ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 08-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2012 |
08-May-2012 |
Change |
Change % |
Previous Week |
| Open |
143-05 |
142-29 |
-0-08 |
-0.2% |
142-06 |
| High |
143-27 |
144-03 |
0-08 |
0.2% |
143-00 |
| Low |
142-27 |
142-29 |
0-02 |
0.0% |
141-09 |
| Close |
143-00 |
143-24 |
0-24 |
0.5% |
142-29 |
| Range |
1-00 |
1-06 |
0-06 |
18.8% |
1-23 |
| ATR |
0-30 |
0-30 |
0-01 |
2.0% |
0-00 |
| Volume |
1,057 |
1,454 |
397 |
37.6% |
2,015 |
|
| Daily Pivots for day following 08-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-05 |
146-20 |
144-13 |
|
| R3 |
145-31 |
145-14 |
144-02 |
|
| R2 |
144-25 |
144-25 |
143-31 |
|
| R1 |
144-08 |
144-08 |
143-27 |
144-16 |
| PP |
143-19 |
143-19 |
143-19 |
143-23 |
| S1 |
143-02 |
143-02 |
143-21 |
143-10 |
| S2 |
142-13 |
142-13 |
143-17 |
|
| S3 |
141-07 |
141-28 |
143-14 |
|
| S4 |
140-01 |
140-22 |
143-03 |
|
|
| 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 |
149-04 |
|
2.618 |
147-06 |
|
1.618 |
146-00 |
|
1.000 |
145-09 |
|
0.618 |
144-26 |
|
HIGH |
144-03 |
|
0.618 |
143-20 |
|
0.500 |
143-16 |
|
0.382 |
143-12 |
|
LOW |
142-29 |
|
0.618 |
142-06 |
|
1.000 |
141-23 |
|
1.618 |
141-00 |
|
2.618 |
139-26 |
|
4.250 |
137-28 |
|
|
| Fisher Pivots for day following 08-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
143-21 |
143-16 |
| PP |
143-19 |
143-08 |
| S1 |
143-16 |
143-00 |
|