ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 12-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2012 |
12-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140-15 |
139-27 |
-0-20 |
-0.4% |
136-08 |
| High |
140-15 |
140-03 |
-0-12 |
-0.3% |
139-11 |
| Low |
139-19 |
139-11 |
-0-08 |
-0.2% |
135-19 |
| Close |
139-29 |
139-19 |
-0-10 |
-0.2% |
139-11 |
| Range |
0-28 |
0-24 |
-0-04 |
-14.3% |
3-24 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.9% |
0-00 |
| Volume |
118 |
35 |
-83 |
-70.3% |
203 |
|
| Daily Pivots for day following 12-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-30 |
141-16 |
140-00 |
|
| R3 |
141-06 |
140-24 |
139-26 |
|
| R2 |
140-14 |
140-14 |
139-23 |
|
| R1 |
140-00 |
140-00 |
139-21 |
139-27 |
| PP |
139-22 |
139-22 |
139-22 |
139-19 |
| S1 |
139-08 |
139-08 |
139-17 |
139-03 |
| S2 |
138-30 |
138-30 |
139-15 |
|
| S3 |
138-06 |
138-16 |
139-12 |
|
| S4 |
137-14 |
137-24 |
139-06 |
|
|
| 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 |
143-09 |
|
2.618 |
142-02 |
|
1.618 |
141-10 |
|
1.000 |
140-27 |
|
0.618 |
140-18 |
|
HIGH |
140-03 |
|
0.618 |
139-26 |
|
0.500 |
139-23 |
|
0.382 |
139-20 |
|
LOW |
139-11 |
|
0.618 |
138-28 |
|
1.000 |
138-19 |
|
1.618 |
138-04 |
|
2.618 |
137-12 |
|
4.250 |
136-05 |
|
|
| Fisher Pivots for day following 12-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
139-23 |
139-28 |
| PP |
139-22 |
139-25 |
| S1 |
139-20 |
139-22 |
|