ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 15-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2011 |
15-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-00 |
143-08 |
1-08 |
0.9% |
139-16 |
| High |
143-01 |
143-16 |
0-15 |
0.3% |
141-11 |
| Low |
142-00 |
142-23 |
0-23 |
0.5% |
139-11 |
| Close |
143-01 |
142-23 |
-0-10 |
-0.2% |
139-23 |
| Range |
1-01 |
0-25 |
-0-08 |
-24.2% |
2-00 |
| ATR |
|
|
|
|
|
| Volume |
66 |
5 |
-61 |
-92.4% |
812 |
|
| Daily Pivots for day following 15-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-10 |
144-26 |
143-05 |
|
| R3 |
144-17 |
144-01 |
142-30 |
|
| R2 |
143-24 |
143-24 |
142-28 |
|
| R1 |
143-08 |
143-08 |
142-25 |
143-04 |
| PP |
142-31 |
142-31 |
142-31 |
142-29 |
| S1 |
142-15 |
142-15 |
142-21 |
142-10 |
| S2 |
142-06 |
142-06 |
142-18 |
|
| S3 |
141-13 |
141-22 |
142-16 |
|
| S4 |
140-20 |
140-29 |
142-09 |
|
|
| Weekly Pivots for week ending 09-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-04 |
144-30 |
140-26 |
|
| R3 |
144-04 |
142-30 |
140-09 |
|
| R2 |
142-04 |
142-04 |
140-03 |
|
| R1 |
140-30 |
140-30 |
139-29 |
141-17 |
| PP |
140-04 |
140-04 |
140-04 |
140-14 |
| S1 |
138-30 |
138-30 |
139-17 |
139-17 |
| S2 |
138-04 |
138-04 |
139-11 |
|
| S3 |
136-04 |
136-30 |
139-05 |
|
| S4 |
134-04 |
134-30 |
138-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
146-26 |
|
2.618 |
145-17 |
|
1.618 |
144-24 |
|
1.000 |
144-09 |
|
0.618 |
143-31 |
|
HIGH |
143-16 |
|
0.618 |
143-06 |
|
0.500 |
143-04 |
|
0.382 |
143-01 |
|
LOW |
142-23 |
|
0.618 |
142-08 |
|
1.000 |
141-30 |
|
1.618 |
141-15 |
|
2.618 |
140-22 |
|
4.250 |
139-13 |
|
|
| Fisher Pivots for day following 15-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-04 |
142-13 |
| PP |
142-31 |
142-03 |
| S1 |
142-27 |
141-26 |
|