ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
118-31 |
-0-13 |
-0.3% |
119-11 |
| High |
120-00 |
119-13 |
-0-19 |
-0.5% |
120-14 |
| Low |
118-07 |
118-20 |
0-13 |
0.3% |
118-15 |
| Close |
118-27 |
119-13 |
0-18 |
0.5% |
119-09 |
| Range |
1-25 |
0-25 |
-1-00 |
-56.1% |
1-31 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.5% |
0-00 |
| Volume |
462 |
287 |
-175 |
-37.9% |
1,110 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-16 |
121-07 |
119-27 |
|
| R3 |
120-23 |
120-14 |
119-20 |
|
| R2 |
119-30 |
119-30 |
119-18 |
|
| R1 |
119-21 |
119-21 |
119-15 |
119-26 |
| PP |
119-05 |
119-05 |
119-05 |
119-07 |
| S1 |
118-28 |
118-28 |
119-11 |
119-00 |
| S2 |
118-12 |
118-12 |
119-08 |
|
| S3 |
117-19 |
118-03 |
119-06 |
|
| S4 |
116-26 |
117-10 |
118-31 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-10 |
124-08 |
120-12 |
|
| R3 |
123-11 |
122-09 |
119-26 |
|
| R2 |
121-12 |
121-12 |
119-21 |
|
| R1 |
120-10 |
120-10 |
119-15 |
119-28 |
| PP |
119-13 |
119-13 |
119-13 |
119-05 |
| S1 |
118-11 |
118-11 |
119-03 |
117-28 |
| S2 |
117-14 |
117-14 |
118-29 |
|
| S3 |
115-15 |
116-12 |
118-24 |
|
| S4 |
113-16 |
114-13 |
118-06 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-23 |
|
2.618 |
121-14 |
|
1.618 |
120-21 |
|
1.000 |
120-06 |
|
0.618 |
119-28 |
|
HIGH |
119-13 |
|
0.618 |
119-03 |
|
0.500 |
119-00 |
|
0.382 |
118-30 |
|
LOW |
118-20 |
|
0.618 |
118-05 |
|
1.000 |
117-27 |
|
1.618 |
117-12 |
|
2.618 |
116-19 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-09 |
119-12 |
| PP |
119-05 |
119-11 |
| S1 |
119-00 |
119-10 |
|