ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 03-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2012 |
03-May-2012 |
Change |
Change % |
Previous Week |
Open |
141-14 |
142-03 |
0-21 |
0.5% |
141-08 |
High |
142-09 |
142-06 |
-0-03 |
-0.1% |
142-16 |
Low |
141-09 |
141-18 |
0-09 |
0.2% |
140-18 |
Close |
142-02 |
142-02 |
0-00 |
0.0% |
141-30 |
Range |
1-00 |
0-20 |
-0-12 |
-37.5% |
1-30 |
ATR |
0-30 |
0-29 |
-0-01 |
-2.4% |
0-00 |
Volume |
295 |
293 |
-2 |
-0.7% |
1,917 |
|
Daily Pivots for day following 03-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143-26 |
143-18 |
142-13 |
|
R3 |
143-06 |
142-30 |
142-08 |
|
R2 |
142-18 |
142-18 |
142-06 |
|
R1 |
142-10 |
142-10 |
142-04 |
142-04 |
PP |
141-30 |
141-30 |
141-30 |
141-27 |
S1 |
141-22 |
141-22 |
142-00 |
141-16 |
S2 |
141-10 |
141-10 |
141-30 |
|
S3 |
140-22 |
141-02 |
141-28 |
|
S4 |
140-02 |
140-14 |
141-23 |
|
|
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 |
144-27 |
2.618 |
143-26 |
1.618 |
143-06 |
1.000 |
142-26 |
0.618 |
142-18 |
HIGH |
142-06 |
0.618 |
141-30 |
0.500 |
141-28 |
0.382 |
141-26 |
LOW |
141-18 |
0.618 |
141-06 |
1.000 |
140-30 |
1.618 |
140-18 |
2.618 |
139-30 |
4.250 |
138-29 |
|
|
Fisher Pivots for day following 03-May-2012 |
Pivot |
1 day |
3 day |
R1 |
142-00 |
142-00 |
PP |
141-30 |
141-29 |
S1 |
141-28 |
141-27 |
|