ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 05-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2012 |
05-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
136-08 |
137-02 |
0-26 |
0.6% |
136-22 |
| High |
136-11 |
137-13 |
1-02 |
0.8% |
138-01 |
| Low |
136-07 |
137-02 |
0-27 |
0.6% |
136-09 |
| Close |
136-11 |
137-13 |
1-02 |
0.8% |
136-25 |
| Range |
0-04 |
0-11 |
0-07 |
175.0% |
1-24 |
| ATR |
0-30 |
0-30 |
0-00 |
1.0% |
0-00 |
| Volume |
43 |
3 |
-40 |
-93.0% |
196 |
|
| Daily Pivots for day following 05-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-10 |
138-07 |
137-19 |
|
| R3 |
137-31 |
137-28 |
137-16 |
|
| R2 |
137-20 |
137-20 |
137-15 |
|
| R1 |
137-17 |
137-17 |
137-14 |
137-18 |
| PP |
137-09 |
137-09 |
137-09 |
137-10 |
| S1 |
137-06 |
137-06 |
137-12 |
137-08 |
| S2 |
136-30 |
136-30 |
137-11 |
|
| S3 |
136-19 |
136-27 |
137-10 |
|
| S4 |
136-08 |
136-16 |
137-07 |
|
|
| Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-09 |
141-09 |
137-24 |
|
| R3 |
140-17 |
139-17 |
137-08 |
|
| R2 |
138-25 |
138-25 |
137-03 |
|
| R1 |
137-25 |
137-25 |
136-30 |
138-09 |
| PP |
137-01 |
137-01 |
137-01 |
137-09 |
| S1 |
136-01 |
136-01 |
136-20 |
136-17 |
| S2 |
135-09 |
135-09 |
136-15 |
|
| S3 |
133-17 |
134-09 |
136-10 |
|
| S4 |
131-25 |
132-17 |
135-26 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-28 |
|
2.618 |
138-10 |
|
1.618 |
137-31 |
|
1.000 |
137-24 |
|
0.618 |
137-20 |
|
HIGH |
137-13 |
|
0.618 |
137-09 |
|
0.500 |
137-08 |
|
0.382 |
137-06 |
|
LOW |
137-02 |
|
0.618 |
136-27 |
|
1.000 |
136-23 |
|
1.618 |
136-16 |
|
2.618 |
136-05 |
|
4.250 |
135-19 |
|
|
| Fisher Pivots for day following 05-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
137-11 |
137-05 |
| PP |
137-09 |
136-30 |
| S1 |
137-08 |
136-22 |
|