ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 26-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2011 |
26-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-26 |
123-23 |
-0-03 |
-0.1% |
124-10 |
| High |
124-17 |
124-12 |
-0-05 |
-0.1% |
125-18 |
| Low |
123-11 |
123-10 |
-0-01 |
0.0% |
123-10 |
| Close |
123-17 |
124-11 |
0-26 |
0.7% |
124-11 |
| Range |
1-06 |
1-02 |
-0-04 |
-10.5% |
2-08 |
| ATR |
1-00 |
1-00 |
0-00 |
0.4% |
0-00 |
| Volume |
43 |
185 |
142 |
330.2% |
881 |
|
| Daily Pivots for day following 26-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-06 |
126-27 |
124-30 |
|
| R3 |
126-04 |
125-25 |
124-20 |
|
| R2 |
125-02 |
125-02 |
124-17 |
|
| R1 |
124-23 |
124-23 |
124-14 |
124-28 |
| PP |
124-00 |
124-00 |
124-00 |
124-03 |
| S1 |
123-21 |
123-21 |
124-08 |
123-26 |
| S2 |
122-30 |
122-30 |
124-05 |
|
| S3 |
121-28 |
122-19 |
124-02 |
|
| S4 |
120-26 |
121-17 |
123-24 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-05 |
130-00 |
125-19 |
|
| R3 |
128-29 |
127-24 |
124-31 |
|
| R2 |
126-21 |
126-21 |
124-24 |
|
| R1 |
125-16 |
125-16 |
124-18 |
126-02 |
| PP |
124-13 |
124-13 |
124-13 |
124-22 |
| S1 |
123-08 |
123-08 |
124-04 |
123-26 |
| S2 |
122-05 |
122-05 |
123-30 |
|
| S3 |
119-29 |
121-00 |
123-23 |
|
| S4 |
117-21 |
118-24 |
123-03 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-28 |
|
2.618 |
127-05 |
|
1.618 |
126-03 |
|
1.000 |
125-14 |
|
0.618 |
125-01 |
|
HIGH |
124-12 |
|
0.618 |
123-31 |
|
0.500 |
123-27 |
|
0.382 |
123-23 |
|
LOW |
123-10 |
|
0.618 |
122-21 |
|
1.000 |
122-08 |
|
1.618 |
121-19 |
|
2.618 |
120-17 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 26-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-06 |
124-06 |
| PP |
124-00 |
124-02 |
| S1 |
123-27 |
123-30 |
|