ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 06-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
124-00 |
123-30 |
-0-02 |
-0.1% |
123-06 |
High |
124-03 |
123-30 |
-0-05 |
-0.1% |
124-28 |
Low |
123-13 |
123-17 |
0-04 |
0.1% |
123-00 |
Close |
123-25 |
123-18 |
-0-07 |
-0.2% |
123-25 |
Range |
0-22 |
0-13 |
-0-09 |
-40.9% |
1-28 |
ATR |
0-19 |
0-19 |
0-00 |
-2.3% |
0-00 |
Volume |
45 |
16 |
-29 |
-64.4% |
91 |
|
Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-29 |
124-20 |
123-25 |
|
R3 |
124-16 |
124-07 |
123-22 |
|
R2 |
124-03 |
124-03 |
123-20 |
|
R1 |
123-26 |
123-26 |
123-19 |
123-24 |
PP |
123-22 |
123-22 |
123-22 |
123-20 |
S1 |
123-13 |
123-13 |
123-17 |
123-11 |
S2 |
123-09 |
123-09 |
123-16 |
|
S3 |
122-28 |
123-00 |
123-14 |
|
S4 |
122-15 |
122-19 |
123-11 |
|
|
Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
129-16 |
128-17 |
124-26 |
|
R3 |
127-20 |
126-21 |
124-10 |
|
R2 |
125-24 |
125-24 |
124-04 |
|
R1 |
124-25 |
124-25 |
123-30 |
125-08 |
PP |
123-28 |
123-28 |
123-28 |
124-04 |
S1 |
122-29 |
122-29 |
123-20 |
123-12 |
S2 |
122-00 |
122-00 |
123-14 |
|
S3 |
120-04 |
121-01 |
123-08 |
|
S4 |
118-08 |
119-05 |
122-24 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-21 |
2.618 |
125-00 |
1.618 |
124-19 |
1.000 |
124-11 |
0.618 |
124-06 |
HIGH |
123-30 |
0.618 |
123-25 |
0.500 |
123-24 |
0.382 |
123-22 |
LOW |
123-17 |
0.618 |
123-09 |
1.000 |
123-04 |
1.618 |
122-28 |
2.618 |
122-15 |
4.250 |
121-26 |
|
|
Fisher Pivots for day following 06-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-24 |
123-27 |
PP |
123-22 |
123-24 |
S1 |
123-20 |
123-21 |
|