ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 29-Dec-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2011 |
29-Dec-2011 |
Change |
Change % |
Previous Week |
Open |
141-11 |
142-21 |
1-10 |
0.9% |
143-30 |
High |
143-04 |
143-08 |
0-04 |
0.1% |
144-23 |
Low |
141-11 |
142-07 |
0-28 |
0.6% |
140-17 |
Close |
143-03 |
143-02 |
-0-01 |
0.0% |
140-18 |
Range |
1-25 |
1-01 |
-0-24 |
-42.1% |
4-06 |
ATR |
1-08 |
1-08 |
-0-01 |
-1.3% |
0-00 |
Volume |
5 |
31 |
26 |
520.0% |
88 |
|
Daily Pivots for day following 29-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145-30 |
145-17 |
143-20 |
|
R3 |
144-29 |
144-16 |
143-11 |
|
R2 |
143-28 |
143-28 |
143-08 |
|
R1 |
143-15 |
143-15 |
143-05 |
143-22 |
PP |
142-27 |
142-27 |
142-27 |
142-30 |
S1 |
142-14 |
142-14 |
142-31 |
142-20 |
S2 |
141-26 |
141-26 |
142-28 |
|
S3 |
140-25 |
141-13 |
142-25 |
|
S4 |
139-24 |
140-12 |
142-16 |
|
|
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 |
147-20 |
2.618 |
145-30 |
1.618 |
144-29 |
1.000 |
144-09 |
0.618 |
143-28 |
HIGH |
143-08 |
0.618 |
142-27 |
0.500 |
142-24 |
0.382 |
142-20 |
LOW |
142-07 |
0.618 |
141-19 |
1.000 |
141-06 |
1.618 |
140-18 |
2.618 |
139-17 |
4.250 |
137-27 |
|
|
Fisher Pivots for day following 29-Dec-2011 |
Pivot |
1 day |
3 day |
R1 |
142-30 |
142-22 |
PP |
142-27 |
142-10 |
S1 |
142-24 |
141-30 |
|