ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 06-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2011 |
06-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
144-08 |
143-02 |
-1-06 |
-0.8% |
143-30 |
High |
144-08 |
143-02 |
-1-06 |
-0.8% |
144-16 |
Low |
143-03 |
142-00 |
-1-03 |
-0.8% |
140-03 |
Close |
143-04 |
141-31 |
-1-05 |
-0.8% |
142-04 |
Range |
1-05 |
1-02 |
-0-03 |
-8.1% |
4-13 |
ATR |
1-22 |
1-20 |
-0-01 |
-2.4% |
0-00 |
Volume |
174 |
247 |
73 |
42.0% |
723 |
|
Daily Pivots for day following 06-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-17 |
144-26 |
142-18 |
|
R3 |
144-15 |
143-24 |
142-08 |
|
R2 |
143-13 |
143-13 |
142-05 |
|
R1 |
142-22 |
142-22 |
142-02 |
142-16 |
PP |
142-11 |
142-11 |
142-11 |
142-08 |
S1 |
141-20 |
141-20 |
141-28 |
141-14 |
S2 |
141-09 |
141-09 |
141-25 |
|
S3 |
140-07 |
140-18 |
141-22 |
|
S4 |
139-05 |
139-16 |
141-12 |
|
|
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 |
147-18 |
2.618 |
145-27 |
1.618 |
144-25 |
1.000 |
144-04 |
0.618 |
143-23 |
HIGH |
143-02 |
0.618 |
142-21 |
0.500 |
142-17 |
0.382 |
142-13 |
LOW |
142-00 |
0.618 |
141-11 |
1.000 |
140-30 |
1.618 |
140-09 |
2.618 |
139-07 |
4.250 |
137-16 |
|
|
Fisher Pivots for day following 06-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
142-17 |
144-00 |
PP |
142-11 |
143-10 |
S1 |
142-05 |
142-20 |
|