ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
116-21 |
-0-20 |
-0.5% |
118-26 |
| High |
117-15 |
116-30 |
-0-17 |
-0.5% |
119-07 |
| Low |
117-01 |
116-16 |
-0-17 |
-0.5% |
116-16 |
| Close |
117-04 |
116-31 |
-0-05 |
-0.1% |
116-31 |
| Range |
0-14 |
0-14 |
0-00 |
0.0% |
2-23 |
| ATR |
0-21 |
0-21 |
0-00 |
-0.3% |
0-00 |
| Volume |
572 |
567 |
-5 |
-0.9% |
1,616 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-31 |
117-07 |
|
| R3 |
117-22 |
117-17 |
117-03 |
|
| R2 |
117-08 |
117-08 |
117-02 |
|
| R1 |
117-03 |
117-03 |
117-00 |
117-06 |
| PP |
116-26 |
116-26 |
116-26 |
116-27 |
| S1 |
116-21 |
116-21 |
116-30 |
116-24 |
| S2 |
116-12 |
116-12 |
116-28 |
|
| S3 |
115-30 |
116-07 |
116-27 |
|
| S4 |
115-16 |
115-25 |
116-23 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-02 |
118-15 |
|
| R3 |
123-00 |
121-11 |
117-23 |
|
| R2 |
120-09 |
120-09 |
117-15 |
|
| R1 |
118-20 |
118-20 |
117-07 |
118-03 |
| PP |
117-18 |
117-18 |
117-18 |
117-10 |
| S1 |
115-29 |
115-29 |
116-23 |
115-12 |
| S2 |
114-27 |
114-27 |
116-15 |
|
| S3 |
112-04 |
113-06 |
116-07 |
|
| S4 |
109-13 |
110-15 |
115-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-26 |
|
2.618 |
118-03 |
|
1.618 |
117-21 |
|
1.000 |
117-12 |
|
0.618 |
117-07 |
|
HIGH |
116-30 |
|
0.618 |
116-25 |
|
0.500 |
116-23 |
|
0.382 |
116-21 |
|
LOW |
116-16 |
|
0.618 |
116-07 |
|
1.000 |
116-02 |
|
1.618 |
115-25 |
|
2.618 |
115-11 |
|
4.250 |
114-20 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
117-14 |
| PP |
116-26 |
117-09 |
| S1 |
116-23 |
117-04 |
|