ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 01-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2011 |
01-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-31 |
0-31 |
0.8% |
123-26 |
| High |
127-00 |
127-26 |
0-26 |
0.6% |
127-00 |
| Low |
124-28 |
125-28 |
1-00 |
0.8% |
123-10 |
| Close |
126-21 |
127-18 |
0-29 |
0.7% |
126-21 |
| Range |
2-04 |
1-30 |
-0-06 |
-8.8% |
3-22 |
| ATR |
1-02 |
1-04 |
0-02 |
5.8% |
0-00 |
| Volume |
212 |
1,258 |
1,046 |
493.4% |
1,891 |
|
| Daily Pivots for day following 01-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
132-05 |
128-20 |
|
| R3 |
130-31 |
130-07 |
128-03 |
|
| R2 |
129-01 |
129-01 |
127-29 |
|
| R1 |
128-09 |
128-09 |
127-24 |
128-21 |
| PP |
127-03 |
127-03 |
127-03 |
127-08 |
| S1 |
126-11 |
126-11 |
127-12 |
126-23 |
| S2 |
125-05 |
125-05 |
127-07 |
|
| S3 |
123-07 |
124-13 |
127-01 |
|
| S4 |
121-09 |
122-15 |
126-16 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-23 |
135-12 |
128-22 |
|
| R3 |
133-01 |
131-22 |
127-21 |
|
| R2 |
129-11 |
129-11 |
127-11 |
|
| R1 |
128-00 |
128-00 |
127-00 |
128-22 |
| PP |
125-21 |
125-21 |
125-21 |
126-00 |
| S1 |
124-10 |
124-10 |
126-10 |
125-00 |
| S2 |
121-31 |
121-31 |
125-31 |
|
| S3 |
118-09 |
120-20 |
125-21 |
|
| S4 |
114-19 |
116-30 |
124-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-02 |
|
2.618 |
132-28 |
|
1.618 |
130-30 |
|
1.000 |
129-24 |
|
0.618 |
129-00 |
|
HIGH |
127-26 |
|
0.618 |
127-02 |
|
0.500 |
126-27 |
|
0.382 |
126-20 |
|
LOW |
125-28 |
|
0.618 |
124-22 |
|
1.000 |
123-30 |
|
1.618 |
122-24 |
|
2.618 |
120-26 |
|
4.250 |
117-20 |
|
|
| Fisher Pivots for day following 01-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-10 |
127-02 |
| PP |
127-03 |
126-17 |
| S1 |
126-27 |
126-01 |
|