ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 02-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124-00 |
124-09 |
0-09 |
0.2% |
122-29 |
High |
124-28 |
124-09 |
-0-19 |
-0.5% |
123-23 |
Low |
124-00 |
123-27 |
-0-05 |
-0.1% |
122-10 |
Close |
124-16 |
123-13 |
-1-03 |
-0.9% |
123-04 |
Range |
0-28 |
0-14 |
-0-14 |
-50.0% |
1-13 |
ATR |
0-19 |
0-19 |
0-00 |
0.9% |
0-00 |
Volume |
7 |
34 |
27 |
385.7% |
21 |
|
Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-05 |
124-23 |
123-21 |
|
R3 |
124-23 |
124-09 |
123-17 |
|
R2 |
124-09 |
124-09 |
123-16 |
|
R1 |
123-27 |
123-27 |
123-14 |
123-27 |
PP |
123-27 |
123-27 |
123-27 |
123-27 |
S1 |
123-13 |
123-13 |
123-12 |
123-13 |
S2 |
123-13 |
123-13 |
123-10 |
|
S3 |
122-31 |
122-31 |
123-09 |
|
S4 |
122-17 |
122-17 |
123-05 |
|
|
Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-09 |
126-19 |
123-29 |
|
R3 |
125-28 |
125-06 |
123-16 |
|
R2 |
124-15 |
124-15 |
123-12 |
|
R1 |
123-25 |
123-25 |
123-08 |
124-04 |
PP |
123-02 |
123-02 |
123-02 |
123-07 |
S1 |
122-12 |
122-12 |
123-00 |
122-23 |
S2 |
121-21 |
121-21 |
122-28 |
|
S3 |
120-08 |
120-31 |
122-24 |
|
S4 |
118-27 |
119-18 |
122-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-04 |
2.618 |
125-14 |
1.618 |
125-00 |
1.000 |
124-23 |
0.618 |
124-18 |
HIGH |
124-09 |
0.618 |
124-04 |
0.500 |
124-02 |
0.382 |
124-00 |
LOW |
123-27 |
0.618 |
123-18 |
1.000 |
123-13 |
1.618 |
123-04 |
2.618 |
122-22 |
4.250 |
122-00 |
|
|
Fisher Pivots for day following 02-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
124-02 |
123-30 |
PP |
123-27 |
123-24 |
S1 |
123-20 |
123-19 |
|