ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-01 |
124-24 |
0-23 |
0.6% |
124-07 |
| High |
124-13 |
124-31 |
0-18 |
0.5% |
124-31 |
| Low |
124-01 |
124-24 |
0-23 |
0.6% |
122-13 |
| Close |
123-30 |
125-00 |
1-02 |
0.9% |
124-14 |
| Range |
0-12 |
0-07 |
-0-05 |
-41.7% |
2-18 |
| ATR |
0-20 |
0-21 |
0-01 |
4.4% |
0-00 |
| Volume |
1 |
3 |
2 |
200.0% |
13 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
125-16 |
125-04 |
|
| R3 |
125-11 |
125-09 |
125-02 |
|
| R2 |
125-04 |
125-04 |
125-01 |
|
| R1 |
125-02 |
125-02 |
125-01 |
125-03 |
| PP |
124-29 |
124-29 |
124-29 |
124-30 |
| S1 |
124-27 |
124-27 |
124-31 |
124-28 |
| S2 |
124-22 |
124-22 |
124-31 |
|
| S3 |
124-15 |
124-20 |
124-30 |
|
| S4 |
124-08 |
124-13 |
124-28 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-20 |
130-19 |
125-27 |
|
| R3 |
129-02 |
128-01 |
125-05 |
|
| R2 |
126-16 |
126-16 |
124-29 |
|
| R1 |
125-15 |
125-15 |
124-22 |
126-00 |
| PP |
123-30 |
123-30 |
123-30 |
124-06 |
| S1 |
122-29 |
122-29 |
124-06 |
123-14 |
| S2 |
121-12 |
121-12 |
123-31 |
|
| S3 |
118-26 |
120-11 |
123-23 |
|
| S4 |
116-08 |
117-25 |
123-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-29 |
|
2.618 |
125-17 |
|
1.618 |
125-10 |
|
1.000 |
125-06 |
|
0.618 |
125-03 |
|
HIGH |
124-31 |
|
0.618 |
124-28 |
|
0.500 |
124-28 |
|
0.382 |
124-27 |
|
LOW |
124-24 |
|
0.618 |
124-20 |
|
1.000 |
124-17 |
|
1.618 |
124-13 |
|
2.618 |
124-06 |
|
4.250 |
123-26 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-30 |
124-27 |
| PP |
124-29 |
124-21 |
| S1 |
124-28 |
124-16 |
|