ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 11-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2011 |
11-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
121-23 |
123-18 |
1-27 |
1.5% |
121-18 |
| High |
123-17 |
124-26 |
1-09 |
1.0% |
123-17 |
| Low |
121-23 |
123-18 |
1-27 |
1.5% |
121-11 |
| Close |
123-16 |
124-22 |
1-06 |
1.0% |
123-16 |
| Range |
1-26 |
1-08 |
-0-18 |
-31.0% |
2-06 |
| ATR |
0-28 |
0-29 |
0-01 |
3.6% |
0-00 |
| Volume |
51 |
857 |
806 |
1,580.4% |
602 |
|
| Daily Pivots for day following 11-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-21 |
125-12 |
|
| R3 |
126-27 |
126-13 |
125-01 |
|
| R2 |
125-19 |
125-19 |
124-29 |
|
| R1 |
125-05 |
125-05 |
124-26 |
125-12 |
| PP |
124-11 |
124-11 |
124-11 |
124-15 |
| S1 |
123-29 |
123-29 |
124-18 |
124-04 |
| S2 |
123-03 |
123-03 |
124-15 |
|
| S3 |
121-27 |
122-21 |
124-11 |
|
| S4 |
120-19 |
121-13 |
124-00 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-20 |
124-22 |
|
| R3 |
127-05 |
126-14 |
124-03 |
|
| R2 |
124-31 |
124-31 |
123-29 |
|
| R1 |
124-08 |
124-08 |
123-22 |
124-20 |
| PP |
122-25 |
122-25 |
122-25 |
122-31 |
| S1 |
122-02 |
122-02 |
123-10 |
122-14 |
| S2 |
120-19 |
120-19 |
123-03 |
|
| S3 |
118-13 |
119-28 |
122-29 |
|
| S4 |
116-07 |
117-22 |
122-10 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-04 |
|
2.618 |
128-03 |
|
1.618 |
126-27 |
|
1.000 |
126-02 |
|
0.618 |
125-19 |
|
HIGH |
124-26 |
|
0.618 |
124-11 |
|
0.500 |
124-06 |
|
0.382 |
124-01 |
|
LOW |
123-18 |
|
0.618 |
122-25 |
|
1.000 |
122-10 |
|
1.618 |
121-17 |
|
2.618 |
120-09 |
|
4.250 |
118-08 |
|
|
| Fisher Pivots for day following 11-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-17 |
124-05 |
| PP |
124-11 |
123-20 |
| S1 |
124-06 |
123-02 |
|