
140-02 |
|
S4 |
137-19 |
138-00 |
139-26 |
|
|
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 |
145-06 |
2.618 |
143-19 |
1.618 |
142-20 |
1.000 |
142-01 |
0.618 |
141-21 |
HIGH |
141-02 |
0.618 |
140-22 |
0.500 |
140-18 |
0.382 |
140-15 |
LOW |
140-03 |
0.618 |
139-16 |
1.000 |
139-04 |
1.618 |
138-17 |
2.618 |
137-18 |
4.250 |
135-31 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
140-18 |
142-10 |
PP |
140-16 |
141-21 |
S1 |
140-14 |
141-00 |
|