ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
122-21 |
122-08 |
-0-13 |
-0.3% |
125-01 |
| High |
122-22 |
122-09 |
-0-13 |
-0.3% |
125-16 |
| Low |
121-29 |
120-28 |
-1-01 |
-0.8% |
124-01 |
| Close |
122-03 |
121-18 |
-0-17 |
-0.4% |
125-04 |
| Range |
0-25 |
1-13 |
0-20 |
80.0% |
1-15 |
| ATR |
0-25 |
0-26 |
0-01 |
5.9% |
0-00 |
| Volume |
99 |
25 |
-74 |
-74.7% |
34 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-25 |
125-03 |
122-11 |
|
| R3 |
124-12 |
123-22 |
121-30 |
|
| R2 |
122-31 |
122-31 |
121-26 |
|
| R1 |
122-09 |
122-09 |
121-22 |
121-30 |
| PP |
121-18 |
121-18 |
121-18 |
121-13 |
| S1 |
120-28 |
120-28 |
121-14 |
120-16 |
| S2 |
120-05 |
120-05 |
121-10 |
|
| S3 |
118-24 |
119-15 |
121-06 |
|
| S4 |
117-11 |
118-02 |
120-25 |
|
|
| 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 |
128-08 |
|
2.618 |
125-31 |
|
1.618 |
124-18 |
|
1.000 |
123-22 |
|
0.618 |
123-05 |
|
HIGH |
122-09 |
|
0.618 |
121-24 |
|
0.500 |
121-18 |
|
0.382 |
121-13 |
|
LOW |
120-28 |
|
0.618 |
120-00 |
|
1.000 |
119-15 |
|
1.618 |
118-19 |
|
2.618 |
117-06 |
|
4.250 |
114-29 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-18 |
122-20 |
| PP |
121-18 |
122-09 |
| S1 |
121-18 |
121-29 |
|