ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-11 |
125-00 |
-0-11 |
-0.3% |
121-18 |
| High |
125-14 |
125-06 |
-0-08 |
-0.2% |
123-17 |
| Low |
124-13 |
124-07 |
-0-06 |
-0.2% |
121-11 |
| Close |
125-08 |
124-11 |
-0-29 |
-0.7% |
123-16 |
| Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
2-06 |
| ATR |
0-30 |
0-30 |
0-00 |
0.7% |
0-00 |
| Volume |
190 |
71 |
-119 |
-62.6% |
602 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-16 |
126-28 |
124-28 |
|
| R3 |
126-17 |
125-29 |
124-20 |
|
| R2 |
125-18 |
125-18 |
124-17 |
|
| R1 |
124-30 |
124-30 |
124-14 |
124-24 |
| PP |
124-19 |
124-19 |
124-19 |
124-16 |
| S1 |
123-31 |
123-31 |
124-08 |
123-26 |
| S2 |
123-20 |
123-20 |
124-05 |
|
| S3 |
122-21 |
123-00 |
124-02 |
|
| S4 |
121-22 |
122-01 |
123-26 |
|
|
| 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 |
129-10 |
|
2.618 |
127-23 |
|
1.618 |
126-24 |
|
1.000 |
126-05 |
|
0.618 |
125-25 |
|
HIGH |
125-06 |
|
0.618 |
124-26 |
|
0.500 |
124-22 |
|
0.382 |
124-19 |
|
LOW |
124-07 |
|
0.618 |
123-20 |
|
1.000 |
123-08 |
|
1.618 |
122-21 |
|
2.618 |
121-22 |
|
4.250 |
120-03 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
125-02 |
| PP |
124-19 |
124-26 |
| S1 |
124-15 |
124-19 |
|