ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-28 |
124-26 |
0-30 |
0.8% |
123-06 |
| High |
123-28 |
124-26 |
0-30 |
0.8% |
124-28 |
| Low |
123-28 |
124-26 |
0-30 |
0.8% |
123-00 |
| Close |
124-08 |
123-26 |
-0-14 |
-0.4% |
123-25 |
| Range |
|
|
|
|
|
| ATR |
0-18 |
0-18 |
0-00 |
0.2% |
0-00 |
| Volume |
2 |
1 |
-1 |
-50.0% |
91 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
124-05 |
123-26 |
|
| R3 |
124-15 |
124-05 |
123-26 |
|
| R2 |
124-15 |
124-15 |
123-26 |
|
| R1 |
124-05 |
124-05 |
123-26 |
124-10 |
| PP |
124-15 |
124-15 |
124-15 |
124-18 |
| S1 |
124-05 |
124-05 |
123-26 |
124-10 |
| S2 |
124-15 |
124-15 |
123-26 |
|
| S3 |
124-15 |
124-05 |
123-26 |
|
| S4 |
124-15 |
124-05 |
123-26 |
|
|
| 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 |
124-26 |
|
2.618 |
124-26 |
|
1.618 |
124-26 |
|
1.000 |
124-26 |
|
0.618 |
124-26 |
|
HIGH |
124-26 |
|
0.618 |
124-26 |
|
0.500 |
124-26 |
|
0.382 |
124-26 |
|
LOW |
124-26 |
|
0.618 |
124-26 |
|
1.000 |
124-26 |
|
1.618 |
124-26 |
|
2.618 |
124-26 |
|
4.250 |
124-26 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
124-03 |
| PP |
124-15 |
124-00 |
| S1 |
124-05 |
123-29 |
|