ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 09-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2011 |
09-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
129-00 |
133-09 |
4-09 |
3.3% |
126-04 |
| High |
131-29 |
137-01 |
5-04 |
3.9% |
131-15 |
| Low |
129-00 |
132-19 |
3-19 |
2.8% |
126-04 |
| Close |
132-17 |
134-14 |
1-29 |
1.4% |
129-13 |
| Range |
2-29 |
4-14 |
1-17 |
52.7% |
5-11 |
| ATR |
1-00 |
1-08 |
0-08 |
24.6% |
0-00 |
| Volume |
1 |
3 |
2 |
200.0% |
24 |
|
| Daily Pivots for day following 09-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
145-21 |
136-28 |
|
| R3 |
143-18 |
141-07 |
135-21 |
|
| R2 |
139-04 |
139-04 |
135-08 |
|
| R1 |
136-25 |
136-25 |
134-27 |
137-30 |
| PP |
134-22 |
134-22 |
134-22 |
135-09 |
| S1 |
132-11 |
132-11 |
134-01 |
133-16 |
| S2 |
130-08 |
130-08 |
133-20 |
|
| S3 |
125-26 |
127-29 |
133-07 |
|
| S4 |
121-12 |
123-15 |
132-00 |
|
|
| 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 |
155-28 |
|
2.618 |
148-21 |
|
1.618 |
144-07 |
|
1.000 |
141-15 |
|
0.618 |
139-25 |
|
HIGH |
137-01 |
|
0.618 |
135-11 |
|
0.500 |
134-26 |
|
0.382 |
134-09 |
|
LOW |
132-19 |
|
0.618 |
129-27 |
|
1.000 |
128-05 |
|
1.618 |
125-13 |
|
2.618 |
120-31 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 09-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134-26 |
133-31 |
| PP |
134-22 |
133-16 |
| S1 |
134-18 |
133-00 |
|