ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 10-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
Open |
121-21 |
121-02 |
-0-19 |
-0.5% |
119-30 |
High |
121-21 |
121-02 |
-0-19 |
-0.5% |
121-27 |
Low |
121-21 |
121-02 |
-0-19 |
-0.5% |
119-30 |
Close |
121-21 |
121-02 |
-0-19 |
-0.5% |
121-17 |
Range |
|
|
|
|
|
ATR |
0-14 |
0-14 |
0-00 |
2.6% |
0-00 |
Volume |
77 |
77 |
0 |
0.0% |
88 |
|
Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-02 |
121-02 |
121-02 |
|
R3 |
121-02 |
121-02 |
121-02 |
|
R2 |
121-02 |
121-02 |
121-02 |
|
R1 |
121-02 |
121-02 |
121-02 |
121-02 |
PP |
121-02 |
121-02 |
121-02 |
121-02 |
S1 |
121-02 |
121-02 |
121-02 |
121-02 |
S2 |
121-02 |
121-02 |
121-02 |
|
S3 |
121-02 |
121-02 |
121-02 |
|
S4 |
121-02 |
121-02 |
121-02 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-26 |
126-03 |
122-19 |
|
R3 |
124-29 |
124-06 |
122-02 |
|
R2 |
123-00 |
123-00 |
121-28 |
|
R1 |
122-09 |
122-09 |
121-23 |
122-20 |
PP |
121-03 |
121-03 |
121-03 |
121-09 |
S1 |
120-12 |
120-12 |
121-11 |
120-24 |
S2 |
119-06 |
119-06 |
121-06 |
|
S3 |
117-09 |
118-15 |
121-00 |
|
S4 |
115-12 |
116-18 |
120-15 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
121-02 |
2.618 |
121-02 |
1.618 |
121-02 |
1.000 |
121-02 |
0.618 |
121-02 |
HIGH |
121-02 |
0.618 |
121-02 |
0.500 |
121-02 |
0.382 |
121-02 |
LOW |
121-02 |
0.618 |
121-02 |
1.000 |
121-02 |
1.618 |
121-02 |
2.618 |
121-02 |
4.250 |
121-02 |
|
|
Fisher Pivots for day following 10-May-2011 |
Pivot |
1 day |
3 day |
R1 |
121-02 |
121-12 |
PP |
121-02 |
121-08 |
S1 |
121-02 |
121-05 |
|