ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 20-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2012 |
20-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
140-26 |
141-08 |
0-14 |
0.3% |
140-25 |
High |
141-17 |
141-10 |
-0-07 |
-0.2% |
141-17 |
Low |
140-21 |
140-23 |
0-02 |
0.0% |
140-10 |
Close |
141-13 |
141-05 |
-0-08 |
-0.2% |
141-05 |
Range |
0-28 |
0-19 |
-0-09 |
-32.1% |
1-07 |
ATR |
0-30 |
0-30 |
-0-01 |
-1.9% |
0-00 |
Volume |
78 |
177 |
99 |
126.9% |
639 |
|
Daily Pivots for day following 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-27 |
142-19 |
141-15 |
|
R3 |
142-08 |
142-00 |
141-10 |
|
R2 |
141-21 |
141-21 |
141-08 |
|
R1 |
141-13 |
141-13 |
141-07 |
141-08 |
PP |
141-02 |
141-02 |
141-02 |
140-31 |
S1 |
140-26 |
140-26 |
141-03 |
140-20 |
S2 |
140-15 |
140-15 |
141-02 |
|
S3 |
139-28 |
140-07 |
141-00 |
|
S4 |
139-09 |
139-20 |
140-27 |
|
|
Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-21 |
144-04 |
141-26 |
|
R3 |
143-14 |
142-29 |
141-16 |
|
R2 |
142-07 |
142-07 |
141-12 |
|
R1 |
141-22 |
141-22 |
141-09 |
141-30 |
PP |
141-00 |
141-00 |
141-00 |
141-04 |
S1 |
140-15 |
140-15 |
141-01 |
140-24 |
S2 |
139-25 |
139-25 |
140-30 |
|
S3 |
138-18 |
139-08 |
140-26 |
|
S4 |
137-11 |
138-01 |
140-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
143-27 |
2.618 |
142-28 |
1.618 |
142-09 |
1.000 |
141-29 |
0.618 |
141-22 |
HIGH |
141-10 |
0.618 |
141-03 |
0.500 |
141-00 |
0.382 |
140-30 |
LOW |
140-23 |
0.618 |
140-11 |
1.000 |
140-04 |
1.618 |
139-24 |
2.618 |
139-05 |
4.250 |
138-06 |
|
|
Fisher Pivots for day following 20-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
141-04 |
141-04 |
PP |
141-02 |
141-03 |
S1 |
141-00 |
141-02 |
|