ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-18 |
124-21 |
1-03 |
0.9% |
121-18 |
| High |
124-26 |
125-29 |
1-03 |
0.9% |
123-17 |
| Low |
123-18 |
124-20 |
1-02 |
0.9% |
121-11 |
| Close |
124-22 |
124-31 |
0-09 |
0.2% |
123-16 |
| Range |
1-08 |
1-09 |
0-01 |
2.5% |
2-06 |
| ATR |
0-29 |
0-30 |
0-01 |
3.0% |
0-00 |
| Volume |
857 |
292 |
-565 |
-65.9% |
602 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-00 |
128-09 |
125-22 |
|
| R3 |
127-23 |
127-00 |
125-10 |
|
| R2 |
126-14 |
126-14 |
125-07 |
|
| R1 |
125-23 |
125-23 |
125-03 |
126-02 |
| PP |
125-05 |
125-05 |
125-05 |
125-11 |
| S1 |
124-14 |
124-14 |
124-27 |
124-26 |
| S2 |
123-28 |
123-28 |
124-23 |
|
| S3 |
122-19 |
123-05 |
124-20 |
|
| S4 |
121-10 |
121-28 |
124-08 |
|
|
| 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 |
131-11 |
|
2.618 |
129-08 |
|
1.618 |
127-31 |
|
1.000 |
127-06 |
|
0.618 |
126-22 |
|
HIGH |
125-29 |
|
0.618 |
125-13 |
|
0.500 |
125-08 |
|
0.382 |
125-04 |
|
LOW |
124-20 |
|
0.618 |
123-27 |
|
1.000 |
123-11 |
|
1.618 |
122-18 |
|
2.618 |
121-09 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
124-19 |
| PP |
125-05 |
124-06 |
| S1 |
125-02 |
123-26 |
|