ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 20-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2011 |
20-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
143-30 |
144-00 |
0-02 |
0.0% |
140-23 |
| High |
144-23 |
144-00 |
-0-23 |
-0.5% |
144-03 |
| Low |
143-17 |
142-21 |
-0-28 |
-0.6% |
140-03 |
| Close |
144-19 |
142-21 |
-1-30 |
-1.3% |
143-27 |
| Range |
1-06 |
1-11 |
0-05 |
13.2% |
4-00 |
| ATR |
0-00 |
1-10 |
1-10 |
|
0-00 |
| Volume |
34 |
9 |
-25 |
-73.5% |
387 |
|
| Daily Pivots for day following 20-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
147-04 |
146-08 |
143-13 |
|
| R3 |
145-25 |
144-29 |
143-01 |
|
| R2 |
144-14 |
144-14 |
142-29 |
|
| R1 |
143-18 |
143-18 |
142-25 |
143-10 |
| PP |
143-03 |
143-03 |
143-03 |
143-00 |
| S1 |
142-07 |
142-07 |
142-17 |
142-00 |
| S2 |
141-24 |
141-24 |
142-13 |
|
| S3 |
140-13 |
140-28 |
142-09 |
|
| S4 |
139-02 |
139-17 |
141-29 |
|
|
| Weekly Pivots for week ending 16-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
154-22 |
153-08 |
146-01 |
|
| R3 |
150-22 |
149-08 |
144-30 |
|
| R2 |
146-22 |
146-22 |
144-18 |
|
| R1 |
145-08 |
145-08 |
144-07 |
145-31 |
| PP |
142-22 |
142-22 |
142-22 |
143-01 |
| S1 |
141-08 |
141-08 |
143-15 |
141-31 |
| S2 |
138-22 |
138-22 |
143-04 |
|
| S3 |
134-22 |
137-08 |
142-24 |
|
| S4 |
130-22 |
133-08 |
141-21 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-23 |
|
2.618 |
147-17 |
|
1.618 |
146-06 |
|
1.000 |
145-11 |
|
0.618 |
144-27 |
|
HIGH |
144-00 |
|
0.618 |
143-16 |
|
0.500 |
143-10 |
|
0.382 |
143-05 |
|
LOW |
142-21 |
|
0.618 |
141-26 |
|
1.000 |
141-10 |
|
1.618 |
140-15 |
|
2.618 |
139-04 |
|
4.250 |
136-30 |
|
|
| Fisher Pivots for day following 20-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
143-10 |
143-22 |
| PP |
143-03 |
143-11 |
| S1 |
142-28 |
143-00 |
|