ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 04-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2011 |
04-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
142-29 |
144-24 |
1-27 |
1.3% |
143-30 |
High |
145-12 |
145-31 |
0-19 |
0.4% |
144-16 |
Low |
142-27 |
144-01 |
1-06 |
0.8% |
140-03 |
Close |
144-28 |
144-31 |
0-03 |
0.1% |
142-04 |
Range |
2-17 |
1-30 |
-0-19 |
-23.5% |
4-13 |
ATR |
1-21 |
1-21 |
0-01 |
1.3% |
0-00 |
Volume |
51 |
206 |
155 |
303.9% |
723 |
|
Daily Pivots for day following 04-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150-26 |
149-26 |
146-01 |
|
R3 |
148-28 |
147-28 |
145-16 |
|
R2 |
146-30 |
146-30 |
145-10 |
|
R1 |
145-30 |
145-30 |
145-05 |
146-14 |
PP |
145-00 |
145-00 |
145-00 |
145-08 |
S1 |
144-00 |
144-00 |
144-25 |
144-16 |
S2 |
143-02 |
143-02 |
144-20 |
|
S3 |
141-04 |
142-02 |
144-14 |
|
S4 |
139-06 |
140-04 |
143-29 |
|
|
Weekly Pivots for week ending 30-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
155-15 |
153-06 |
144-18 |
|
R3 |
151-02 |
148-25 |
143-11 |
|
R2 |
146-21 |
146-21 |
142-30 |
|
R1 |
144-12 |
144-12 |
142-17 |
143-10 |
PP |
142-08 |
142-08 |
142-08 |
141-22 |
S1 |
139-31 |
139-31 |
141-23 |
138-29 |
S2 |
137-27 |
137-27 |
141-10 |
|
S3 |
133-14 |
135-18 |
140-29 |
|
S4 |
129-01 |
131-05 |
139-22 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
154-06 |
2.618 |
151-01 |
1.618 |
149-03 |
1.000 |
147-29 |
0.618 |
147-05 |
HIGH |
145-31 |
0.618 |
145-07 |
0.500 |
145-00 |
0.382 |
144-25 |
LOW |
144-01 |
0.618 |
142-27 |
1.000 |
142-03 |
1.618 |
140-29 |
2.618 |
138-31 |
4.250 |
135-26 |
|
|
Fisher Pivots for day following 04-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
145-00 |
144-15 |
PP |
145-00 |
144-00 |
S1 |
144-31 |
143-16 |
|