ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 08-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2011 |
08-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
139-06 |
139-04 |
-0-02 |
0.0% |
135-26 |
| High |
139-06 |
139-04 |
-0-02 |
0.0% |
138-30 |
| Low |
138-08 |
139-04 |
0-28 |
0.6% |
134-05 |
| Close |
138-17 |
139-04 |
0-19 |
0.4% |
139-11 |
| Range |
0-30 |
0-00 |
-0-30 |
-100.0% |
4-25 |
| ATR |
1-11 |
1-09 |
-0-02 |
-4.0% |
0-00 |
| Volume |
13 |
14 |
1 |
7.7% |
27 |
|
| Daily Pivots for day following 08-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-04 |
139-04 |
139-04 |
|
| R3 |
139-04 |
139-04 |
139-04 |
|
| R2 |
139-04 |
139-04 |
139-04 |
|
| R1 |
139-04 |
139-04 |
139-04 |
139-04 |
| PP |
139-04 |
139-04 |
139-04 |
139-04 |
| S1 |
139-04 |
139-04 |
139-04 |
139-04 |
| S2 |
139-04 |
139-04 |
139-04 |
|
| S3 |
139-04 |
139-04 |
139-04 |
|
| S4 |
139-04 |
139-04 |
139-04 |
|
|
| 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 |
139-04 |
|
2.618 |
139-04 |
|
1.618 |
139-04 |
|
1.000 |
139-04 |
|
0.618 |
139-04 |
|
HIGH |
139-04 |
|
0.618 |
139-04 |
|
0.500 |
139-04 |
|
0.382 |
139-04 |
|
LOW |
139-04 |
|
0.618 |
139-04 |
|
1.000 |
139-04 |
|
1.618 |
139-04 |
|
2.618 |
139-04 |
|
4.250 |
139-04 |
|
|
| Fisher Pivots for day following 08-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
139-04 |
139-20 |
| PP |
139-04 |
139-14 |
| S1 |
139-04 |
139-09 |
|