ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 16-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2011 |
16-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-08 |
142-25 |
-0-15 |
-0.3% |
140-23 |
| High |
143-16 |
144-03 |
0-19 |
0.4% |
144-03 |
| Low |
142-23 |
142-24 |
0-01 |
0.0% |
140-03 |
| Close |
142-23 |
143-27 |
1-04 |
0.8% |
143-27 |
| Range |
0-25 |
1-11 |
0-18 |
72.0% |
4-00 |
| ATR |
|
|
|
|
|
| Volume |
5 |
23 |
18 |
360.0% |
387 |
|
| Daily Pivots for day following 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-19 |
147-02 |
144-19 |
|
| R3 |
146-08 |
145-23 |
144-07 |
|
| R2 |
144-29 |
144-29 |
144-03 |
|
| R1 |
144-12 |
144-12 |
143-31 |
144-20 |
| PP |
143-18 |
143-18 |
143-18 |
143-22 |
| S1 |
143-01 |
143-01 |
143-23 |
143-10 |
| S2 |
142-07 |
142-07 |
143-19 |
|
| S3 |
140-28 |
141-22 |
143-15 |
|
| S4 |
139-17 |
140-11 |
143-03 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-08 |
146-01 |
|
| R3 |
150-22 |
149-08 |
144-30 |
|
| R2 |
146-22 |
146-22 |
144-18 |
|
| R1 |
145-08 |
145-08 |
144-07 |
145-31 |
| PP |
142-22 |
142-22 |
142-22 |
143-01 |
| S1 |
141-08 |
141-08 |
143-15 |
141-31 |
| S2 |
138-22 |
138-22 |
143-04 |
|
| S3 |
134-22 |
137-08 |
142-24 |
|
| S4 |
130-22 |
133-08 |
141-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-26 |
|
2.618 |
147-20 |
|
1.618 |
146-09 |
|
1.000 |
145-14 |
|
0.618 |
144-30 |
|
HIGH |
144-03 |
|
0.618 |
143-19 |
|
0.500 |
143-14 |
|
0.382 |
143-08 |
|
LOW |
142-24 |
|
0.618 |
141-29 |
|
1.000 |
141-13 |
|
1.618 |
140-18 |
|
2.618 |
139-07 |
|
4.250 |
137-01 |
|
|
| Fisher Pivots for day following 16-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-22 |
143-18 |
| PP |
143-18 |
143-10 |
| S1 |
143-14 |
143-02 |
|