ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 03-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2011 |
03-May-2011 |
Change |
Change % |
Previous Week |
Open |
119-30 |
120-06 |
0-08 |
0.2% |
118-17 |
High |
119-30 |
120-06 |
0-08 |
0.2% |
119-14 |
Low |
119-30 |
120-06 |
0-08 |
0.2% |
118-14 |
Close |
119-22 |
120-06 |
0-16 |
0.4% |
119-14 |
Range |
|
|
|
|
|
ATR |
|
|
|
|
|
Volume |
8 |
1 |
-7 |
-87.5% |
40 |
|
Daily Pivots for day following 03-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-06 |
120-06 |
120-06 |
|
R3 |
120-06 |
120-06 |
120-06 |
|
R2 |
120-06 |
120-06 |
120-06 |
|
R1 |
120-06 |
120-06 |
120-06 |
120-06 |
PP |
120-06 |
120-06 |
120-06 |
120-06 |
S1 |
120-06 |
120-06 |
120-06 |
120-06 |
S2 |
120-06 |
120-06 |
120-06 |
|
S3 |
120-06 |
120-06 |
120-06 |
|
S4 |
120-06 |
120-06 |
120-06 |
|
|
Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-03 |
121-25 |
120-00 |
|
R3 |
121-03 |
120-25 |
119-23 |
|
R2 |
120-03 |
120-03 |
119-20 |
|
R1 |
119-25 |
119-25 |
119-17 |
119-30 |
PP |
119-03 |
119-03 |
119-03 |
119-06 |
S1 |
118-25 |
118-25 |
119-11 |
118-30 |
S2 |
118-03 |
118-03 |
119-08 |
|
S3 |
117-03 |
117-25 |
119-05 |
|
S4 |
116-03 |
116-25 |
118-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
120-06 |
2.618 |
120-06 |
1.618 |
120-06 |
1.000 |
120-06 |
0.618 |
120-06 |
HIGH |
120-06 |
0.618 |
120-06 |
0.500 |
120-06 |
0.382 |
120-06 |
LOW |
120-06 |
0.618 |
120-06 |
1.000 |
120-06 |
1.618 |
120-06 |
2.618 |
120-06 |
4.250 |
120-06 |
|
|
Fisher Pivots for day following 03-May-2011 |
Pivot |
1 day |
3 day |
R1 |
120-06 |
120-02 |
PP |
120-06 |
119-30 |
S1 |
120-06 |
119-26 |
|