ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 12-Oct-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2011 |
12-Oct-2011 |
Change |
Change % |
Previous Week |
| Open |
139-10 |
139-13 |
0-03 |
0.1% |
142-29 |
| High |
139-21 |
139-13 |
-0-08 |
-0.2% |
145-31 |
| Low |
139-10 |
137-20 |
-1-22 |
-1.2% |
139-26 |
| Close |
139-11 |
137-31 |
-1-12 |
-1.0% |
140-26 |
| Range |
0-11 |
1-25 |
1-14 |
418.2% |
6-05 |
| ATR |
1-24 |
1-24 |
0-00 |
0.2% |
0-00 |
| Volume |
100 |
35 |
-65 |
-65.0% |
802 |
|
| Daily Pivots for day following 12-Oct-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-22 |
142-19 |
138-30 |
|
| R3 |
141-29 |
140-26 |
138-15 |
|
| R2 |
140-04 |
140-04 |
138-09 |
|
| R1 |
139-01 |
139-01 |
138-04 |
138-22 |
| PP |
138-11 |
138-11 |
138-11 |
138-05 |
| S1 |
137-08 |
137-08 |
137-26 |
136-29 |
| S2 |
136-18 |
136-18 |
137-21 |
|
| S3 |
134-25 |
135-15 |
137-15 |
|
| S4 |
133-00 |
133-22 |
137-00 |
|
|
| 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 |
146-31 |
|
2.618 |
144-02 |
|
1.618 |
142-09 |
|
1.000 |
141-06 |
|
0.618 |
140-16 |
|
HIGH |
139-13 |
|
0.618 |
138-23 |
|
0.500 |
138-16 |
|
0.382 |
138-10 |
|
LOW |
137-20 |
|
0.618 |
136-17 |
|
1.000 |
135-27 |
|
1.618 |
134-24 |
|
2.618 |
132-31 |
|
4.250 |
130-02 |
|
|
| Fisher Pivots for day following 12-Oct-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-16 |
138-22 |
| PP |
138-11 |
138-14 |
| S1 |
138-05 |
138-07 |
|