ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
118-31 |
119-16 |
0-17 |
0.4% |
119-11 |
| High |
119-13 |
119-25 |
0-12 |
0.3% |
120-14 |
| Low |
118-20 |
117-23 |
-0-29 |
-0.8% |
118-15 |
| Close |
119-13 |
117-28 |
-1-17 |
-1.3% |
119-09 |
| Range |
0-25 |
2-02 |
1-09 |
164.0% |
1-31 |
| ATR |
1-05 |
1-08 |
0-02 |
5.4% |
0-00 |
| Volume |
287 |
159 |
-128 |
-44.6% |
1,110 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-10 |
119-00 |
|
| R3 |
122-19 |
121-08 |
118-14 |
|
| R2 |
120-17 |
120-17 |
118-08 |
|
| R1 |
119-06 |
119-06 |
118-02 |
118-26 |
| PP |
118-15 |
118-15 |
118-15 |
118-09 |
| S1 |
117-04 |
117-04 |
117-22 |
116-24 |
| S2 |
116-13 |
116-13 |
117-16 |
|
| S3 |
114-11 |
115-02 |
117-10 |
|
| S4 |
112-09 |
113-00 |
116-24 |
|
|
| 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 |
128-18 |
|
2.618 |
125-06 |
|
1.618 |
123-04 |
|
1.000 |
121-27 |
|
0.618 |
121-02 |
|
HIGH |
119-25 |
|
0.618 |
119-00 |
|
0.500 |
118-24 |
|
0.382 |
118-16 |
|
LOW |
117-23 |
|
0.618 |
116-14 |
|
1.000 |
115-21 |
|
1.618 |
114-12 |
|
2.618 |
112-10 |
|
4.250 |
108-30 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-28 |
| PP |
118-15 |
118-17 |
| S1 |
118-05 |
118-06 |
|