ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 10-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2012 |
10-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
139-12 |
139-06 |
-0-06 |
-0.1% |
136-08 |
| High |
139-28 |
140-21 |
0-25 |
0.6% |
139-11 |
| Low |
139-12 |
139-04 |
-0-08 |
-0.2% |
135-19 |
| Close |
139-23 |
140-17 |
0-26 |
0.6% |
139-11 |
| Range |
0-16 |
1-17 |
1-01 |
206.3% |
3-24 |
| ATR |
0-31 |
1-01 |
0-01 |
4.0% |
0-00 |
| Volume |
12 |
14 |
2 |
16.7% |
203 |
|
| Daily Pivots for day following 10-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-22 |
144-05 |
141-12 |
|
| R3 |
143-05 |
142-20 |
140-30 |
|
| R2 |
141-20 |
141-20 |
140-26 |
|
| R1 |
141-03 |
141-03 |
140-21 |
141-12 |
| PP |
140-03 |
140-03 |
140-03 |
140-08 |
| S1 |
139-18 |
139-18 |
140-13 |
139-26 |
| S2 |
138-18 |
138-18 |
140-08 |
|
| S3 |
137-01 |
138-01 |
140-04 |
|
| S4 |
135-16 |
136-16 |
139-22 |
|
|
| Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149-11 |
148-03 |
141-13 |
|
| R3 |
145-19 |
144-11 |
140-12 |
|
| R2 |
141-27 |
141-27 |
140-01 |
|
| R1 |
140-19 |
140-19 |
139-22 |
141-07 |
| PP |
138-03 |
138-03 |
138-03 |
138-13 |
| S1 |
136-27 |
136-27 |
139-00 |
137-15 |
| S2 |
134-11 |
134-11 |
138-21 |
|
| S3 |
130-19 |
133-03 |
138-10 |
|
| S4 |
126-27 |
129-11 |
137-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-05 |
|
2.618 |
144-21 |
|
1.618 |
143-04 |
|
1.000 |
142-06 |
|
0.618 |
141-19 |
|
HIGH |
140-21 |
|
0.618 |
140-02 |
|
0.500 |
139-28 |
|
0.382 |
139-23 |
|
LOW |
139-04 |
|
0.618 |
138-06 |
|
1.000 |
137-19 |
|
1.618 |
136-21 |
|
2.618 |
135-04 |
|
4.250 |
132-20 |
|
|
| Fisher Pivots for day following 10-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-10 |
140-01 |
| PP |
140-03 |
139-17 |
| S1 |
139-28 |
139-00 |
|