ECBOT 30 Year Treasury Bond Future September 2012
Trading Metrics calculated at close of trading on 07-May-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2012 |
07-May-2012 |
Change |
Change % |
Previous Week |
Open |
142-00 |
143-05 |
1-05 |
0.8% |
142-06 |
High |
143-00 |
143-27 |
0-27 |
0.6% |
143-00 |
Low |
141-30 |
142-27 |
0-29 |
0.6% |
141-09 |
Close |
142-29 |
143-00 |
0-03 |
0.1% |
142-29 |
Range |
1-02 |
1-00 |
-0-02 |
-5.9% |
1-23 |
ATR |
0-29 |
0-30 |
0-00 |
0.6% |
0-00 |
Volume |
708 |
1,057 |
349 |
49.3% |
2,015 |
|
Daily Pivots for day following 07-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
146-07 |
145-20 |
143-18 |
|
R3 |
145-07 |
144-20 |
143-09 |
|
R2 |
144-07 |
144-07 |
143-06 |
|
R1 |
143-20 |
143-20 |
143-03 |
143-14 |
PP |
143-07 |
143-07 |
143-07 |
143-04 |
S1 |
142-20 |
142-20 |
142-29 |
142-14 |
S2 |
142-07 |
142-07 |
142-26 |
|
S3 |
141-07 |
141-20 |
142-23 |
|
S4 |
140-07 |
140-20 |
142-14 |
|
|
Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-18 |
146-30 |
143-27 |
|
R3 |
145-27 |
145-07 |
143-12 |
|
R2 |
144-04 |
144-04 |
143-07 |
|
R1 |
143-16 |
143-16 |
143-02 |
143-26 |
PP |
142-13 |
142-13 |
142-13 |
142-18 |
S1 |
141-25 |
141-25 |
142-24 |
142-03 |
S2 |
140-22 |
140-22 |
142-19 |
|
S3 |
138-31 |
140-02 |
142-14 |
|
S4 |
137-08 |
138-11 |
141-31 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
148-03 |
2.618 |
146-15 |
1.618 |
145-15 |
1.000 |
144-27 |
0.618 |
144-15 |
HIGH |
143-27 |
0.618 |
143-15 |
0.500 |
143-11 |
0.382 |
143-07 |
LOW |
142-27 |
0.618 |
142-07 |
1.000 |
141-27 |
1.618 |
141-07 |
2.618 |
140-07 |
4.250 |
138-19 |
|
|
Fisher Pivots for day following 07-May-2012 |
Pivot |
1 day |
3 day |
R1 |
143-11 |
142-29 |
PP |
143-07 |
142-26 |
S1 |
143-04 |
142-22 |
|