ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 20-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
135-22 |
134-30 |
-0-24 |
-0.6% |
139-14 |
| High |
135-28 |
134-30 |
-0-30 |
-0.7% |
139-14 |
| Low |
134-12 |
134-08 |
-0-04 |
-0.1% |
134-24 |
| Close |
134-12 |
134-20 |
0-08 |
0.2% |
135-14 |
| Range |
1-16 |
0-22 |
-0-26 |
-54.2% |
4-22 |
| ATR |
0-27 |
0-27 |
0-00 |
-1.4% |
0-00 |
| Volume |
11 |
17 |
6 |
54.5% |
158 |
|
| Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-21 |
136-11 |
135-00 |
|
| R3 |
135-31 |
135-21 |
134-26 |
|
| R2 |
135-09 |
135-09 |
134-24 |
|
| R1 |
134-31 |
134-31 |
134-22 |
134-25 |
| PP |
134-19 |
134-19 |
134-19 |
134-16 |
| S1 |
134-09 |
134-09 |
134-18 |
134-03 |
| S2 |
133-29 |
133-29 |
134-16 |
|
| S3 |
133-07 |
133-19 |
134-14 |
|
| S4 |
132-17 |
132-29 |
134-08 |
|
|
| Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
150-19 |
147-23 |
138-00 |
|
| R3 |
145-29 |
143-01 |
136-23 |
|
| R2 |
141-07 |
141-07 |
136-10 |
|
| R1 |
138-11 |
138-11 |
135-28 |
137-14 |
| PP |
136-17 |
136-17 |
136-17 |
136-03 |
| S1 |
133-21 |
133-21 |
135-00 |
132-24 |
| S2 |
131-27 |
131-27 |
134-18 |
|
| S3 |
127-05 |
128-31 |
134-05 |
|
| S4 |
122-15 |
124-09 |
132-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-28 |
|
2.618 |
136-24 |
|
1.618 |
136-02 |
|
1.000 |
135-20 |
|
0.618 |
135-12 |
|
HIGH |
134-30 |
|
0.618 |
134-22 |
|
0.500 |
134-19 |
|
0.382 |
134-16 |
|
LOW |
134-08 |
|
0.618 |
133-26 |
|
1.000 |
133-18 |
|
1.618 |
133-04 |
|
2.618 |
132-14 |
|
4.250 |
131-10 |
|
|
| Fisher Pivots for day following 20-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
134-20 |
135-02 |
| PP |
134-19 |
134-29 |
| S1 |
134-19 |
134-25 |
|