ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 21-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2011 |
21-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
144-00 |
142-21 |
-1-11 |
-0.9% |
140-23 |
| High |
144-00 |
142-23 |
-1-09 |
-0.9% |
144-03 |
| Low |
142-21 |
141-20 |
-1-01 |
-0.7% |
140-03 |
| Close |
142-21 |
141-26 |
-0-27 |
-0.6% |
143-27 |
| Range |
1-11 |
1-03 |
-0-08 |
-18.6% |
4-00 |
| ATR |
1-10 |
1-10 |
-0-01 |
-1.3% |
0-00 |
| Volume |
9 |
16 |
7 |
77.8% |
387 |
|
| Daily Pivots for day following 21-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145-11 |
144-21 |
142-13 |
|
| R3 |
144-08 |
143-18 |
142-04 |
|
| R2 |
143-05 |
143-05 |
142-00 |
|
| R1 |
142-15 |
142-15 |
141-29 |
142-08 |
| PP |
142-02 |
142-02 |
142-02 |
141-30 |
| S1 |
141-12 |
141-12 |
141-23 |
141-06 |
| S2 |
140-31 |
140-31 |
141-20 |
|
| S3 |
139-28 |
140-09 |
141-16 |
|
| S4 |
138-25 |
139-06 |
141-07 |
|
|
| 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 |
147-12 |
|
2.618 |
145-19 |
|
1.618 |
144-16 |
|
1.000 |
143-26 |
|
0.618 |
143-13 |
|
HIGH |
142-23 |
|
0.618 |
142-10 |
|
0.500 |
142-06 |
|
0.382 |
142-01 |
|
LOW |
141-20 |
|
0.618 |
140-30 |
|
1.000 |
140-17 |
|
1.618 |
139-27 |
|
2.618 |
138-24 |
|
4.250 |
136-31 |
|
|
| Fisher Pivots for day following 21-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-06 |
143-06 |
| PP |
142-02 |
142-23 |
| S1 |
141-30 |
142-08 |
|