ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
121-23 |
-0-02 |
-0.1% |
121-18 |
| High |
121-26 |
123-17 |
1-23 |
1.4% |
123-17 |
| Low |
121-11 |
121-23 |
0-12 |
0.3% |
121-11 |
| Close |
121-26 |
123-16 |
1-22 |
1.4% |
123-16 |
| Range |
0-15 |
1-26 |
1-11 |
286.7% |
2-06 |
| ATR |
0-26 |
0-28 |
0-02 |
9.1% |
0-00 |
| Volume |
48 |
51 |
3 |
6.3% |
602 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
127-24 |
124-16 |
|
| R3 |
126-17 |
125-30 |
124-00 |
|
| R2 |
124-23 |
124-23 |
123-27 |
|
| R1 |
124-04 |
124-04 |
123-21 |
124-14 |
| PP |
122-29 |
122-29 |
122-29 |
123-02 |
| S1 |
122-10 |
122-10 |
123-11 |
122-20 |
| S2 |
121-03 |
121-03 |
123-05 |
|
| S3 |
119-09 |
120-16 |
123-00 |
|
| S4 |
117-15 |
118-22 |
122-16 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-20 |
124-22 |
|
| R3 |
127-05 |
126-14 |
124-03 |
|
| R2 |
124-31 |
124-31 |
123-29 |
|
| R1 |
124-08 |
124-08 |
123-22 |
124-20 |
| PP |
122-25 |
122-25 |
122-25 |
122-31 |
| S1 |
122-02 |
122-02 |
123-10 |
122-14 |
| S2 |
120-19 |
120-19 |
123-03 |
|
| S3 |
118-13 |
119-28 |
122-29 |
|
| S4 |
116-07 |
117-22 |
122-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
128-09 |
|
1.618 |
126-15 |
|
1.000 |
125-11 |
|
0.618 |
124-21 |
|
HIGH |
123-17 |
|
0.618 |
122-27 |
|
0.500 |
122-20 |
|
0.382 |
122-13 |
|
LOW |
121-23 |
|
0.618 |
120-19 |
|
1.000 |
119-29 |
|
1.618 |
118-25 |
|
2.618 |
116-31 |
|
4.250 |
114-00 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-07 |
123-05 |
| PP |
122-29 |
122-25 |
| S1 |
122-20 |
122-14 |
|