ECBOT 30 Year Treasury Bond Future March 2012
| Trading Metrics calculated at close of trading on 12-Sep-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2011 |
12-Sep-2011 |
Change |
Change % |
Previous Week |
| Open |
139-18 |
141-05 |
1-19 |
1.1% |
140-05 |
| High |
140-06 |
141-05 |
0-31 |
0.7% |
140-31 |
| Low |
139-18 |
140-02 |
0-16 |
0.4% |
138-08 |
| Close |
140-10 |
140-12 |
0-02 |
0.0% |
140-10 |
| Range |
0-20 |
1-03 |
0-15 |
75.0% |
2-23 |
| ATR |
1-08 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
14 |
14 |
0 |
0.0% |
52 |
|
| Daily Pivots for day following 12-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-26 |
143-06 |
140-31 |
|
| R3 |
142-23 |
142-03 |
140-22 |
|
| R2 |
141-20 |
141-20 |
140-18 |
|
| R1 |
141-00 |
141-00 |
140-15 |
140-24 |
| PP |
140-17 |
140-17 |
140-17 |
140-13 |
| S1 |
139-29 |
139-29 |
140-09 |
139-22 |
| S2 |
139-14 |
139-14 |
140-06 |
|
| S3 |
138-11 |
138-26 |
140-02 |
|
| S4 |
137-08 |
137-23 |
139-25 |
|
|
| Weekly Pivots for week ending 09-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-00 |
146-28 |
141-26 |
|
| R3 |
145-09 |
144-05 |
141-02 |
|
| R2 |
142-18 |
142-18 |
140-26 |
|
| R1 |
141-14 |
141-14 |
140-18 |
142-00 |
| PP |
139-27 |
139-27 |
139-27 |
140-04 |
| S1 |
138-23 |
138-23 |
140-02 |
139-09 |
| S2 |
137-04 |
137-04 |
139-26 |
|
| S3 |
134-13 |
136-00 |
139-18 |
|
| S4 |
131-22 |
133-09 |
138-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-26 |
|
2.618 |
144-01 |
|
1.618 |
142-30 |
|
1.000 |
142-08 |
|
0.618 |
141-27 |
|
HIGH |
141-05 |
|
0.618 |
140-24 |
|
0.500 |
140-20 |
|
0.382 |
140-15 |
|
LOW |
140-02 |
|
0.618 |
139-12 |
|
1.000 |
138-31 |
|
1.618 |
138-09 |
|
2.618 |
137-06 |
|
4.250 |
135-13 |
|
|
| Fisher Pivots for day following 12-Sep-2011 |
| Pivot |
1 day |
3 day |
| R1 |
140-20 |
140-10 |
| PP |
140-17 |
140-07 |
| S1 |
140-14 |
140-04 |
|