ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-29 |
122-12 |
-0-17 |
-0.4% |
122-07 |
| High |
122-29 |
122-23 |
-0-06 |
-0.2% |
122-26 |
| Low |
122-29 |
122-12 |
-0-17 |
-0.4% |
121-15 |
| Close |
122-11 |
122-16 |
0-05 |
0.1% |
122-03 |
| Range |
0-00 |
0-11 |
0-11 |
|
1-11 |
| ATR |
0-16 |
0-16 |
0-00 |
-1.9% |
0-00 |
| Volume |
1 |
1 |
0 |
0.0% |
161 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
123-12 |
122-22 |
|
| R3 |
123-07 |
123-01 |
122-19 |
|
| R2 |
122-28 |
122-28 |
122-18 |
|
| R1 |
122-22 |
122-22 |
122-17 |
122-25 |
| PP |
122-17 |
122-17 |
122-17 |
122-18 |
| S1 |
122-11 |
122-11 |
122-15 |
122-14 |
| S2 |
122-06 |
122-06 |
122-14 |
|
| S3 |
121-27 |
122-00 |
122-13 |
|
| S4 |
121-16 |
121-21 |
122-10 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-15 |
122-27 |
|
| R3 |
124-26 |
124-04 |
122-15 |
|
| R2 |
123-15 |
123-15 |
122-11 |
|
| R1 |
122-25 |
122-25 |
122-07 |
122-14 |
| PP |
122-04 |
122-04 |
122-04 |
121-31 |
| S1 |
121-14 |
121-14 |
121-31 |
121-04 |
| S2 |
120-25 |
120-25 |
121-27 |
|
| S3 |
119-14 |
120-03 |
121-23 |
|
| S4 |
118-03 |
118-24 |
121-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
123-20 |
|
1.618 |
123-09 |
|
1.000 |
123-02 |
|
0.618 |
122-30 |
|
HIGH |
122-23 |
|
0.618 |
122-19 |
|
0.500 |
122-18 |
|
0.382 |
122-16 |
|
LOW |
122-12 |
|
0.618 |
122-05 |
|
1.000 |
122-01 |
|
1.618 |
121-26 |
|
2.618 |
121-15 |
|
4.250 |
120-29 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-18 |
122-16 |
| PP |
122-17 |
122-16 |
| S1 |
122-16 |
122-16 |
|