ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 19-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2012 |
19-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
140-20 |
140-26 |
0-06 |
0.1% |
139-12 |
High |
141-02 |
141-17 |
0-15 |
0.3% |
140-27 |
Low |
140-20 |
140-21 |
0-01 |
0.0% |
139-04 |
Close |
140-30 |
141-13 |
0-15 |
0.3% |
140-19 |
Range |
0-14 |
0-28 |
0-14 |
100.0% |
1-23 |
ATR |
0-30 |
0-30 |
0-00 |
-0.6% |
0-00 |
Volume |
97 |
78 |
-19 |
-19.6% |
300 |
|
Daily Pivots for day following 19-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-26 |
143-16 |
141-28 |
|
R3 |
142-30 |
142-20 |
141-21 |
|
R2 |
142-02 |
142-02 |
141-18 |
|
R1 |
141-24 |
141-24 |
141-16 |
141-29 |
PP |
141-06 |
141-06 |
141-06 |
141-09 |
S1 |
140-28 |
140-28 |
141-10 |
141-01 |
S2 |
140-10 |
140-10 |
141-08 |
|
S3 |
139-14 |
140-00 |
141-05 |
|
S4 |
138-18 |
139-04 |
140-30 |
|
|
Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-11 |
144-22 |
141-17 |
|
R3 |
143-20 |
142-31 |
141-02 |
|
R2 |
141-29 |
141-29 |
140-29 |
|
R1 |
141-08 |
141-08 |
140-24 |
141-18 |
PP |
140-06 |
140-06 |
140-06 |
140-11 |
S1 |
139-17 |
139-17 |
140-14 |
139-28 |
S2 |
138-15 |
138-15 |
140-09 |
|
S3 |
136-24 |
137-26 |
140-04 |
|
S4 |
135-01 |
136-03 |
139-21 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
145-08 |
2.618 |
143-26 |
1.618 |
142-30 |
1.000 |
142-13 |
0.618 |
142-02 |
HIGH |
141-17 |
0.618 |
141-06 |
0.500 |
141-03 |
0.382 |
141-00 |
LOW |
140-21 |
0.618 |
140-04 |
1.000 |
139-25 |
1.618 |
139-08 |
2.618 |
138-12 |
4.250 |
136-30 |
|
|
Fisher Pivots for day following 19-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
141-10 |
141-08 |
PP |
141-06 |
141-03 |
S1 |
141-03 |
140-30 |
|