ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-08 |
123-03 |
-0-05 |
-0.1% |
122-29 |
| High |
123-23 |
123-10 |
-0-13 |
-0.3% |
123-23 |
| Low |
123-01 |
123-03 |
0-02 |
0.1% |
122-10 |
| Close |
123-06 |
123-04 |
-0-02 |
-0.1% |
123-04 |
| Range |
0-22 |
0-07 |
-0-15 |
-68.2% |
1-13 |
| ATR |
0-17 |
0-17 |
-0-01 |
-4.3% |
0-00 |
| Volume |
5 |
9 |
4 |
80.0% |
21 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-22 |
123-08 |
|
| R3 |
123-20 |
123-15 |
123-06 |
|
| R2 |
123-13 |
123-13 |
123-05 |
|
| R1 |
123-08 |
123-08 |
123-05 |
123-10 |
| PP |
123-06 |
123-06 |
123-06 |
123-07 |
| S1 |
123-01 |
123-01 |
123-03 |
123-04 |
| S2 |
122-31 |
122-31 |
123-03 |
|
| S3 |
122-24 |
122-26 |
123-02 |
|
| S4 |
122-17 |
122-19 |
123-00 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-09 |
126-19 |
123-29 |
|
| R3 |
125-28 |
125-06 |
123-16 |
|
| R2 |
124-15 |
124-15 |
123-12 |
|
| R1 |
123-25 |
123-25 |
123-08 |
124-04 |
| PP |
123-02 |
123-02 |
123-02 |
123-07 |
| S1 |
122-12 |
122-12 |
123-00 |
122-23 |
| S2 |
121-21 |
121-21 |
122-28 |
|
| S3 |
120-08 |
120-31 |
122-24 |
|
| S4 |
118-27 |
119-18 |
122-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
123-28 |
|
1.618 |
123-21 |
|
1.000 |
123-17 |
|
0.618 |
123-14 |
|
HIGH |
123-10 |
|
0.618 |
123-07 |
|
0.500 |
123-06 |
|
0.382 |
123-06 |
|
LOW |
123-03 |
|
0.618 |
122-31 |
|
1.000 |
122-28 |
|
1.618 |
122-24 |
|
2.618 |
122-17 |
|
4.250 |
122-05 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-06 |
123-03 |
| PP |
123-06 |
123-02 |
| S1 |
123-05 |
123-00 |
|