ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 04-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2011 |
04-May-2011 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
120-21 |
0-15 |
0.4% |
118-17 |
| High |
120-06 |
120-21 |
0-15 |
0.4% |
119-14 |
| Low |
120-06 |
120-21 |
0-15 |
0.4% |
118-14 |
| Close |
120-06 |
120-21 |
0-15 |
0.4% |
119-14 |
| Range |
|
|
|
|
|
| ATR |
|
|
|
|
|
| Volume |
1 |
1 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 04-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
120-21 |
120-21 |
|
| R3 |
120-21 |
120-21 |
120-21 |
|
| R2 |
120-21 |
120-21 |
120-21 |
|
| R1 |
120-21 |
120-21 |
120-21 |
120-21 |
| PP |
120-21 |
120-21 |
120-21 |
120-21 |
| S1 |
120-21 |
120-21 |
120-21 |
120-21 |
| S2 |
120-21 |
120-21 |
120-21 |
|
| S3 |
120-21 |
120-21 |
120-21 |
|
| S4 |
120-21 |
120-21 |
120-21 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-25 |
120-00 |
|
| R3 |
121-03 |
120-25 |
119-23 |
|
| R2 |
120-03 |
120-03 |
119-20 |
|
| R1 |
119-25 |
119-25 |
119-17 |
119-30 |
| PP |
119-03 |
119-03 |
119-03 |
119-06 |
| S1 |
118-25 |
118-25 |
119-11 |
118-30 |
| S2 |
118-03 |
118-03 |
119-08 |
|
| S3 |
117-03 |
117-25 |
119-05 |
|
| S4 |
116-03 |
116-25 |
118-28 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-21 |
|
2.618 |
120-21 |
|
1.618 |
120-21 |
|
1.000 |
120-21 |
|
0.618 |
120-21 |
|
HIGH |
120-21 |
|
0.618 |
120-21 |
|
0.500 |
120-21 |
|
0.382 |
120-21 |
|
LOW |
120-21 |
|
0.618 |
120-21 |
|
1.000 |
120-21 |
|
1.618 |
120-21 |
|
2.618 |
120-21 |
|
4.250 |
120-21 |
|
|
| Fisher Pivots for day following 04-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-21 |
120-17 |
| PP |
120-21 |
120-13 |
| S1 |
120-21 |
120-10 |
|