ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
126-07 |
128-05 |
1-30 |
1.5% |
122-03 |
| High |
128-07 |
128-23 |
0-16 |
0.4% |
123-30 |
| Low |
126-07 |
128-05 |
1-30 |
1.5% |
122-03 |
| Close |
128-02 |
128-15 |
0-13 |
0.3% |
125-07 |
| Range |
2-00 |
0-18 |
-1-14 |
-71.9% |
1-27 |
| ATR |
|
|
|
|
|
| Volume |
5 |
2 |
-3 |
-60.0% |
9 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-04 |
129-28 |
128-25 |
|
| R3 |
129-18 |
129-10 |
128-20 |
|
| R2 |
129-00 |
129-00 |
128-18 |
|
| R1 |
128-24 |
128-24 |
128-17 |
128-28 |
| PP |
128-14 |
128-14 |
128-14 |
128-16 |
| S1 |
128-06 |
128-06 |
128-13 |
128-10 |
| S2 |
127-28 |
127-28 |
128-12 |
|
| S3 |
127-10 |
127-20 |
128-10 |
|
| S4 |
126-24 |
127-02 |
128-05 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
129-03 |
126-07 |
|
| R3 |
127-14 |
127-08 |
125-23 |
|
| R2 |
125-19 |
125-19 |
125-18 |
|
| R1 |
125-13 |
125-13 |
125-12 |
125-16 |
| PP |
123-24 |
123-24 |
123-24 |
123-26 |
| S1 |
123-18 |
123-18 |
125-02 |
123-21 |
| S2 |
121-29 |
121-29 |
124-28 |
|
| S3 |
120-02 |
121-23 |
124-23 |
|
| S4 |
118-07 |
119-28 |
124-07 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
130-06 |
|
1.618 |
129-20 |
|
1.000 |
129-09 |
|
0.618 |
129-02 |
|
HIGH |
128-23 |
|
0.618 |
128-16 |
|
0.500 |
128-14 |
|
0.382 |
128-12 |
|
LOW |
128-05 |
|
0.618 |
127-26 |
|
1.000 |
127-19 |
|
1.618 |
127-08 |
|
2.618 |
126-22 |
|
4.250 |
125-24 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
128-15 |
128-04 |
| PP |
128-14 |
127-25 |
| S1 |
128-14 |
127-14 |
|