ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 03-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
136-08 |
137-11 |
1-03 |
0.8% |
136-22 |
| High |
137-17 |
137-25 |
0-08 |
0.2% |
138-01 |
| Low |
136-08 |
135-19 |
-0-21 |
-0.5% |
136-09 |
| Close |
137-01 |
135-27 |
-1-06 |
-0.9% |
136-25 |
| Range |
1-09 |
2-06 |
0-29 |
70.7% |
1-24 |
| ATR |
0-28 |
0-31 |
0-03 |
10.8% |
0-00 |
| Volume |
24 |
28 |
4 |
16.7% |
196 |
|
| Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-31 |
141-19 |
137-02 |
|
| R3 |
140-25 |
139-13 |
136-14 |
|
| R2 |
138-19 |
138-19 |
136-08 |
|
| R1 |
137-07 |
137-07 |
136-01 |
136-26 |
| PP |
136-13 |
136-13 |
136-13 |
136-06 |
| S1 |
135-01 |
135-01 |
135-21 |
134-20 |
| S2 |
134-07 |
134-07 |
135-14 |
|
| S3 |
132-01 |
132-27 |
135-08 |
|
| S4 |
129-27 |
130-21 |
134-20 |
|
|
| 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 |
147-02 |
|
2.618 |
143-16 |
|
1.618 |
141-10 |
|
1.000 |
139-31 |
|
0.618 |
139-04 |
|
HIGH |
137-25 |
|
0.618 |
136-30 |
|
0.500 |
136-22 |
|
0.382 |
136-14 |
|
LOW |
135-19 |
|
0.618 |
134-08 |
|
1.000 |
133-13 |
|
1.618 |
132-02 |
|
2.618 |
129-28 |
|
4.250 |
126-10 |
|
|
| Fisher Pivots for day following 03-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
136-22 |
136-26 |
| PP |
136-13 |
136-15 |
| S1 |
136-04 |
136-05 |
|