ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
123-07 |
123-25 |
0-18 |
0.5% |
123-30 |
High |
123-07 |
123-25 |
0-18 |
0.5% |
124-26 |
Low |
122-13 |
123-25 |
1-12 |
1.1% |
123-12 |
Close |
122-14 |
124-01 |
1-19 |
1.3% |
124-09 |
Range |
0-26 |
0-00 |
-0-26 |
-100.0% |
1-14 |
ATR |
0-19 |
0-20 |
0-02 |
9.4% |
0-00 |
Volume |
1 |
4 |
3 |
300.0% |
83 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-28 |
123-30 |
124-01 |
|
R3 |
123-28 |
123-30 |
124-01 |
|
R2 |
123-28 |
123-28 |
124-01 |
|
R1 |
123-30 |
123-30 |
124-01 |
123-29 |
PP |
123-28 |
123-28 |
123-28 |
123-27 |
S1 |
123-30 |
123-30 |
124-01 |
123-29 |
S2 |
123-28 |
123-28 |
124-01 |
|
S3 |
123-28 |
123-30 |
124-01 |
|
S4 |
123-28 |
123-30 |
124-01 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-15 |
127-26 |
125-02 |
|
R3 |
127-01 |
126-12 |
124-22 |
|
R2 |
125-19 |
125-19 |
124-17 |
|
R1 |
124-30 |
124-30 |
124-13 |
125-08 |
PP |
124-05 |
124-05 |
124-05 |
124-10 |
S1 |
123-16 |
123-16 |
124-05 |
123-26 |
S2 |
122-23 |
122-23 |
124-01 |
|
S3 |
121-09 |
122-02 |
123-28 |
|
S4 |
119-27 |
120-20 |
123-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-25 |
2.618 |
123-25 |
1.618 |
123-25 |
1.000 |
123-25 |
0.618 |
123-25 |
HIGH |
123-25 |
0.618 |
123-25 |
0.500 |
123-25 |
0.382 |
123-25 |
LOW |
123-25 |
0.618 |
123-25 |
1.000 |
123-25 |
1.618 |
123-25 |
2.618 |
123-25 |
4.250 |
123-25 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
123-30 |
123-25 |
PP |
123-28 |
123-18 |
S1 |
123-25 |
123-10 |
|