ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 02-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2012 |
02-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
138-00 |
136-08 |
-1-24 |
-1.3% |
136-22 |
| High |
138-00 |
137-17 |
-0-15 |
-0.3% |
138-01 |
| Low |
136-22 |
136-08 |
-0-14 |
-0.3% |
136-09 |
| Close |
136-25 |
137-01 |
0-08 |
0.2% |
136-25 |
| Range |
1-10 |
1-09 |
-0-01 |
-2.4% |
1-24 |
| ATR |
0-27 |
0-28 |
0-01 |
3.8% |
0-00 |
| Volume |
71 |
24 |
-47 |
-66.2% |
196 |
|
| Daily Pivots for day following 02-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-25 |
140-06 |
137-24 |
|
| R3 |
139-16 |
138-29 |
137-12 |
|
| R2 |
138-07 |
138-07 |
137-09 |
|
| R1 |
137-20 |
137-20 |
137-05 |
137-30 |
| PP |
136-30 |
136-30 |
136-30 |
137-03 |
| S1 |
136-11 |
136-11 |
136-29 |
136-20 |
| S2 |
135-21 |
135-21 |
136-25 |
|
| S3 |
134-12 |
135-02 |
136-22 |
|
| S4 |
133-03 |
133-25 |
136-10 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-09 |
141-09 |
137-24 |
|
| R3 |
140-17 |
139-17 |
137-08 |
|
| R2 |
138-25 |
138-25 |
137-03 |
|
| R1 |
137-25 |
137-25 |
136-30 |
138-09 |
| PP |
137-01 |
137-01 |
137-01 |
137-09 |
| S1 |
136-01 |
136-01 |
136-20 |
136-17 |
| S2 |
135-09 |
135-09 |
136-15 |
|
| S3 |
133-17 |
134-09 |
136-10 |
|
| S4 |
131-25 |
132-17 |
135-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142-31 |
|
2.618 |
140-28 |
|
1.618 |
139-19 |
|
1.000 |
138-26 |
|
0.618 |
138-10 |
|
HIGH |
137-17 |
|
0.618 |
137-01 |
|
0.500 |
136-28 |
|
0.382 |
136-24 |
|
LOW |
136-08 |
|
0.618 |
135-15 |
|
1.000 |
134-31 |
|
1.618 |
134-06 |
|
2.618 |
132-29 |
|
4.250 |
130-26 |
|
|
| Fisher Pivots for day following 02-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-00 |
137-04 |
| PP |
136-30 |
137-03 |
| S1 |
136-28 |
137-02 |
|