ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-05 |
124-05 |
-1-00 |
-0.8% |
125-01 |
| High |
125-05 |
124-12 |
-0-25 |
-0.6% |
125-16 |
| Low |
123-30 |
122-22 |
-1-08 |
-1.0% |
124-01 |
| Close |
124-01 |
122-23 |
-1-10 |
-1.1% |
125-04 |
| Range |
1-07 |
1-22 |
0-15 |
38.5% |
1-15 |
| ATR |
0-22 |
0-24 |
0-02 |
10.2% |
0-00 |
| Volume |
10 |
25 |
15 |
150.0% |
34 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-10 |
127-07 |
123-21 |
|
| R3 |
126-20 |
125-17 |
123-06 |
|
| R2 |
124-30 |
124-30 |
123-01 |
|
| R1 |
123-27 |
123-27 |
122-28 |
123-18 |
| PP |
123-08 |
123-08 |
123-08 |
123-04 |
| S1 |
122-05 |
122-05 |
122-18 |
121-28 |
| S2 |
121-18 |
121-18 |
122-13 |
|
| S3 |
119-28 |
120-15 |
122-08 |
|
| S4 |
118-06 |
118-25 |
121-25 |
|
|
| 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 |
131-18 |
|
2.618 |
128-25 |
|
1.618 |
127-03 |
|
1.000 |
126-02 |
|
0.618 |
125-13 |
|
HIGH |
124-12 |
|
0.618 |
123-23 |
|
0.500 |
123-17 |
|
0.382 |
123-11 |
|
LOW |
122-22 |
|
0.618 |
121-21 |
|
1.000 |
121-00 |
|
1.618 |
119-31 |
|
2.618 |
118-09 |
|
4.250 |
115-16 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-17 |
124-03 |
| PP |
123-08 |
123-20 |
| S1 |
123-00 |
123-06 |
|