ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-12 |
122-10 |
-0-02 |
-0.1% |
122-07 |
| High |
122-23 |
122-10 |
-0-13 |
-0.3% |
122-26 |
| Low |
122-12 |
122-10 |
-0-02 |
-0.1% |
121-15 |
| Close |
122-16 |
122-10 |
-0-06 |
-0.2% |
122-03 |
| Range |
0-11 |
0-00 |
-0-11 |
-100.0% |
1-11 |
| ATR |
0-16 |
0-15 |
-0-01 |
-4.5% |
0-00 |
| Volume |
1 |
5 |
4 |
400.0% |
161 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
122-10 |
122-10 |
|
| R3 |
122-10 |
122-10 |
122-10 |
|
| R2 |
122-10 |
122-10 |
122-10 |
|
| R1 |
122-10 |
122-10 |
122-10 |
122-10 |
| PP |
122-10 |
122-10 |
122-10 |
122-10 |
| S1 |
122-10 |
122-10 |
122-10 |
122-10 |
| S2 |
122-10 |
122-10 |
122-10 |
|
| S3 |
122-10 |
122-10 |
122-10 |
|
| S4 |
122-10 |
122-10 |
122-10 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-15 |
122-27 |
|
| R3 |
124-26 |
124-04 |
122-15 |
|
| R2 |
123-15 |
123-15 |
122-11 |
|
| R1 |
122-25 |
122-25 |
122-07 |
122-14 |
| PP |
122-04 |
122-04 |
122-04 |
121-31 |
| S1 |
121-14 |
121-14 |
121-31 |
121-04 |
| S2 |
120-25 |
120-25 |
121-27 |
|
| S3 |
119-14 |
120-03 |
121-23 |
|
| S4 |
118-03 |
118-24 |
121-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
122-10 |
|
1.618 |
122-10 |
|
1.000 |
122-10 |
|
0.618 |
122-10 |
|
HIGH |
122-10 |
|
0.618 |
122-10 |
|
0.500 |
122-10 |
|
0.382 |
122-10 |
|
LOW |
122-10 |
|
0.618 |
122-10 |
|
1.000 |
122-10 |
|
1.618 |
122-10 |
|
2.618 |
122-10 |
|
4.250 |
122-10 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-10 |
122-20 |
| PP |
122-10 |
122-16 |
| S1 |
122-10 |
122-13 |
|