ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
120-15 |
0-02 |
0.1% |
120-08 |
| High |
120-27 |
120-28 |
0-01 |
0.0% |
120-31 |
| Low |
120-00 |
119-21 |
-0-11 |
-0.3% |
119-11 |
| Close |
120-12 |
119-27 |
-0-17 |
-0.4% |
120-12 |
| Range |
0-27 |
1-07 |
0-12 |
44.4% |
1-20 |
| ATR |
1-05 |
1-05 |
0-00 |
0.4% |
0-00 |
| Volume |
225,066 |
299,167 |
74,101 |
32.9% |
1,299,292 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
123-01 |
120-16 |
|
| R3 |
122-18 |
121-26 |
120-06 |
|
| R2 |
121-11 |
121-11 |
120-02 |
|
| R1 |
120-19 |
120-19 |
119-31 |
120-12 |
| PP |
120-04 |
120-04 |
120-04 |
120-00 |
| S1 |
119-12 |
119-12 |
119-23 |
119-04 |
| S2 |
118-29 |
118-29 |
119-20 |
|
| S3 |
117-22 |
118-05 |
119-16 |
|
| S4 |
116-15 |
116-30 |
119-06 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
124-12 |
121-09 |
|
| R3 |
123-15 |
122-24 |
120-26 |
|
| R2 |
121-27 |
121-27 |
120-22 |
|
| R1 |
121-04 |
121-04 |
120-17 |
121-16 |
| PP |
120-07 |
120-07 |
120-07 |
120-13 |
| S1 |
119-16 |
119-16 |
120-07 |
119-28 |
| S2 |
118-19 |
118-19 |
120-02 |
|
| S3 |
116-31 |
117-28 |
119-30 |
|
| S4 |
115-11 |
116-08 |
119-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-31 |
119-11 |
1-20 |
1.4% |
1-02 |
0.9% |
31% |
False |
False |
279,612 |
| 10 |
122-08 |
119-11 |
2-29 |
2.4% |
1-01 |
0.9% |
17% |
False |
False |
262,371 |
| 20 |
123-22 |
118-11 |
5-11 |
4.5% |
1-08 |
1.0% |
28% |
False |
False |
308,758 |
| 40 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
55% |
False |
False |
233,803 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
55% |
False |
False |
156,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-02 |
|
2.618 |
124-02 |
|
1.618 |
122-27 |
|
1.000 |
122-03 |
|
0.618 |
121-20 |
|
HIGH |
120-28 |
|
0.618 |
120-13 |
|
0.500 |
120-08 |
|
0.382 |
120-04 |
|
LOW |
119-21 |
|
0.618 |
118-29 |
|
1.000 |
118-14 |
|
1.618 |
117-22 |
|
2.618 |
116-15 |
|
4.250 |
114-15 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-04 |
| PP |
120-04 |
120-01 |
| S1 |
120-00 |
119-30 |
|