ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 23-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2012 |
23-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-08 |
141-08 |
0-00 |
0.0% |
140-25 |
| High |
141-10 |
142-10 |
1-00 |
0.7% |
141-17 |
| Low |
140-23 |
141-08 |
0-17 |
0.4% |
140-10 |
| Close |
141-05 |
141-30 |
0-25 |
0.6% |
141-05 |
| Range |
0-19 |
1-02 |
0-15 |
78.9% |
1-07 |
| ATR |
0-30 |
0-30 |
0-01 |
1.8% |
0-00 |
| Volume |
177 |
399 |
222 |
125.4% |
639 |
|
| Daily Pivots for day following 23-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-01 |
144-17 |
142-17 |
|
| R3 |
143-31 |
143-15 |
142-07 |
|
| R2 |
142-29 |
142-29 |
142-04 |
|
| R1 |
142-13 |
142-13 |
142-01 |
142-21 |
| PP |
141-27 |
141-27 |
141-27 |
141-30 |
| S1 |
141-11 |
141-11 |
141-27 |
141-19 |
| S2 |
140-25 |
140-25 |
141-24 |
|
| S3 |
139-23 |
140-09 |
141-21 |
|
| S4 |
138-21 |
139-07 |
141-11 |
|
|
| Weekly Pivots for week ending 20-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-21 |
144-04 |
141-26 |
|
| R3 |
143-14 |
142-29 |
141-16 |
|
| R2 |
142-07 |
142-07 |
141-12 |
|
| R1 |
141-22 |
141-22 |
141-09 |
141-30 |
| PP |
141-00 |
141-00 |
141-00 |
141-04 |
| S1 |
140-15 |
140-15 |
141-01 |
140-24 |
| S2 |
139-25 |
139-25 |
140-30 |
|
| S3 |
138-18 |
139-08 |
140-26 |
|
| S4 |
137-11 |
138-01 |
140-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-26 |
|
2.618 |
145-03 |
|
1.618 |
144-01 |
|
1.000 |
143-12 |
|
0.618 |
142-31 |
|
HIGH |
142-10 |
|
0.618 |
141-29 |
|
0.500 |
141-25 |
|
0.382 |
141-21 |
|
LOW |
141-08 |
|
0.618 |
140-19 |
|
1.000 |
140-06 |
|
1.618 |
139-17 |
|
2.618 |
138-15 |
|
4.250 |
136-24 |
|
|
| Fisher Pivots for day following 23-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-28 |
141-25 |
| PP |
141-27 |
141-20 |
| S1 |
141-25 |
141-16 |
|