ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 28-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2011 |
28-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
140-19 |
141-11 |
0-24 |
0.5% |
143-30 |
| High |
141-01 |
143-04 |
2-03 |
1.5% |
144-23 |
| Low |
140-19 |
141-11 |
0-24 |
0.5% |
140-17 |
| Close |
141-01 |
143-03 |
2-02 |
1.5% |
140-18 |
| Range |
0-14 |
1-25 |
1-11 |
307.1% |
4-06 |
| ATR |
1-06 |
1-08 |
0-02 |
5.4% |
0-00 |
| Volume |
77 |
5 |
-72 |
-93.5% |
88 |
|
| Daily Pivots for day following 28-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-28 |
147-08 |
144-02 |
|
| R3 |
146-03 |
145-15 |
143-19 |
|
| R2 |
144-10 |
144-10 |
143-13 |
|
| R1 |
143-22 |
143-22 |
143-08 |
144-00 |
| PP |
142-17 |
142-17 |
142-17 |
142-22 |
| S1 |
141-29 |
141-29 |
142-30 |
142-07 |
| S2 |
140-24 |
140-24 |
142-25 |
|
| S3 |
138-31 |
140-04 |
142-19 |
|
| S4 |
137-06 |
138-11 |
142-04 |
|
|
| Weekly Pivots for week ending 23-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-16 |
151-23 |
142-28 |
|
| R3 |
150-10 |
147-17 |
141-23 |
|
| R2 |
146-04 |
146-04 |
141-11 |
|
| R1 |
143-11 |
143-11 |
140-30 |
142-20 |
| PP |
141-30 |
141-30 |
141-30 |
141-19 |
| S1 |
139-05 |
139-05 |
140-06 |
138-14 |
| S2 |
137-24 |
137-24 |
139-25 |
|
| S3 |
133-18 |
134-31 |
139-13 |
|
| S4 |
129-12 |
130-25 |
138-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
150-22 |
|
2.618 |
147-25 |
|
1.618 |
146-00 |
|
1.000 |
144-29 |
|
0.618 |
144-07 |
|
HIGH |
143-04 |
|
0.618 |
142-14 |
|
0.500 |
142-08 |
|
0.382 |
142-01 |
|
LOW |
141-11 |
|
0.618 |
140-08 |
|
1.000 |
139-18 |
|
1.618 |
138-15 |
|
2.618 |
136-22 |
|
4.250 |
133-25 |
|
|
| Fisher Pivots for day following 28-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-26 |
142-22 |
| PP |
142-17 |
142-08 |
| S1 |
142-08 |
141-26 |
|