ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
138-22 |
135-20 |
-3-02 |
-2.2% |
139-26 |
High |
138-22 |
135-20 |
-3-02 |
-2.2% |
140-29 |
Low |
138-11 |
135-20 |
-2-23 |
-2.0% |
139-07 |
Close |
138-11 |
135-20 |
-2-23 |
-2.0% |
139-07 |
Range |
0-11 |
0-00 |
-0-11 |
-100.0% |
1-22 |
ATR |
|
|
|
|
|
Volume |
8 |
100 |
92 |
1,150.0% |
40 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-20 |
135-20 |
135-20 |
|
R3 |
135-20 |
135-20 |
135-20 |
|
R2 |
135-20 |
135-20 |
135-20 |
|
R1 |
135-20 |
135-20 |
135-20 |
135-20 |
PP |
135-20 |
135-20 |
135-20 |
135-20 |
S1 |
135-20 |
135-20 |
135-20 |
135-20 |
S2 |
135-20 |
135-20 |
135-20 |
|
S3 |
135-20 |
135-20 |
135-20 |
|
S4 |
135-20 |
135-20 |
135-20 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-27 |
143-23 |
140-05 |
|
R3 |
143-05 |
142-01 |
139-22 |
|
R2 |
141-15 |
141-15 |
139-17 |
|
R1 |
140-11 |
140-11 |
139-12 |
140-02 |
PP |
139-25 |
139-25 |
139-25 |
139-20 |
S1 |
138-21 |
138-21 |
139-02 |
138-12 |
S2 |
138-03 |
138-03 |
138-29 |
|
S3 |
136-13 |
136-31 |
138-24 |
|
S4 |
134-23 |
135-09 |
138-09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
135-20 |
2.618 |
135-20 |
1.618 |
135-20 |
1.000 |
135-20 |
0.618 |
135-20 |
HIGH |
135-20 |
0.618 |
135-20 |
0.500 |
135-20 |
0.382 |
135-20 |
LOW |
135-20 |
0.618 |
135-20 |
1.000 |
135-20 |
1.618 |
135-20 |
2.618 |
135-20 |
4.250 |
135-20 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
135-20 |
137-17 |
PP |
135-20 |
136-29 |
S1 |
135-20 |
136-08 |
|