ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-16 |
125-05 |
-0-11 |
-0.3% |
125-01 |
| High |
125-16 |
125-05 |
-0-11 |
-0.3% |
125-16 |
| Low |
125-04 |
123-30 |
-1-06 |
-0.9% |
124-01 |
| Close |
125-04 |
124-01 |
-1-03 |
-0.9% |
125-04 |
| Range |
0-12 |
1-07 |
0-27 |
225.0% |
1-15 |
| ATR |
0-21 |
0-22 |
0-01 |
6.2% |
0-00 |
| Volume |
10 |
10 |
0 |
0.0% |
34 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-01 |
127-08 |
124-22 |
|
| R3 |
126-26 |
126-01 |
124-12 |
|
| R2 |
125-19 |
125-19 |
124-08 |
|
| R1 |
124-26 |
124-26 |
124-05 |
124-19 |
| PP |
124-12 |
124-12 |
124-12 |
124-08 |
| S1 |
123-19 |
123-19 |
123-29 |
123-12 |
| S2 |
123-05 |
123-05 |
123-26 |
|
| S3 |
121-30 |
122-12 |
123-22 |
|
| S4 |
120-23 |
121-05 |
123-12 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-09 |
128-22 |
125-30 |
|
| R3 |
127-26 |
127-07 |
125-17 |
|
| R2 |
126-11 |
126-11 |
125-13 |
|
| R1 |
125-24 |
125-24 |
125-08 |
126-02 |
| PP |
124-28 |
124-28 |
124-28 |
125-01 |
| S1 |
124-09 |
124-09 |
125-00 |
124-18 |
| S2 |
123-13 |
123-13 |
124-27 |
|
| S3 |
121-30 |
122-26 |
124-23 |
|
| S4 |
120-15 |
121-11 |
124-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-11 |
|
2.618 |
128-11 |
|
1.618 |
127-04 |
|
1.000 |
126-12 |
|
0.618 |
125-29 |
|
HIGH |
125-05 |
|
0.618 |
124-22 |
|
0.500 |
124-18 |
|
0.382 |
124-13 |
|
LOW |
123-30 |
|
0.618 |
123-06 |
|
1.000 |
122-23 |
|
1.618 |
121-31 |
|
2.618 |
120-24 |
|
4.250 |
118-24 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
124-23 |
| PP |
124-12 |
124-16 |
| S1 |
124-06 |
124-08 |
|