ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
131-15 |
129-00 |
-2-15 |
-1.9% |
126-04 |
| High |
131-15 |
131-29 |
0-14 |
0.3% |
131-15 |
| Low |
131-15 |
129-00 |
-2-15 |
-1.9% |
126-04 |
| Close |
129-13 |
132-17 |
3-04 |
2.4% |
129-13 |
| Range |
0-00 |
2-29 |
2-29 |
|
5-11 |
| ATR |
0-00 |
1-00 |
1-00 |
|
0-00 |
| Volume |
6 |
1 |
-5 |
-83.3% |
24 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-28 |
139-03 |
134-04 |
|
| R3 |
136-31 |
136-06 |
133-11 |
|
| R2 |
134-02 |
134-02 |
133-02 |
|
| R1 |
133-09 |
133-09 |
132-26 |
133-22 |
| PP |
131-05 |
131-05 |
131-05 |
131-11 |
| S1 |
130-12 |
130-12 |
132-08 |
130-24 |
| S2 |
128-08 |
128-08 |
132-00 |
|
| S3 |
125-11 |
127-15 |
131-23 |
|
| S4 |
122-14 |
124-18 |
130-30 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-01 |
142-18 |
132-11 |
|
| R3 |
139-22 |
137-07 |
130-28 |
|
| R2 |
134-11 |
134-11 |
130-12 |
|
| R1 |
131-28 |
131-28 |
129-29 |
133-04 |
| PP |
129-00 |
129-00 |
129-00 |
129-20 |
| S1 |
126-17 |
126-17 |
128-29 |
127-24 |
| S2 |
123-21 |
123-21 |
128-14 |
|
| S3 |
118-10 |
121-06 |
127-30 |
|
| S4 |
112-31 |
115-27 |
126-15 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144-08 |
|
2.618 |
139-16 |
|
1.618 |
136-19 |
|
1.000 |
134-26 |
|
0.618 |
133-22 |
|
HIGH |
131-29 |
|
0.618 |
130-25 |
|
0.500 |
130-14 |
|
0.382 |
130-04 |
|
LOW |
129-00 |
|
0.618 |
127-07 |
|
1.000 |
126-03 |
|
1.618 |
124-10 |
|
2.618 |
121-13 |
|
4.250 |
116-21 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
131-27 |
131-27 |
| PP |
131-05 |
131-05 |
| S1 |
130-14 |
130-14 |
|