ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 30-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2011 |
30-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-21 |
143-11 |
0-22 |
0.5% |
140-19 |
| High |
143-08 |
143-25 |
0-17 |
0.4% |
143-25 |
| Low |
142-07 |
143-11 |
1-04 |
0.8% |
140-19 |
| Close |
143-02 |
143-12 |
0-10 |
0.2% |
143-12 |
| Range |
1-01 |
0-14 |
-0-19 |
-57.6% |
3-06 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.0% |
0-00 |
| Volume |
31 |
39 |
8 |
25.8% |
152 |
|
| Daily Pivots for day following 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
144-26 |
144-17 |
143-20 |
|
| R3 |
144-12 |
144-03 |
143-16 |
|
| R2 |
143-30 |
143-30 |
143-15 |
|
| R1 |
143-21 |
143-21 |
143-13 |
143-26 |
| PP |
143-16 |
143-16 |
143-16 |
143-18 |
| S1 |
143-07 |
143-07 |
143-11 |
143-12 |
| S2 |
143-02 |
143-02 |
143-09 |
|
| S3 |
142-20 |
142-25 |
143-08 |
|
| S4 |
142-06 |
142-11 |
143-04 |
|
|
| Weekly Pivots for week ending 30-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152-05 |
150-30 |
145-04 |
|
| R3 |
148-31 |
147-24 |
144-08 |
|
| R2 |
145-25 |
145-25 |
143-31 |
|
| R1 |
144-18 |
144-18 |
143-21 |
145-06 |
| PP |
142-19 |
142-19 |
142-19 |
142-28 |
| S1 |
141-12 |
141-12 |
143-03 |
142-00 |
| S2 |
139-13 |
139-13 |
142-25 |
|
| S3 |
136-07 |
138-06 |
142-16 |
|
| S4 |
133-01 |
135-00 |
141-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
145-20 |
|
2.618 |
144-30 |
|
1.618 |
144-16 |
|
1.000 |
144-07 |
|
0.618 |
144-02 |
|
HIGH |
143-25 |
|
0.618 |
143-20 |
|
0.500 |
143-18 |
|
0.382 |
143-16 |
|
LOW |
143-11 |
|
0.618 |
143-02 |
|
1.000 |
142-29 |
|
1.618 |
142-20 |
|
2.618 |
142-06 |
|
4.250 |
141-16 |
|
|
| Fisher Pivots for day following 30-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-18 |
143-03 |
| PP |
143-16 |
142-27 |
| S1 |
143-14 |
142-18 |
|