ECBOT 30 Year Treasury Bond Future June 2012
Trading Metrics calculated at close of trading on 10-Jan-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2012 |
10-Jan-2012 |
Change |
Change % |
Previous Week |
Open |
142-05 |
141-07 |
-0-30 |
-0.7% |
141-27 |
High |
142-05 |
141-15 |
-0-22 |
-0.5% |
142-08 |
Low |
141-15 |
141-07 |
-0-08 |
-0.2% |
140-00 |
Close |
141-15 |
141-13 |
-0-02 |
0.0% |
141-19 |
Range |
0-22 |
0-08 |
-0-14 |
-63.6% |
2-08 |
ATR |
1-05 |
1-03 |
-0-02 |
-5.6% |
0-00 |
Volume |
26 |
4 |
-22 |
-84.6% |
60 |
|
Daily Pivots for day following 10-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
142-04 |
142-00 |
141-17 |
|
R3 |
141-28 |
141-24 |
141-15 |
|
R2 |
141-20 |
141-20 |
141-14 |
|
R1 |
141-16 |
141-16 |
141-14 |
141-18 |
PP |
141-12 |
141-12 |
141-12 |
141-12 |
S1 |
141-08 |
141-08 |
141-12 |
141-10 |
S2 |
141-04 |
141-04 |
141-12 |
|
S3 |
140-28 |
141-00 |
141-11 |
|
S4 |
140-20 |
140-24 |
141-09 |
|
|
Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148-01 |
147-02 |
142-27 |
|
R3 |
145-25 |
144-26 |
142-07 |
|
R2 |
143-17 |
143-17 |
142-00 |
|
R1 |
142-18 |
142-18 |
141-26 |
141-30 |
PP |
141-09 |
141-09 |
141-09 |
140-31 |
S1 |
140-10 |
140-10 |
141-12 |
139-22 |
S2 |
139-01 |
139-01 |
141-06 |
|
S3 |
136-25 |
138-02 |
140-31 |
|
S4 |
134-17 |
135-26 |
140-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
142-17 |
2.618 |
142-04 |
1.618 |
141-28 |
1.000 |
141-23 |
0.618 |
141-20 |
HIGH |
141-15 |
0.618 |
141-12 |
0.500 |
141-11 |
0.382 |
141-10 |
LOW |
141-07 |
0.618 |
141-02 |
1.000 |
140-31 |
1.618 |
140-26 |
2.618 |
140-18 |
4.250 |
140-05 |
|
|
Fisher Pivots for day following 10-Jan-2012 |
Pivot |
1 day |
3 day |
R1 |
141-12 |
141-10 |
PP |
141-12 |
141-06 |
S1 |
141-11 |
141-02 |
|