ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 02-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2012 |
02-May-2012 |
Change |
Change % |
Previous Week |
Open |
142-03 |
141-14 |
-0-21 |
-0.5% |
141-08 |
High |
142-13 |
142-09 |
-0-04 |
-0.1% |
142-16 |
Low |
141-10 |
141-09 |
-0-01 |
0.0% |
140-18 |
Close |
141-10 |
142-02 |
0-24 |
0.5% |
141-30 |
Range |
1-03 |
1-00 |
-0-03 |
-8.6% |
1-30 |
ATR |
0-30 |
0-30 |
0-00 |
0.6% |
0-00 |
Volume |
461 |
295 |
-166 |
-36.0% |
1,917 |
|
Daily Pivots for day following 02-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144-28 |
144-15 |
142-20 |
|
R3 |
143-28 |
143-15 |
142-11 |
|
R2 |
142-28 |
142-28 |
142-08 |
|
R1 |
142-15 |
142-15 |
142-05 |
142-22 |
PP |
141-28 |
141-28 |
141-28 |
141-31 |
S1 |
141-15 |
141-15 |
141-31 |
141-22 |
S2 |
140-28 |
140-28 |
141-28 |
|
S3 |
139-28 |
140-15 |
141-25 |
|
S4 |
138-28 |
139-15 |
141-16 |
|
|
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 |
146-17 |
2.618 |
144-29 |
1.618 |
143-29 |
1.000 |
143-09 |
0.618 |
142-29 |
HIGH |
142-09 |
0.618 |
141-29 |
0.500 |
141-25 |
0.382 |
141-21 |
LOW |
141-09 |
0.618 |
140-21 |
1.000 |
140-09 |
1.618 |
139-21 |
2.618 |
138-21 |
4.250 |
137-01 |
|
|
Fisher Pivots for day following 02-May-2012 |
Pivot |
1 day |
3 day |
R1 |
141-31 |
142-00 |
PP |
141-28 |
141-29 |
S1 |
141-25 |
141-27 |
|