ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
123-24 |
0-08 |
0.2% |
124-10 |
| High |
123-27 |
124-15 |
0-20 |
0.5% |
125-18 |
| Low |
123-10 |
123-24 |
0-14 |
0.4% |
123-10 |
| Close |
123-19 |
124-11 |
0-24 |
0.6% |
124-11 |
| Range |
0-17 |
0-23 |
0-06 |
35.3% |
2-08 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.9% |
0-00 |
| Volume |
75 |
419 |
344 |
458.7% |
881 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
126-02 |
124-24 |
|
| R3 |
125-20 |
125-11 |
124-17 |
|
| R2 |
124-29 |
124-29 |
124-15 |
|
| R1 |
124-20 |
124-20 |
124-13 |
124-24 |
| PP |
124-06 |
124-06 |
124-06 |
124-08 |
| S1 |
123-29 |
123-29 |
124-09 |
124-02 |
| S2 |
123-15 |
123-15 |
124-07 |
|
| S3 |
122-24 |
123-06 |
124-05 |
|
| S4 |
122-01 |
122-15 |
123-30 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-05 |
130-00 |
125-19 |
|
| R3 |
128-29 |
127-24 |
124-31 |
|
| R2 |
126-21 |
126-21 |
124-24 |
|
| R1 |
125-16 |
125-16 |
124-18 |
126-02 |
| PP |
124-13 |
124-13 |
124-13 |
124-22 |
| S1 |
123-08 |
123-08 |
124-04 |
123-26 |
| S2 |
122-05 |
122-05 |
123-30 |
|
| S3 |
119-29 |
121-00 |
123-23 |
|
| S4 |
117-21 |
118-24 |
123-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-17 |
|
2.618 |
126-11 |
|
1.618 |
125-20 |
|
1.000 |
125-06 |
|
0.618 |
124-29 |
|
HIGH |
124-15 |
|
0.618 |
124-06 |
|
0.500 |
124-04 |
|
0.382 |
124-01 |
|
LOW |
123-24 |
|
0.618 |
123-10 |
|
1.000 |
123-01 |
|
1.618 |
122-19 |
|
2.618 |
121-28 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-08 |
124-10 |
| PP |
124-06 |
124-08 |
| S1 |
124-04 |
124-07 |
|