ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 07-Oct-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2011 |
07-Oct-2011 |
Change |
Change % |
Previous Week |
Open |
143-02 |
142-05 |
-0-29 |
-0.6% |
142-29 |
High |
143-02 |
142-05 |
-0-29 |
-0.6% |
145-31 |
Low |
142-00 |
139-26 |
-2-06 |
-1.5% |
139-26 |
Close |
141-31 |
140-26 |
-1-05 |
-0.8% |
140-26 |
Range |
1-02 |
2-11 |
1-09 |
120.6% |
6-05 |
ATR |
1-20 |
1-22 |
0-02 |
3.1% |
0-00 |
Volume |
247 |
124 |
-123 |
-49.8% |
802 |
|
Daily Pivots for day following 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-31 |
146-23 |
142-03 |
|
R3 |
145-20 |
144-12 |
141-15 |
|
R2 |
143-09 |
143-09 |
141-08 |
|
R1 |
142-01 |
142-01 |
141-01 |
141-16 |
PP |
140-30 |
140-30 |
140-30 |
140-21 |
S1 |
139-22 |
139-22 |
140-19 |
139-04 |
S2 |
138-19 |
138-19 |
140-12 |
|
S3 |
136-08 |
137-11 |
140-05 |
|
S4 |
133-29 |
135-00 |
139-17 |
|
|
Weekly Pivots for week ending 07-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160-21 |
156-29 |
144-06 |
|
R3 |
154-16 |
150-24 |
142-16 |
|
R2 |
148-11 |
148-11 |
141-30 |
|
R1 |
144-19 |
144-19 |
141-12 |
143-12 |
PP |
142-06 |
142-06 |
142-06 |
141-19 |
S1 |
138-14 |
138-14 |
140-08 |
137-08 |
S2 |
136-01 |
136-01 |
139-22 |
|
S3 |
129-28 |
132-09 |
139-04 |
|
S4 |
123-23 |
126-04 |
137-14 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
152-04 |
2.618 |
148-09 |
1.618 |
145-30 |
1.000 |
144-16 |
0.618 |
143-19 |
HIGH |
142-05 |
0.618 |
141-08 |
0.500 |
141-00 |
0.382 |
140-23 |
LOW |
139-26 |
0.618 |
138-12 |
1.000 |
137-15 |
1.618 |
136-01 |
2.618 |
133-22 |
4.250 |
129-27 |
|
|
Fisher Pivots for day following 07-Oct-2011 |
Pivot |
1 day |
3 day |
R1 |
141-00 |
142-01 |
PP |
140-30 |
141-20 |
S1 |
140-28 |
141-07 |
|