ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 15-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
124-02 |
-0-30 |
-0.8% |
123-18 |
| High |
125-06 |
124-20 |
-0-18 |
-0.4% |
125-29 |
| Low |
124-07 |
123-30 |
-0-09 |
-0.2% |
123-18 |
| Close |
124-11 |
124-18 |
0-07 |
0.2% |
124-18 |
| Range |
0-31 |
0-22 |
-0-09 |
-29.0% |
2-11 |
| ATR |
0-30 |
0-30 |
-0-01 |
-1.9% |
0-00 |
| Volume |
71 |
122 |
51 |
71.8% |
1,532 |
|
| Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-14 |
126-06 |
124-30 |
|
| R3 |
125-24 |
125-16 |
124-24 |
|
| R2 |
125-02 |
125-02 |
124-22 |
|
| R1 |
124-26 |
124-26 |
124-20 |
124-30 |
| PP |
124-12 |
124-12 |
124-12 |
124-14 |
| S1 |
124-04 |
124-04 |
124-16 |
124-08 |
| S2 |
123-22 |
123-22 |
124-14 |
|
| S3 |
123-00 |
123-14 |
124-12 |
|
| S4 |
122-10 |
122-24 |
124-06 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
130-15 |
125-27 |
|
| R3 |
129-12 |
128-04 |
125-07 |
|
| R2 |
127-01 |
127-01 |
125-00 |
|
| R1 |
125-25 |
125-25 |
124-25 |
126-13 |
| PP |
124-22 |
124-22 |
124-22 |
125-00 |
| S1 |
123-14 |
123-14 |
124-11 |
124-02 |
| S2 |
122-11 |
122-11 |
124-04 |
|
| S3 |
120-00 |
121-03 |
123-29 |
|
| S4 |
117-21 |
118-24 |
123-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
126-14 |
|
1.618 |
125-24 |
|
1.000 |
125-10 |
|
0.618 |
125-02 |
|
HIGH |
124-20 |
|
0.618 |
124-12 |
|
0.500 |
124-09 |
|
0.382 |
124-06 |
|
LOW |
123-30 |
|
0.618 |
123-16 |
|
1.000 |
123-08 |
|
1.618 |
122-26 |
|
2.618 |
122-04 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 15-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-15 |
124-22 |
| PP |
124-12 |
124-21 |
| S1 |
124-09 |
124-19 |
|