ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 27-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-23 |
124-08 |
0-17 |
0.4% |
124-10 |
| High |
124-12 |
124-09 |
-0-03 |
-0.1% |
125-18 |
| Low |
123-10 |
123-21 |
0-11 |
0.3% |
123-10 |
| Close |
124-11 |
124-05 |
-0-06 |
-0.2% |
124-11 |
| Range |
1-02 |
0-20 |
-0-14 |
-41.2% |
2-08 |
| ATR |
1-00 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
185 |
1,158 |
973 |
525.9% |
881 |
|
| Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-29 |
125-21 |
124-16 |
|
| R3 |
125-09 |
125-01 |
124-10 |
|
| R2 |
124-21 |
124-21 |
124-09 |
|
| R1 |
124-13 |
124-13 |
124-07 |
124-07 |
| PP |
124-01 |
124-01 |
124-01 |
123-30 |
| S1 |
123-25 |
123-25 |
124-03 |
123-19 |
| S2 |
123-13 |
123-13 |
124-01 |
|
| S3 |
122-25 |
123-05 |
124-00 |
|
| S4 |
122-05 |
122-17 |
123-26 |
|
|
| 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 |
126-30 |
|
2.618 |
125-29 |
|
1.618 |
125-09 |
|
1.000 |
124-29 |
|
0.618 |
124-21 |
|
HIGH |
124-09 |
|
0.618 |
124-01 |
|
0.500 |
123-31 |
|
0.382 |
123-29 |
|
LOW |
123-21 |
|
0.618 |
123-09 |
|
1.000 |
123-01 |
|
1.618 |
122-21 |
|
2.618 |
122-01 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 27-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-03 |
124-02 |
| PP |
124-01 |
124-00 |
| S1 |
123-31 |
123-30 |
|