ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
118-23 |
0-11 |
0.3% |
118-10 |
| High |
119-04 |
120-01 |
0-29 |
0.8% |
120-05 |
| Low |
118-01 |
118-03 |
0-02 |
0.1% |
118-01 |
| Close |
119-04 |
119-26 |
0-22 |
0.6% |
119-26 |
| Range |
1-03 |
1-30 |
0-27 |
77.1% |
2-04 |
| ATR |
1-07 |
1-09 |
0-02 |
4.2% |
0-00 |
| Volume |
689 |
202 |
-487 |
-70.7% |
1,729 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-13 |
120-28 |
|
| R3 |
123-06 |
122-15 |
120-11 |
|
| R2 |
121-08 |
121-08 |
120-05 |
|
| R1 |
120-17 |
120-17 |
120-00 |
120-28 |
| PP |
119-10 |
119-10 |
119-10 |
119-16 |
| S1 |
118-19 |
118-19 |
119-20 |
118-30 |
| S2 |
117-12 |
117-12 |
119-15 |
|
| S3 |
115-14 |
116-21 |
119-09 |
|
| S4 |
113-16 |
114-23 |
118-24 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-23 |
124-28 |
120-31 |
|
| R3 |
123-19 |
122-24 |
120-13 |
|
| R2 |
121-15 |
121-15 |
120-06 |
|
| R1 |
120-20 |
120-20 |
120-00 |
121-02 |
| PP |
119-11 |
119-11 |
119-11 |
119-17 |
| S1 |
118-16 |
118-16 |
119-20 |
118-30 |
| S2 |
117-07 |
117-07 |
119-14 |
|
| S3 |
115-03 |
116-12 |
119-07 |
|
| S4 |
112-31 |
114-08 |
118-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-08 |
|
2.618 |
125-03 |
|
1.618 |
123-05 |
|
1.000 |
121-31 |
|
0.618 |
121-07 |
|
HIGH |
120-01 |
|
0.618 |
119-09 |
|
0.500 |
119-02 |
|
0.382 |
118-27 |
|
LOW |
118-03 |
|
0.618 |
116-29 |
|
1.000 |
116-05 |
|
1.618 |
114-31 |
|
2.618 |
113-01 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-18 |
| PP |
119-10 |
119-09 |
| S1 |
119-02 |
119-01 |
|