ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
124-01 |
125-04 |
1-03 |
0.9% |
123-18 |
| High |
125-18 |
125-04 |
-0-14 |
-0.3% |
125-29 |
| Low |
123-18 |
124-15 |
0-29 |
0.7% |
123-18 |
| Close |
125-05 |
124-13 |
-0-24 |
-0.6% |
124-18 |
| Range |
2-00 |
0-21 |
-1-11 |
-67.2% |
2-11 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.3% |
0-00 |
| Volume |
96 |
193 |
97 |
101.0% |
1,532 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
126-06 |
124-25 |
|
| R3 |
125-31 |
125-17 |
124-19 |
|
| R2 |
125-10 |
125-10 |
124-17 |
|
| R1 |
124-28 |
124-28 |
124-15 |
124-24 |
| PP |
124-21 |
124-21 |
124-21 |
124-20 |
| S1 |
124-07 |
124-07 |
124-11 |
124-04 |
| S2 |
124-00 |
124-00 |
124-09 |
|
| S3 |
123-11 |
123-18 |
124-07 |
|
| S4 |
122-22 |
122-29 |
124-01 |
|
|
| 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 |
127-29 |
|
2.618 |
126-27 |
|
1.618 |
126-06 |
|
1.000 |
125-25 |
|
0.618 |
125-17 |
|
HIGH |
125-04 |
|
0.618 |
124-28 |
|
0.500 |
124-26 |
|
0.382 |
124-23 |
|
LOW |
124-15 |
|
0.618 |
124-02 |
|
1.000 |
123-26 |
|
1.618 |
123-13 |
|
2.618 |
122-24 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-26 |
124-18 |
| PP |
124-21 |
124-16 |
| S1 |
124-17 |
124-15 |
|