ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
121-18 |
122-07 |
0-21 |
0.5% |
125-05 |
| High |
122-00 |
122-10 |
0-10 |
0.3% |
125-05 |
| Low |
121-18 |
122-05 |
0-19 |
0.5% |
120-28 |
| Close |
121-23 |
122-06 |
0-15 |
0.4% |
121-07 |
| Range |
0-14 |
0-05 |
-0-09 |
-64.3% |
4-09 |
| ATR |
0-26 |
0-25 |
0-00 |
-1.9% |
0-00 |
| Volume |
40 |
463 |
423 |
1,057.5% |
207 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
122-19 |
122-09 |
|
| R3 |
122-17 |
122-14 |
122-07 |
|
| R2 |
122-12 |
122-12 |
122-07 |
|
| R1 |
122-09 |
122-09 |
122-06 |
122-08 |
| PP |
122-07 |
122-07 |
122-07 |
122-06 |
| S1 |
122-04 |
122-04 |
122-06 |
122-03 |
| S2 |
122-02 |
122-02 |
122-05 |
|
| S3 |
121-29 |
121-31 |
122-05 |
|
| S4 |
121-24 |
121-26 |
122-03 |
|
|
| 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 |
122-31 |
|
2.618 |
122-23 |
|
1.618 |
122-18 |
|
1.000 |
122-15 |
|
0.618 |
122-13 |
|
HIGH |
122-10 |
|
0.618 |
122-08 |
|
0.500 |
122-08 |
|
0.382 |
122-07 |
|
LOW |
122-05 |
|
0.618 |
122-02 |
|
1.000 |
122-00 |
|
1.618 |
121-29 |
|
2.618 |
121-24 |
|
4.250 |
121-16 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-08 |
122-00 |
| PP |
122-07 |
121-27 |
| S1 |
122-06 |
121-22 |
|