ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 29-Mar-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
| Open |
137-12 |
137-05 |
-0-07 |
-0.2% |
135-22 |
| High |
137-18 |
138-01 |
0-15 |
0.3% |
136-29 |
| Low |
137-03 |
137-05 |
0-02 |
0.0% |
134-08 |
| Close |
137-10 |
137-30 |
0-20 |
0.5% |
136-25 |
| Range |
0-15 |
0-28 |
0-13 |
86.7% |
2-21 |
| ATR |
0-26 |
0-26 |
0-00 |
0.7% |
0-00 |
| Volume |
88 |
32 |
-56 |
-63.6% |
59 |
|
| Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-11 |
140-00 |
138-13 |
|
| R3 |
139-15 |
139-04 |
138-06 |
|
| R2 |
138-19 |
138-19 |
138-03 |
|
| R1 |
138-08 |
138-08 |
138-01 |
138-14 |
| PP |
137-23 |
137-23 |
137-23 |
137-25 |
| S1 |
137-12 |
137-12 |
137-27 |
137-18 |
| S2 |
136-27 |
136-27 |
137-25 |
|
| S3 |
135-31 |
136-16 |
137-22 |
|
| S4 |
135-03 |
135-20 |
137-15 |
|
|
| Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-30 |
143-01 |
138-08 |
|
| R3 |
141-09 |
140-12 |
137-16 |
|
| R2 |
138-20 |
138-20 |
137-09 |
|
| R1 |
137-23 |
137-23 |
137-01 |
138-06 |
| PP |
135-31 |
135-31 |
135-31 |
136-07 |
| S1 |
135-02 |
135-02 |
136-17 |
135-16 |
| S2 |
133-10 |
133-10 |
136-09 |
|
| S3 |
130-21 |
132-13 |
136-02 |
|
| S4 |
128-00 |
129-24 |
135-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
141-24 |
|
2.618 |
140-10 |
|
1.618 |
139-14 |
|
1.000 |
138-29 |
|
0.618 |
138-18 |
|
HIGH |
138-01 |
|
0.618 |
137-22 |
|
0.500 |
137-19 |
|
0.382 |
137-16 |
|
LOW |
137-05 |
|
0.618 |
136-20 |
|
1.000 |
136-09 |
|
1.618 |
135-24 |
|
2.618 |
134-28 |
|
4.250 |
133-14 |
|
|
| Fisher Pivots for day following 29-Mar-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-26 |
137-25 |
| PP |
137-23 |
137-20 |
| S1 |
137-19 |
137-14 |
|