ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 07-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2011 |
07-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
140-05 |
139-06 |
-0-31 |
-0.7% |
135-26 |
| High |
140-31 |
139-06 |
-1-25 |
-1.3% |
138-30 |
| Low |
139-29 |
138-08 |
-1-21 |
-1.2% |
134-05 |
| Close |
139-26 |
138-17 |
-1-09 |
-0.9% |
139-11 |
| Range |
1-02 |
0-30 |
-0-04 |
-11.8% |
4-25 |
| ATR |
1-10 |
1-11 |
0-01 |
1.4% |
0-00 |
| Volume |
11 |
13 |
2 |
18.2% |
27 |
|
| Daily Pivots for day following 07-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-15 |
140-30 |
139-02 |
|
| R3 |
140-17 |
140-00 |
138-25 |
|
| R2 |
139-19 |
139-19 |
138-22 |
|
| R1 |
139-02 |
139-02 |
138-20 |
138-28 |
| PP |
138-21 |
138-21 |
138-21 |
138-18 |
| S1 |
138-04 |
138-04 |
138-14 |
137-30 |
| S2 |
137-23 |
137-23 |
138-12 |
|
| S3 |
136-25 |
137-06 |
138-09 |
|
| S4 |
135-27 |
136-08 |
138-00 |
|
|
| Weekly Pivots for week ending 02-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
151-26 |
150-12 |
141-31 |
|
| R3 |
147-01 |
145-19 |
140-21 |
|
| R2 |
142-08 |
142-08 |
140-07 |
|
| R1 |
140-26 |
140-26 |
139-25 |
141-17 |
| PP |
137-15 |
137-15 |
137-15 |
137-27 |
| S1 |
136-01 |
136-01 |
138-29 |
136-24 |
| S2 |
132-22 |
132-22 |
138-15 |
|
| S3 |
127-29 |
131-08 |
138-01 |
|
| S4 |
123-04 |
126-15 |
136-23 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-06 |
|
2.618 |
141-21 |
|
1.618 |
140-23 |
|
1.000 |
140-04 |
|
0.618 |
139-25 |
|
HIGH |
139-06 |
|
0.618 |
138-27 |
|
0.500 |
138-23 |
|
0.382 |
138-19 |
|
LOW |
138-08 |
|
0.618 |
137-21 |
|
1.000 |
137-10 |
|
1.618 |
136-23 |
|
2.618 |
135-25 |
|
4.250 |
134-08 |
|
|
| Fisher Pivots for day following 07-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
138-23 |
138-24 |
| PP |
138-21 |
138-21 |
| S1 |
138-19 |
138-19 |
|