ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 15-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
135-20 |
134-24 |
-0-28 |
-0.6% |
139-26 |
| High |
135-20 |
135-18 |
-0-02 |
0.0% |
140-29 |
| Low |
135-20 |
134-24 |
-0-28 |
-0.6% |
139-07 |
| Close |
135-20 |
135-17 |
-0-03 |
-0.1% |
139-07 |
| Range |
0-00 |
0-26 |
0-26 |
|
1-22 |
| ATR |
|
|
|
|
|
| Volume |
100 |
36 |
-64 |
-64.0% |
40 |
|
| Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-23 |
137-14 |
135-31 |
|
| R3 |
136-29 |
136-20 |
135-24 |
|
| R2 |
136-03 |
136-03 |
135-22 |
|
| R1 |
135-26 |
135-26 |
135-19 |
135-30 |
| PP |
135-09 |
135-09 |
135-09 |
135-11 |
| S1 |
135-00 |
135-00 |
135-15 |
135-04 |
| S2 |
134-15 |
134-15 |
135-12 |
|
| S3 |
133-21 |
134-06 |
135-10 |
|
| S4 |
132-27 |
133-12 |
135-03 |
|
|
| 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 |
139-00 |
|
2.618 |
137-22 |
|
1.618 |
136-28 |
|
1.000 |
136-12 |
|
0.618 |
136-02 |
|
HIGH |
135-18 |
|
0.618 |
135-08 |
|
0.500 |
135-05 |
|
0.382 |
135-02 |
|
LOW |
134-24 |
|
0.618 |
134-08 |
|
1.000 |
133-30 |
|
1.618 |
133-14 |
|
2.618 |
132-20 |
|
4.250 |
131-10 |
|
|
| Fisher Pivots for day following 15-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
135-13 |
136-23 |
| PP |
135-09 |
136-10 |
| S1 |
135-05 |
135-30 |
|