ECBOT 30 Year Treasury Bond Future December 2011
| Trading Metrics calculated at close of trading on 02-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2011 |
02-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
125-31 |
127-20 |
1-21 |
1.3% |
123-26 |
| High |
127-26 |
129-22 |
1-28 |
1.5% |
127-00 |
| Low |
125-28 |
127-20 |
1-24 |
1.4% |
123-10 |
| Close |
127-18 |
129-16 |
1-30 |
1.5% |
126-21 |
| Range |
1-30 |
2-02 |
0-04 |
6.5% |
3-22 |
| ATR |
1-04 |
1-07 |
0-02 |
6.2% |
0-00 |
| Volume |
1,258 |
1,158 |
-100 |
-7.9% |
1,891 |
|
| Daily Pivots for day following 02-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-04 |
134-12 |
130-20 |
|
| R3 |
133-02 |
132-10 |
130-02 |
|
| R2 |
131-00 |
131-00 |
129-28 |
|
| R1 |
130-08 |
130-08 |
129-22 |
130-20 |
| PP |
128-30 |
128-30 |
128-30 |
129-04 |
| S1 |
128-06 |
128-06 |
129-10 |
128-18 |
| S2 |
126-28 |
126-28 |
129-04 |
|
| S3 |
124-26 |
126-04 |
128-30 |
|
| S4 |
122-24 |
124-02 |
128-12 |
|
|
| 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 |
138-14 |
|
2.618 |
135-03 |
|
1.618 |
133-01 |
|
1.000 |
131-24 |
|
0.618 |
130-31 |
|
HIGH |
129-22 |
|
0.618 |
128-29 |
|
0.500 |
128-21 |
|
0.382 |
128-13 |
|
LOW |
127-20 |
|
0.618 |
126-11 |
|
1.000 |
125-18 |
|
1.618 |
124-09 |
|
2.618 |
122-07 |
|
4.250 |
118-28 |
|
|
| Fisher Pivots for day following 02-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
129-07 |
128-24 |
| PP |
128-30 |
128-01 |
| S1 |
128-21 |
127-09 |
|