ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 30-Apr-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2012 |
30-Apr-2012 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
142-06 |
0-06 |
0.1% |
141-08 |
| High |
142-16 |
142-07 |
-0-09 |
-0.2% |
142-16 |
| Low |
141-20 |
141-29 |
0-09 |
0.2% |
140-18 |
| Close |
141-30 |
142-04 |
0-06 |
0.1% |
141-30 |
| Range |
0-28 |
0-10 |
-0-18 |
-64.3% |
1-30 |
| ATR |
0-31 |
0-29 |
-0-01 |
-4.8% |
0-00 |
| Volume |
473 |
258 |
-215 |
-45.5% |
1,917 |
|
| Daily Pivots for day following 30-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-01 |
142-28 |
142-10 |
|
| R3 |
142-23 |
142-18 |
142-07 |
|
| R2 |
142-13 |
142-13 |
142-06 |
|
| R1 |
142-08 |
142-08 |
142-05 |
142-06 |
| PP |
142-03 |
142-03 |
142-03 |
142-01 |
| S1 |
141-30 |
141-30 |
142-03 |
141-28 |
| S2 |
141-25 |
141-25 |
142-02 |
|
| S3 |
141-15 |
141-20 |
142-01 |
|
| S4 |
141-05 |
141-10 |
141-30 |
|
|
| Weekly Pivots for week ending 27-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-15 |
146-21 |
143-00 |
|
| R3 |
145-17 |
144-23 |
142-15 |
|
| R2 |
143-19 |
143-19 |
142-09 |
|
| R1 |
142-25 |
142-25 |
142-04 |
143-06 |
| PP |
141-21 |
141-21 |
141-21 |
141-28 |
| S1 |
140-27 |
140-27 |
141-24 |
141-08 |
| S2 |
139-23 |
139-23 |
141-19 |
|
| S3 |
137-25 |
138-29 |
141-13 |
|
| S4 |
135-27 |
136-31 |
140-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143-18 |
|
2.618 |
143-01 |
|
1.618 |
142-23 |
|
1.000 |
142-17 |
|
0.618 |
142-13 |
|
HIGH |
142-07 |
|
0.618 |
142-03 |
|
0.500 |
142-02 |
|
0.382 |
142-01 |
|
LOW |
141-29 |
|
0.618 |
141-23 |
|
1.000 |
141-19 |
|
1.618 |
141-13 |
|
2.618 |
141-03 |
|
4.250 |
140-18 |
|
|
| Fisher Pivots for day following 30-Apr-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-03 |
142-00 |
| PP |
142-03 |
141-28 |
| S1 |
142-02 |
141-24 |
|