ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
119-14 |
118-12 |
-1-02 |
-0.9% |
119-12 |
| High |
119-17 |
119-04 |
-0-13 |
-0.3% |
120-00 |
| Low |
118-13 |
118-01 |
-0-12 |
-0.3% |
117-23 |
| Close |
118-15 |
119-04 |
0-21 |
0.6% |
118-16 |
| Range |
1-04 |
1-03 |
-0-01 |
-2.8% |
2-09 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
497 |
689 |
192 |
38.6% |
1,132 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-01 |
121-22 |
119-23 |
|
| R3 |
120-30 |
120-19 |
119-14 |
|
| R2 |
119-27 |
119-27 |
119-10 |
|
| R1 |
119-16 |
119-16 |
119-07 |
119-22 |
| PP |
118-24 |
118-24 |
118-24 |
118-27 |
| S1 |
118-13 |
118-13 |
119-01 |
118-18 |
| S2 |
117-21 |
117-21 |
118-30 |
|
| S3 |
116-18 |
117-10 |
118-26 |
|
| S4 |
115-15 |
116-07 |
118-17 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-19 |
124-10 |
119-24 |
|
| R3 |
123-10 |
122-01 |
119-04 |
|
| R2 |
121-01 |
121-01 |
118-29 |
|
| R1 |
119-24 |
119-24 |
118-23 |
119-08 |
| PP |
118-24 |
118-24 |
118-24 |
118-16 |
| S1 |
117-15 |
117-15 |
118-09 |
116-31 |
| S2 |
116-15 |
116-15 |
118-03 |
|
| S3 |
114-06 |
115-06 |
117-28 |
|
| S4 |
111-29 |
112-29 |
117-08 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-25 |
|
2.618 |
122-00 |
|
1.618 |
120-29 |
|
1.000 |
120-07 |
|
0.618 |
119-26 |
|
HIGH |
119-04 |
|
0.618 |
118-23 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-01 |
|
0.618 |
117-11 |
|
1.000 |
116-30 |
|
1.618 |
116-08 |
|
2.618 |
115-05 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
119-04 |
| PP |
118-24 |
119-03 |
| S1 |
118-18 |
119-03 |
|