ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 11-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2011 |
11-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-24 |
139-10 |
-0-14 |
-0.3% |
142-29 |
| High |
139-24 |
139-21 |
-0-03 |
-0.1% |
145-31 |
| Low |
138-08 |
139-10 |
1-02 |
0.8% |
139-26 |
| Close |
138-04 |
139-11 |
1-07 |
0.9% |
140-26 |
| Range |
1-16 |
0-11 |
-1-05 |
-77.1% |
6-05 |
| ATR |
1-24 |
1-24 |
-0-01 |
-0.9% |
0-00 |
| Volume |
225 |
100 |
-125 |
-55.6% |
802 |
|
| Daily Pivots for day following 11-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-15 |
140-08 |
139-17 |
|
| R3 |
140-04 |
139-29 |
139-14 |
|
| R2 |
139-25 |
139-25 |
139-13 |
|
| R1 |
139-18 |
139-18 |
139-12 |
139-22 |
| PP |
139-14 |
139-14 |
139-14 |
139-16 |
| S1 |
139-07 |
139-07 |
139-10 |
139-10 |
| S2 |
139-03 |
139-03 |
139-09 |
|
| S3 |
138-24 |
138-28 |
139-08 |
|
| S4 |
138-13 |
138-17 |
139-05 |
|
|
| 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 |
141-04 |
|
2.618 |
140-18 |
|
1.618 |
140-07 |
|
1.000 |
140-00 |
|
0.618 |
139-28 |
|
HIGH |
139-21 |
|
0.618 |
139-17 |
|
0.500 |
139-16 |
|
0.382 |
139-14 |
|
LOW |
139-10 |
|
0.618 |
139-03 |
|
1.000 |
138-31 |
|
1.618 |
138-24 |
|
2.618 |
138-13 |
|
4.250 |
137-27 |
|
|
| Fisher Pivots for day following 11-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-16 |
140-06 |
| PP |
139-14 |
139-29 |
| S1 |
139-12 |
139-20 |
|