ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-06 |
124-00 |
0-26 |
0.7% |
122-29 |
| High |
123-14 |
124-28 |
1-14 |
1.2% |
123-23 |
| Low |
123-00 |
124-00 |
1-00 |
0.8% |
122-10 |
| Close |
123-12 |
124-16 |
1-04 |
0.9% |
123-04 |
| Range |
0-14 |
0-28 |
0-14 |
100.0% |
1-13 |
| ATR |
0-16 |
0-19 |
0-02 |
13.7% |
0-00 |
| Volume |
5 |
7 |
2 |
40.0% |
21 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-21 |
124-31 |
|
| R3 |
126-07 |
125-25 |
124-24 |
|
| R2 |
125-11 |
125-11 |
124-21 |
|
| R1 |
124-29 |
124-29 |
124-19 |
125-04 |
| PP |
124-15 |
124-15 |
124-15 |
124-18 |
| S1 |
124-01 |
124-01 |
124-13 |
124-08 |
| S2 |
123-19 |
123-19 |
124-11 |
|
| S3 |
122-23 |
123-05 |
124-08 |
|
| S4 |
121-27 |
122-09 |
124-01 |
|
|
| 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 |
128-19 |
|
2.618 |
127-05 |
|
1.618 |
126-09 |
|
1.000 |
125-24 |
|
0.618 |
125-13 |
|
HIGH |
124-28 |
|
0.618 |
124-17 |
|
0.500 |
124-14 |
|
0.382 |
124-11 |
|
LOW |
124-00 |
|
0.618 |
123-15 |
|
1.000 |
123-04 |
|
1.618 |
122-19 |
|
2.618 |
121-23 |
|
4.250 |
120-09 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-15 |
124-10 |
| PP |
124-15 |
124-04 |
| S1 |
124-14 |
123-30 |
|