ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
118-10 |
0-04 |
0.1% |
119-12 |
| High |
118-18 |
119-00 |
0-14 |
0.4% |
120-00 |
| Low |
117-28 |
118-10 |
0-14 |
0.4% |
117-23 |
| Close |
118-16 |
118-23 |
0-07 |
0.2% |
118-16 |
| Range |
0-22 |
0-22 |
0-00 |
0.0% |
2-09 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.0% |
0-00 |
| Volume |
224 |
145 |
-79 |
-35.3% |
1,132 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
120-13 |
119-03 |
|
| R3 |
120-02 |
119-23 |
118-29 |
|
| R2 |
119-12 |
119-12 |
118-27 |
|
| R1 |
119-01 |
119-01 |
118-25 |
119-06 |
| PP |
118-22 |
118-22 |
118-22 |
118-24 |
| S1 |
118-11 |
118-11 |
118-21 |
118-16 |
| S2 |
118-00 |
118-00 |
118-19 |
|
| S3 |
117-10 |
117-21 |
118-17 |
|
| S4 |
116-20 |
116-31 |
118-11 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
124-10 |
119-24 |
|
| R3 |
123-10 |
122-01 |
119-04 |
|
| R2 |
121-01 |
121-01 |
118-29 |
|
| R1 |
119-24 |
119-24 |
118-23 |
119-08 |
| PP |
118-24 |
118-24 |
118-24 |
118-16 |
| S1 |
117-15 |
117-15 |
118-09 |
116-31 |
| S2 |
116-15 |
116-15 |
118-03 |
|
| S3 |
114-06 |
115-06 |
117-28 |
|
| S4 |
111-29 |
112-29 |
117-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-26 |
|
1.618 |
120-04 |
|
1.000 |
119-22 |
|
0.618 |
119-14 |
|
HIGH |
119-00 |
|
0.618 |
118-24 |
|
0.500 |
118-21 |
|
0.382 |
118-18 |
|
LOW |
118-10 |
|
0.618 |
117-28 |
|
1.000 |
117-20 |
|
1.618 |
117-06 |
|
2.618 |
116-16 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-24 |
| PP |
118-22 |
118-24 |
| S1 |
118-21 |
118-23 |
|