ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 17-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2012 |
17-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
140-25 |
140-25 |
0-00 |
0.0% |
139-12 |
| High |
141-11 |
140-29 |
-0-14 |
-0.3% |
140-27 |
| Low |
140-22 |
140-10 |
-0-12 |
-0.3% |
139-04 |
| Close |
141-01 |
140-14 |
-0-19 |
-0.4% |
140-19 |
| Range |
0-21 |
0-19 |
-0-02 |
-9.5% |
1-23 |
| ATR |
1-00 |
0-31 |
-0-01 |
-2.0% |
0-00 |
| Volume |
57 |
230 |
173 |
303.5% |
300 |
|
| Daily Pivots for day following 17-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-11 |
141-31 |
140-24 |
|
| R3 |
141-24 |
141-12 |
140-19 |
|
| R2 |
141-05 |
141-05 |
140-17 |
|
| R1 |
140-25 |
140-25 |
140-16 |
140-22 |
| PP |
140-18 |
140-18 |
140-18 |
140-16 |
| S1 |
140-06 |
140-06 |
140-12 |
140-02 |
| S2 |
139-31 |
139-31 |
140-11 |
|
| S3 |
139-12 |
139-19 |
140-09 |
|
| S4 |
138-25 |
139-00 |
140-04 |
|
|
| Weekly Pivots for week ending 13-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-22 |
141-17 |
|
| R3 |
143-20 |
142-31 |
141-02 |
|
| R2 |
141-29 |
141-29 |
140-29 |
|
| R1 |
141-08 |
141-08 |
140-24 |
141-18 |
| PP |
140-06 |
140-06 |
140-06 |
140-11 |
| S1 |
139-17 |
139-17 |
140-14 |
139-28 |
| S2 |
138-15 |
138-15 |
140-09 |
|
| S3 |
136-24 |
137-26 |
140-04 |
|
| S4 |
135-01 |
136-03 |
139-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-14 |
|
2.618 |
142-15 |
|
1.618 |
141-28 |
|
1.000 |
141-16 |
|
0.618 |
141-09 |
|
HIGH |
140-29 |
|
0.618 |
140-22 |
|
0.500 |
140-20 |
|
0.382 |
140-17 |
|
LOW |
140-10 |
|
0.618 |
139-30 |
|
1.000 |
139-23 |
|
1.618 |
139-11 |
|
2.618 |
138-24 |
|
4.250 |
137-25 |
|
|
| Fisher Pivots for day following 17-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
140-20 |
140-22 |
| PP |
140-18 |
140-19 |
| S1 |
140-16 |
140-16 |
|