ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
118-26 |
-0-18 |
-0.5% |
119-09 |
| High |
119-12 |
119-30 |
0-18 |
0.5% |
120-12 |
| Low |
118-15 |
118-25 |
0-10 |
0.3% |
117-25 |
| Close |
119-06 |
119-27 |
0-21 |
0.6% |
119-12 |
| Range |
0-29 |
1-05 |
0-08 |
27.6% |
2-19 |
| ATR |
|
|
|
|
|
| Volume |
16 |
102 |
86 |
537.5% |
341 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
122-18 |
120-15 |
|
| R3 |
121-27 |
121-13 |
120-05 |
|
| R2 |
120-22 |
120-22 |
120-02 |
|
| R1 |
120-08 |
120-08 |
119-30 |
120-15 |
| PP |
119-17 |
119-17 |
119-17 |
119-20 |
| S1 |
119-03 |
119-03 |
119-24 |
119-10 |
| S2 |
118-12 |
118-12 |
119-20 |
|
| S3 |
117-07 |
117-30 |
119-17 |
|
| S4 |
116-02 |
116-25 |
119-07 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-31 |
125-24 |
120-26 |
|
| R3 |
124-12 |
123-05 |
120-03 |
|
| R2 |
121-25 |
121-25 |
119-27 |
|
| R1 |
120-18 |
120-18 |
119-20 |
121-06 |
| PP |
119-06 |
119-06 |
119-06 |
119-15 |
| S1 |
117-31 |
117-31 |
119-04 |
118-18 |
| S2 |
116-19 |
116-19 |
118-29 |
|
| S3 |
114-00 |
115-12 |
118-21 |
|
| S4 |
111-13 |
112-25 |
117-30 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-27 |
|
2.618 |
122-31 |
|
1.618 |
121-26 |
|
1.000 |
121-03 |
|
0.618 |
120-21 |
|
HIGH |
119-30 |
|
0.618 |
119-16 |
|
0.500 |
119-12 |
|
0.382 |
119-07 |
|
LOW |
118-25 |
|
0.618 |
118-02 |
|
1.000 |
117-20 |
|
1.618 |
116-29 |
|
2.618 |
115-24 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-20 |
| PP |
119-17 |
119-13 |
| S1 |
119-12 |
119-06 |
|