ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-07 |
122-16 |
0-09 |
0.2% |
121-21 |
| High |
122-07 |
122-26 |
0-19 |
0.5% |
121-21 |
| Low |
122-07 |
122-16 |
0-09 |
0.2% |
121-01 |
| Close |
122-07 |
122-23 |
0-16 |
0.4% |
121-21 |
| Range |
0-00 |
0-10 |
0-10 |
|
0-20 |
| ATR |
0-15 |
0-16 |
0-00 |
1.7% |
0-00 |
| Volume |
77 |
77 |
0 |
0.0% |
385 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-20 |
123-15 |
122-28 |
|
| R3 |
123-10 |
123-05 |
122-26 |
|
| R2 |
123-00 |
123-00 |
122-25 |
|
| R1 |
122-27 |
122-27 |
122-24 |
122-30 |
| PP |
122-22 |
122-22 |
122-22 |
122-23 |
| S1 |
122-17 |
122-17 |
122-22 |
122-20 |
| S2 |
122-12 |
122-12 |
122-21 |
|
| S3 |
122-02 |
122-07 |
122-20 |
|
| S4 |
121-24 |
121-29 |
122-18 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
123-04 |
122-00 |
|
| R3 |
122-22 |
122-16 |
121-26 |
|
| R2 |
122-02 |
122-02 |
121-25 |
|
| R1 |
121-28 |
121-28 |
121-23 |
121-31 |
| PP |
121-14 |
121-14 |
121-14 |
121-16 |
| S1 |
121-08 |
121-08 |
121-19 |
121-11 |
| S2 |
120-26 |
120-26 |
121-17 |
|
| S3 |
120-06 |
120-20 |
121-16 |
|
| S4 |
119-18 |
120-00 |
121-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
123-20 |
|
1.618 |
123-10 |
|
1.000 |
123-04 |
|
0.618 |
123-00 |
|
HIGH |
122-26 |
|
0.618 |
122-22 |
|
0.500 |
122-21 |
|
0.382 |
122-20 |
|
LOW |
122-16 |
|
0.618 |
122-10 |
|
1.000 |
122-06 |
|
1.618 |
122-00 |
|
2.618 |
121-22 |
|
4.250 |
121-06 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-22 |
122-18 |
| PP |
122-22 |
122-13 |
| S1 |
122-21 |
122-08 |
|