ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 05-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
121-25 |
121-18 |
-0-07 |
-0.2% |
125-05 |
High |
121-27 |
122-00 |
0-05 |
0.1% |
125-05 |
Low |
121-01 |
121-18 |
0-17 |
0.4% |
120-28 |
Close |
121-07 |
121-23 |
0-16 |
0.4% |
121-07 |
Range |
0-26 |
0-14 |
-0-12 |
-46.2% |
4-09 |
ATR |
0-26 |
0-26 |
0-00 |
-0.3% |
0-00 |
Volume |
48 |
40 |
-8 |
-16.7% |
207 |
|
Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-02 |
122-27 |
121-31 |
|
R3 |
122-20 |
122-13 |
121-27 |
|
R2 |
122-06 |
122-06 |
121-26 |
|
R1 |
121-31 |
121-31 |
121-24 |
122-02 |
PP |
121-24 |
121-24 |
121-24 |
121-26 |
S1 |
121-17 |
121-17 |
121-22 |
121-20 |
S2 |
121-10 |
121-10 |
121-20 |
|
S3 |
120-28 |
121-03 |
121-19 |
|
S4 |
120-14 |
120-21 |
121-15 |
|
|
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 |
123-28 |
2.618 |
123-05 |
1.618 |
122-23 |
1.000 |
122-14 |
0.618 |
122-09 |
HIGH |
122-00 |
0.618 |
121-27 |
0.500 |
121-25 |
0.382 |
121-23 |
LOW |
121-18 |
0.618 |
121-09 |
1.000 |
121-04 |
1.618 |
120-27 |
2.618 |
120-13 |
4.250 |
119-22 |
|
|
Fisher Pivots for day following 05-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
121-25 |
121-22 |
PP |
121-24 |
121-20 |
S1 |
121-24 |
121-18 |
|