ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
119-12 |
-0-19 |
-0.5% |
119-11 |
| High |
120-14 |
120-00 |
-0-14 |
-0.4% |
120-14 |
| Low |
119-11 |
118-07 |
-1-04 |
-0.9% |
118-15 |
| Close |
119-09 |
118-27 |
-0-14 |
-0.4% |
119-09 |
| Range |
1-03 |
1-25 |
0-22 |
62.9% |
1-31 |
| ATR |
0-00 |
1-06 |
1-06 |
|
0-00 |
| Volume |
811 |
462 |
-349 |
-43.0% |
1,110 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-12 |
119-26 |
|
| R3 |
122-19 |
121-19 |
119-11 |
|
| R2 |
120-26 |
120-26 |
119-05 |
|
| R1 |
119-26 |
119-26 |
119-00 |
119-14 |
| PP |
119-01 |
119-01 |
119-01 |
118-26 |
| S1 |
118-01 |
118-01 |
118-22 |
117-20 |
| S2 |
117-08 |
117-08 |
118-17 |
|
| S3 |
115-15 |
116-08 |
118-11 |
|
| S4 |
113-22 |
114-15 |
117-28 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
124-08 |
120-12 |
|
| R3 |
123-11 |
122-09 |
119-26 |
|
| R2 |
121-12 |
121-12 |
119-21 |
|
| R1 |
120-10 |
120-10 |
119-15 |
119-28 |
| PP |
119-13 |
119-13 |
119-13 |
119-05 |
| S1 |
118-11 |
118-11 |
119-03 |
117-28 |
| S2 |
117-14 |
117-14 |
118-29 |
|
| S3 |
115-15 |
116-12 |
118-24 |
|
| S4 |
113-16 |
114-13 |
118-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
124-21 |
|
1.618 |
122-28 |
|
1.000 |
121-25 |
|
0.618 |
121-03 |
|
HIGH |
120-00 |
|
0.618 |
119-10 |
|
0.500 |
119-04 |
|
0.382 |
118-29 |
|
LOW |
118-07 |
|
0.618 |
117-04 |
|
1.000 |
116-14 |
|
1.618 |
115-11 |
|
2.618 |
113-18 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-10 |
| PP |
119-01 |
119-05 |
| S1 |
118-30 |
119-00 |
|