ECBOT 30 Year Treasury Bond Future September 2012
| Trading Metrics calculated at close of trading on 04-May-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2012 |
04-May-2012 |
Change |
Change % |
Previous Week |
| Open |
142-03 |
142-00 |
-0-03 |
-0.1% |
142-06 |
| High |
142-06 |
143-00 |
0-26 |
0.6% |
143-00 |
| Low |
141-18 |
141-30 |
0-12 |
0.3% |
141-09 |
| Close |
142-02 |
142-29 |
0-27 |
0.6% |
142-29 |
| Range |
0-20 |
1-02 |
0-14 |
70.0% |
1-23 |
| ATR |
0-29 |
0-29 |
0-00 |
1.2% |
0-00 |
| Volume |
293 |
708 |
415 |
141.6% |
2,015 |
|
| Daily Pivots for day following 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-26 |
145-13 |
143-16 |
|
| R3 |
144-24 |
144-11 |
143-06 |
|
| R2 |
143-22 |
143-22 |
143-03 |
|
| R1 |
143-09 |
143-09 |
143-00 |
143-16 |
| PP |
142-20 |
142-20 |
142-20 |
142-23 |
| S1 |
142-07 |
142-07 |
142-26 |
142-14 |
| S2 |
141-18 |
141-18 |
142-23 |
|
| S3 |
140-16 |
141-05 |
142-20 |
|
| S4 |
139-14 |
140-03 |
142-10 |
|
|
| Weekly Pivots for week ending 04-May-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-18 |
146-30 |
143-27 |
|
| R3 |
145-27 |
145-07 |
143-12 |
|
| R2 |
144-04 |
144-04 |
143-07 |
|
| R1 |
143-16 |
143-16 |
143-02 |
143-26 |
| PP |
142-13 |
142-13 |
142-13 |
142-18 |
| S1 |
141-25 |
141-25 |
142-24 |
142-03 |
| S2 |
140-22 |
140-22 |
142-19 |
|
| S3 |
138-31 |
140-02 |
142-14 |
|
| S4 |
137-08 |
138-11 |
141-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
147-16 |
|
2.618 |
145-25 |
|
1.618 |
144-23 |
|
1.000 |
144-02 |
|
0.618 |
143-21 |
|
HIGH |
143-00 |
|
0.618 |
142-19 |
|
0.500 |
142-15 |
|
0.382 |
142-11 |
|
LOW |
141-30 |
|
0.618 |
141-09 |
|
1.000 |
140-28 |
|
1.618 |
140-07 |
|
2.618 |
139-05 |
|
4.250 |
137-14 |
|
|
| Fisher Pivots for day following 04-May-2012 |
| Pivot |
1 day |
3 day |
| R1 |
142-24 |
142-21 |
| PP |
142-20 |
142-13 |
| S1 |
142-15 |
142-04 |
|