ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 29-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2011 |
29-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
141-02 |
140-30 |
-0-04 |
-0.1% |
139-13 |
High |
141-02 |
141-12 |
0-10 |
0.2% |
146-12 |
Low |
140-03 |
140-16 |
0-13 |
0.3% |
139-13 |
Close |
140-11 |
141-18 |
1-07 |
0.9% |
144-09 |
Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
6-31 |
ATR |
1-18 |
1-17 |
-0-01 |
-2.4% |
0-00 |
Volume |
182 |
127 |
-55 |
-30.2% |
645 |
|
Daily Pivots for day following 29-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-25 |
143-17 |
142-01 |
|
R3 |
142-29 |
142-21 |
141-26 |
|
R2 |
142-01 |
142-01 |
141-23 |
|
R1 |
141-25 |
141-25 |
141-21 |
141-29 |
PP |
141-05 |
141-05 |
141-05 |
141-06 |
S1 |
140-29 |
140-29 |
141-15 |
141-01 |
S2 |
140-09 |
140-09 |
141-13 |
|
S3 |
139-13 |
140-01 |
141-10 |
|
S4 |
138-17 |
139-05 |
141-03 |
|
|
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 |
145-03 |
2.618 |
143-21 |
1.618 |
142-25 |
1.000 |
142-08 |
0.618 |
141-29 |
HIGH |
141-12 |
0.618 |
141-01 |
0.500 |
140-30 |
0.382 |
140-27 |
LOW |
140-16 |
0.618 |
139-31 |
1.000 |
139-20 |
1.618 |
139-03 |
2.618 |
138-07 |
4.250 |
136-25 |
|
|
Fisher Pivots for day following 29-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
141-11 |
141-15 |
PP |
141-05 |
141-12 |
S1 |
140-30 |
141-10 |
|