ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-25 |
124-31 |
1-06 |
1.0% |
123-30 |
| High |
123-25 |
124-31 |
1-06 |
1.0% |
124-26 |
| Low |
123-25 |
124-14 |
0-21 |
0.5% |
123-12 |
| Close |
124-01 |
124-29 |
0-28 |
0.7% |
124-09 |
| Range |
0-00 |
0-17 |
0-17 |
|
1-14 |
| ATR |
0-20 |
0-21 |
0-01 |
3.4% |
0-00 |
| Volume |
4 |
2 |
-2 |
-50.0% |
83 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
126-05 |
125-06 |
|
| R3 |
125-27 |
125-20 |
125-02 |
|
| R2 |
125-10 |
125-10 |
125-00 |
|
| R1 |
125-03 |
125-03 |
124-31 |
124-30 |
| PP |
124-25 |
124-25 |
124-25 |
124-22 |
| S1 |
124-18 |
124-18 |
124-27 |
124-13 |
| S2 |
124-08 |
124-08 |
124-26 |
|
| S3 |
123-23 |
124-01 |
124-24 |
|
| S4 |
123-06 |
123-16 |
124-20 |
|
|
| 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 |
127-07 |
|
2.618 |
126-12 |
|
1.618 |
125-27 |
|
1.000 |
125-16 |
|
0.618 |
125-10 |
|
HIGH |
124-31 |
|
0.618 |
124-25 |
|
0.500 |
124-22 |
|
0.382 |
124-20 |
|
LOW |
124-14 |
|
0.618 |
124-03 |
|
1.000 |
123-29 |
|
1.618 |
123-18 |
|
2.618 |
123-01 |
|
4.250 |
122-06 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-27 |
124-16 |
| PP |
124-25 |
124-03 |
| S1 |
124-22 |
123-22 |
|