ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 25-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2012 |
25-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
141-30 |
141-05 |
-0-25 |
-0.6% |
140-25 |
| High |
141-30 |
142-01 |
0-03 |
0.1% |
141-17 |
| Low |
141-15 |
140-18 |
-0-29 |
-0.6% |
140-10 |
| Close |
141-15 |
141-04 |
-0-11 |
-0.2% |
141-05 |
| Range |
0-15 |
1-15 |
1-00 |
213.3% |
1-07 |
| ATR |
0-29 |
0-30 |
0-01 |
4.4% |
0-00 |
| Volume |
244 |
333 |
89 |
36.5% |
639 |
|
| Daily Pivots for day following 25-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-21 |
144-27 |
141-30 |
|
| R3 |
144-06 |
143-12 |
141-17 |
|
| R2 |
142-23 |
142-23 |
141-13 |
|
| R1 |
141-29 |
141-29 |
141-08 |
141-18 |
| PP |
141-08 |
141-08 |
141-08 |
141-02 |
| S1 |
140-14 |
140-14 |
141-00 |
140-04 |
| S2 |
139-25 |
139-25 |
140-27 |
|
| S3 |
138-10 |
138-31 |
140-23 |
|
| S4 |
136-27 |
137-16 |
140-10 |
|
|
| 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 |
148-09 |
|
2.618 |
145-28 |
|
1.618 |
144-13 |
|
1.000 |
143-16 |
|
0.618 |
142-30 |
|
HIGH |
142-01 |
|
0.618 |
141-15 |
|
0.500 |
141-10 |
|
0.382 |
141-04 |
|
LOW |
140-18 |
|
0.618 |
139-21 |
|
1.000 |
139-03 |
|
1.618 |
138-06 |
|
2.618 |
136-23 |
|
4.250 |
134-10 |
|
|
| Fisher Pivots for day following 25-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
141-10 |
141-14 |
| PP |
141-08 |
141-11 |
| S1 |
141-06 |
141-07 |
|