ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 27-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2012 |
27-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
141-00 |
142-00 |
1-00 |
0.7% |
141-08 |
High |
142-01 |
142-16 |
0-15 |
0.3% |
142-16 |
Low |
141-00 |
141-20 |
0-20 |
0.4% |
140-18 |
Close |
141-15 |
141-30 |
0-15 |
0.3% |
141-30 |
Range |
1-01 |
0-28 |
-0-05 |
-15.2% |
1-30 |
ATR |
0-31 |
0-31 |
0-00 |
0.6% |
0-00 |
Volume |
468 |
473 |
5 |
1.1% |
1,917 |
|
Daily Pivots for day following 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-21 |
144-05 |
142-13 |
|
R3 |
143-25 |
143-09 |
142-06 |
|
R2 |
142-29 |
142-29 |
142-03 |
|
R1 |
142-13 |
142-13 |
142-01 |
142-07 |
PP |
142-01 |
142-01 |
142-01 |
141-30 |
S1 |
141-17 |
141-17 |
141-27 |
141-11 |
S2 |
141-05 |
141-05 |
141-25 |
|
S3 |
140-09 |
140-21 |
141-22 |
|
S4 |
139-13 |
139-25 |
141-15 |
|
|
Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-15 |
146-21 |
143-00 |
|
R3 |
145-17 |
144-23 |
142-15 |
|
R2 |
143-19 |
143-19 |
142-09 |
|
R1 |
142-25 |
142-25 |
142-04 |
143-06 |
PP |
141-21 |
141-21 |
141-21 |
141-28 |
S1 |
140-27 |
140-27 |
141-24 |
141-08 |
S2 |
139-23 |
139-23 |
141-19 |
|
S3 |
137-25 |
138-29 |
141-13 |
|
S4 |
135-27 |
136-31 |
140-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
146-07 |
2.618 |
144-25 |
1.618 |
143-29 |
1.000 |
143-12 |
0.618 |
143-01 |
HIGH |
142-16 |
0.618 |
142-05 |
0.500 |
142-02 |
0.382 |
141-31 |
LOW |
141-20 |
0.618 |
141-03 |
1.000 |
140-24 |
1.618 |
140-07 |
2.618 |
139-11 |
4.250 |
137-29 |
|
|
Fisher Pivots for day following 27-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
142-02 |
141-26 |
PP |
142-01 |
141-21 |
S1 |
141-31 |
141-17 |
|