ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 21-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
125-01 |
124-14 |
-0-19 |
-0.5% |
124-07 |
High |
125-07 |
124-14 |
-0-25 |
-0.6% |
124-31 |
Low |
124-04 |
124-14 |
0-10 |
0.3% |
122-13 |
Close |
124-12 |
123-31 |
-0-13 |
-0.3% |
124-14 |
Range |
1-03 |
0-00 |
-1-03 |
-100.0% |
2-18 |
ATR |
0-22 |
0-21 |
-0-01 |
-6.5% |
0-00 |
Volume |
7 |
13 |
6 |
85.7% |
13 |
|
Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-09 |
124-04 |
123-31 |
|
R3 |
124-09 |
124-04 |
123-31 |
|
R2 |
124-09 |
124-09 |
123-31 |
|
R1 |
124-04 |
124-04 |
123-31 |
124-06 |
PP |
124-09 |
124-09 |
124-09 |
124-10 |
S1 |
124-04 |
124-04 |
123-31 |
124-06 |
S2 |
124-09 |
124-09 |
123-31 |
|
S3 |
124-09 |
124-04 |
123-31 |
|
S4 |
124-09 |
124-04 |
123-31 |
|
|
Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-20 |
130-19 |
125-27 |
|
R3 |
129-02 |
128-01 |
125-05 |
|
R2 |
126-16 |
126-16 |
124-29 |
|
R1 |
125-15 |
125-15 |
124-22 |
126-00 |
PP |
123-30 |
123-30 |
123-30 |
124-06 |
S1 |
122-29 |
122-29 |
124-06 |
123-14 |
S2 |
121-12 |
121-12 |
123-31 |
|
S3 |
118-26 |
120-11 |
123-23 |
|
S4 |
116-08 |
117-25 |
123-01 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-14 |
2.618 |
124-14 |
1.618 |
124-14 |
1.000 |
124-14 |
0.618 |
124-14 |
HIGH |
124-14 |
0.618 |
124-14 |
0.500 |
124-14 |
0.382 |
124-14 |
LOW |
124-14 |
0.618 |
124-14 |
1.000 |
124-14 |
1.618 |
124-14 |
2.618 |
124-14 |
4.250 |
124-14 |
|
|
Fisher Pivots for day following 21-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
124-14 |
124-22 |
PP |
124-09 |
124-14 |
S1 |
124-04 |
124-06 |
|