ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-08 |
124-07 |
-0-01 |
0.0% |
123-30 |
| High |
124-08 |
124-07 |
-0-01 |
0.0% |
124-26 |
| Low |
124-08 |
124-07 |
-0-01 |
0.0% |
123-12 |
| Close |
124-09 |
123-31 |
-0-10 |
-0.3% |
124-09 |
| Range |
|
|
|
|
|
| ATR |
0-17 |
0-16 |
-0-01 |
-6.3% |
0-00 |
| Volume |
61 |
2 |
-59 |
-96.7% |
83 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
124-02 |
123-31 |
|
| R3 |
124-04 |
124-02 |
123-31 |
|
| R2 |
124-04 |
124-04 |
123-31 |
|
| R1 |
124-02 |
124-02 |
123-31 |
124-03 |
| PP |
124-04 |
124-04 |
124-04 |
124-05 |
| S1 |
124-02 |
124-02 |
123-31 |
124-03 |
| S2 |
124-04 |
124-04 |
123-31 |
|
| S3 |
124-04 |
124-02 |
123-31 |
|
| S4 |
124-04 |
124-02 |
123-31 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-15 |
127-26 |
125-02 |
|
| R3 |
127-01 |
126-12 |
124-22 |
|
| R2 |
125-19 |
125-19 |
124-17 |
|
| R1 |
124-30 |
124-30 |
124-13 |
125-08 |
| PP |
124-05 |
124-05 |
124-05 |
124-10 |
| S1 |
123-16 |
123-16 |
124-05 |
123-26 |
| S2 |
122-23 |
122-23 |
124-01 |
|
| S3 |
121-09 |
122-02 |
123-28 |
|
| S4 |
119-27 |
120-20 |
123-16 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
124-07 |
|
1.618 |
124-07 |
|
1.000 |
124-07 |
|
0.618 |
124-07 |
|
HIGH |
124-07 |
|
0.618 |
124-07 |
|
0.500 |
124-07 |
|
0.382 |
124-07 |
|
LOW |
124-07 |
|
0.618 |
124-07 |
|
1.000 |
124-07 |
|
1.618 |
124-07 |
|
2.618 |
124-07 |
|
4.250 |
124-07 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-07 |
124-16 |
| PP |
124-04 |
124-11 |
| S1 |
124-02 |
124-05 |
|