ECBOT 30 Year Treasury Bond Future June 2012
| Trading Metrics calculated at close of trading on 22-Dec-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2011 |
22-Dec-2011 |
Change |
Change % |
Previous Week |
| Open |
142-21 |
141-27 |
-0-26 |
-0.6% |
140-23 |
| High |
142-23 |
142-01 |
-0-22 |
-0.5% |
144-03 |
| Low |
141-20 |
141-27 |
0-07 |
0.2% |
140-03 |
| Close |
141-26 |
142-01 |
0-07 |
0.2% |
143-27 |
| Range |
1-03 |
0-06 |
-0-29 |
-82.9% |
4-00 |
| ATR |
1-10 |
1-07 |
-0-02 |
-6.0% |
0-00 |
| Volume |
16 |
22 |
6 |
37.5% |
387 |
|
| Daily Pivots for day following 22-Dec-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
142-17 |
142-15 |
142-04 |
|
| R3 |
142-11 |
142-09 |
142-03 |
|
| R2 |
142-05 |
142-05 |
142-02 |
|
| R1 |
142-03 |
142-03 |
142-02 |
142-04 |
| PP |
141-31 |
141-31 |
141-31 |
142-00 |
| S1 |
141-29 |
141-29 |
142-00 |
141-30 |
| S2 |
141-25 |
141-25 |
142-00 |
|
| S3 |
141-19 |
141-23 |
141-31 |
|
| S4 |
141-13 |
141-17 |
141-30 |
|
|
| 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 |
142-26 |
|
2.618 |
142-17 |
|
1.618 |
142-11 |
|
1.000 |
142-07 |
|
0.618 |
142-05 |
|
HIGH |
142-01 |
|
0.618 |
141-31 |
|
0.500 |
141-30 |
|
0.382 |
141-29 |
|
LOW |
141-27 |
|
0.618 |
141-23 |
|
1.000 |
141-21 |
|
1.618 |
141-17 |
|
2.618 |
141-11 |
|
4.250 |
141-02 |
|
|
| Fisher Pivots for day following 22-Dec-2011 |
| Pivot |
1 day |
3 day |
| R1 |
142-00 |
142-26 |
| PP |
141-31 |
142-18 |
| S1 |
141-30 |
142-09 |
|