ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 19-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2011 |
19-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-25 |
143-30 |
1-05 |
0.8% |
140-23 |
| High |
144-03 |
144-23 |
0-20 |
0.4% |
144-03 |
| Low |
142-24 |
143-17 |
0-25 |
0.5% |
140-03 |
| Close |
143-27 |
144-19 |
0-24 |
0.5% |
143-27 |
| Range |
1-11 |
1-06 |
-0-05 |
-11.6% |
4-00 |
| ATR |
|
|
|
|
|
| Volume |
23 |
34 |
11 |
47.8% |
387 |
|
| Daily Pivots for day following 19-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-27 |
147-13 |
145-08 |
|
| R3 |
146-21 |
146-07 |
144-29 |
|
| R2 |
145-15 |
145-15 |
144-26 |
|
| R1 |
145-01 |
145-01 |
144-22 |
145-08 |
| PP |
144-09 |
144-09 |
144-09 |
144-12 |
| S1 |
143-27 |
143-27 |
144-16 |
144-02 |
| S2 |
143-03 |
143-03 |
144-12 |
|
| S3 |
141-29 |
142-21 |
144-09 |
|
| S4 |
140-23 |
141-15 |
143-30 |
|
|
| 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 |
149-24 |
|
2.618 |
147-26 |
|
1.618 |
146-20 |
|
1.000 |
145-29 |
|
0.618 |
145-14 |
|
HIGH |
144-23 |
|
0.618 |
144-08 |
|
0.500 |
144-04 |
|
0.382 |
144-00 |
|
LOW |
143-17 |
|
0.618 |
142-26 |
|
1.000 |
142-11 |
|
1.618 |
141-20 |
|
2.618 |
140-14 |
|
4.250 |
138-16 |
|
|
| Fisher Pivots for day following 19-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
144-14 |
144-10 |
| PP |
144-09 |
144-00 |
| S1 |
144-04 |
143-23 |
|