ECBOT 30 Year Treasury Bond Future March 2012
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
133-13 |
134-09 |
0-28 |
0.7% |
129-00 |
High |
133-13 |
134-09 |
0-28 |
0.7% |
137-01 |
Low |
133-13 |
134-09 |
0-28 |
0.7% |
129-00 |
Close |
133-13 |
134-09 |
0-28 |
0.7% |
134-05 |
Range |
|
|
|
|
|
ATR |
1-11 |
1-10 |
-0-01 |
-2.5% |
0-00 |
Volume |
5 |
5 |
0 |
0.0% |
105 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
134-09 |
134-09 |
134-09 |
|
R3 |
134-09 |
134-09 |
134-09 |
|
R2 |
134-09 |
134-09 |
134-09 |
|
R1 |
134-09 |
134-09 |
134-09 |
134-09 |
PP |
134-09 |
134-09 |
134-09 |
134-09 |
S1 |
134-09 |
134-09 |
134-09 |
134-09 |
S2 |
134-09 |
134-09 |
134-09 |
|
S3 |
134-09 |
134-09 |
134-09 |
|
S4 |
134-09 |
134-09 |
134-09 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157-16 |
153-27 |
138-18 |
|
R3 |
149-15 |
145-26 |
136-12 |
|
R2 |
141-14 |
141-14 |
135-20 |
|
R1 |
137-25 |
137-25 |
134-29 |
139-20 |
PP |
133-13 |
133-13 |
133-13 |
134-10 |
S1 |
129-24 |
129-24 |
133-13 |
131-18 |
S2 |
125-12 |
125-12 |
132-22 |
|
S3 |
117-11 |
121-23 |
131-30 |
|
S4 |
109-10 |
113-22 |
129-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
134-09 |
2.618 |
134-09 |
1.618 |
134-09 |
1.000 |
134-09 |
0.618 |
134-09 |
HIGH |
134-09 |
0.618 |
134-09 |
0.500 |
134-09 |
0.382 |
134-09 |
LOW |
134-09 |
0.618 |
134-09 |
1.000 |
134-09 |
1.618 |
134-09 |
2.618 |
134-09 |
4.250 |
134-09 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
134-09 |
134-05 |
PP |
134-09 |
134-00 |
S1 |
134-09 |
133-28 |
|