ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
125-04 |
123-16 |
-1-20 |
-1.3% |
123-18 |
High |
125-04 |
123-27 |
-1-09 |
-1.0% |
125-29 |
Low |
124-15 |
123-10 |
-1-05 |
-0.9% |
123-18 |
Close |
124-13 |
123-19 |
-0-26 |
-0.7% |
124-18 |
Range |
0-21 |
0-17 |
-0-04 |
-19.0% |
2-11 |
ATR |
1-00 |
1-00 |
0-00 |
0.7% |
0-00 |
Volume |
193 |
75 |
-118 |
-61.1% |
1,532 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
125-06 |
124-29 |
123-28 |
|
R3 |
124-21 |
124-12 |
123-24 |
|
R2 |
124-04 |
124-04 |
123-22 |
|
R1 |
123-27 |
123-27 |
123-21 |
124-00 |
PP |
123-19 |
123-19 |
123-19 |
123-21 |
S1 |
123-10 |
123-10 |
123-17 |
123-14 |
S2 |
123-02 |
123-02 |
123-16 |
|
S3 |
122-17 |
122-25 |
123-14 |
|
S4 |
122-00 |
122-08 |
123-10 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-23 |
130-15 |
125-27 |
|
R3 |
129-12 |
128-04 |
125-07 |
|
R2 |
127-01 |
127-01 |
125-00 |
|
R1 |
125-25 |
125-25 |
124-25 |
126-13 |
PP |
124-22 |
124-22 |
124-22 |
125-00 |
S1 |
123-14 |
123-14 |
124-11 |
124-02 |
S2 |
122-11 |
122-11 |
124-04 |
|
S3 |
120-00 |
121-03 |
123-29 |
|
S4 |
117-21 |
118-24 |
123-09 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
126-03 |
2.618 |
125-08 |
1.618 |
124-23 |
1.000 |
124-12 |
0.618 |
124-06 |
HIGH |
123-27 |
0.618 |
123-21 |
0.500 |
123-18 |
0.382 |
123-16 |
LOW |
123-10 |
0.618 |
122-31 |
1.000 |
122-25 |
1.618 |
122-14 |
2.618 |
121-29 |
4.250 |
121-02 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
123-19 |
124-14 |
PP |
123-19 |
124-05 |
S1 |
123-18 |
123-28 |
|