ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 01-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
122-08 |
121-25 |
-0-15 |
-0.4% |
125-05 |
High |
122-09 |
121-27 |
-0-14 |
-0.4% |
125-05 |
Low |
120-28 |
121-01 |
0-05 |
0.1% |
120-28 |
Close |
121-18 |
121-07 |
-0-11 |
-0.3% |
121-07 |
Range |
1-13 |
0-26 |
-0-19 |
-42.2% |
4-09 |
ATR |
0-26 |
0-26 |
0-00 |
0.0% |
0-00 |
Volume |
25 |
48 |
23 |
92.0% |
207 |
|
Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-26 |
123-10 |
121-21 |
|
R3 |
123-00 |
122-16 |
121-14 |
|
R2 |
122-06 |
122-06 |
121-12 |
|
R1 |
121-22 |
121-22 |
121-09 |
121-17 |
PP |
121-12 |
121-12 |
121-12 |
121-09 |
S1 |
120-28 |
120-28 |
121-05 |
120-23 |
S2 |
120-18 |
120-18 |
121-02 |
|
S3 |
119-24 |
120-02 |
121-00 |
|
S4 |
118-30 |
119-08 |
120-25 |
|
|
Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
135-08 |
132-17 |
123-18 |
|
R3 |
130-31 |
128-08 |
122-13 |
|
R2 |
126-22 |
126-22 |
122-00 |
|
R1 |
123-31 |
123-31 |
121-20 |
123-06 |
PP |
122-13 |
122-13 |
122-13 |
122-01 |
S1 |
119-22 |
119-22 |
120-26 |
118-29 |
S2 |
118-04 |
118-04 |
120-14 |
|
S3 |
113-27 |
115-13 |
120-01 |
|
S4 |
109-18 |
111-04 |
118-28 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-10 |
2.618 |
123-31 |
1.618 |
123-05 |
1.000 |
122-21 |
0.618 |
122-11 |
HIGH |
121-27 |
0.618 |
121-17 |
0.500 |
121-14 |
0.382 |
121-11 |
LOW |
121-01 |
0.618 |
120-17 |
1.000 |
120-07 |
1.618 |
119-23 |
2.618 |
118-29 |
4.250 |
117-18 |
|
|
Fisher Pivots for day following 01-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
121-14 |
121-25 |
PP |
121-12 |
121-19 |
S1 |
121-09 |
121-13 |
|