ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
118-19 |
0-09 |
0.2% |
119-12 |
| High |
119-00 |
120-05 |
1-05 |
1.0% |
120-00 |
| Low |
118-10 |
118-17 |
0-07 |
0.2% |
117-23 |
| Close |
118-23 |
120-04 |
1-13 |
1.2% |
118-16 |
| Range |
0-22 |
1-20 |
0-30 |
136.4% |
2-09 |
| ATR |
1-05 |
1-06 |
0-01 |
2.9% |
0-00 |
| Volume |
145 |
196 |
51 |
35.2% |
1,132 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-30 |
121-01 |
|
| R3 |
122-27 |
122-10 |
120-18 |
|
| R2 |
121-07 |
121-07 |
120-14 |
|
| R1 |
120-22 |
120-22 |
120-09 |
120-30 |
| PP |
119-19 |
119-19 |
119-19 |
119-24 |
| S1 |
119-02 |
119-02 |
119-31 |
119-10 |
| S2 |
117-31 |
117-31 |
119-26 |
|
| S3 |
116-11 |
117-14 |
119-22 |
|
| S4 |
114-23 |
115-26 |
119-07 |
|
|
| 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 |
127-02 |
|
2.618 |
124-13 |
|
1.618 |
122-25 |
|
1.000 |
121-25 |
|
0.618 |
121-05 |
|
HIGH |
120-05 |
|
0.618 |
119-17 |
|
0.500 |
119-11 |
|
0.382 |
119-05 |
|
LOW |
118-17 |
|
0.618 |
117-17 |
|
1.000 |
116-29 |
|
1.618 |
115-29 |
|
2.618 |
114-09 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-28 |
119-24 |
| PP |
119-19 |
119-12 |
| S1 |
119-11 |
119-00 |
|