ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 08-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2011 |
08-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
118-22 |
-0-06 |
-0.2% |
120-13 |
| High |
119-05 |
118-24 |
-0-13 |
-0.3% |
120-28 |
| Low |
118-14 |
117-28 |
-0-18 |
-0.5% |
117-28 |
| Close |
118-21 |
118-17 |
-0-04 |
-0.1% |
118-17 |
| Range |
0-23 |
0-28 |
0-05 |
21.7% |
3-00 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.6% |
0-00 |
| Volume |
347,321 |
218,875 |
-128,446 |
-37.0% |
1,386,374 |
|
| Daily Pivots for day following 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-21 |
119-00 |
|
| R3 |
120-04 |
119-25 |
118-25 |
|
| R2 |
119-08 |
119-08 |
118-22 |
|
| R1 |
118-29 |
118-29 |
118-20 |
118-20 |
| PP |
118-12 |
118-12 |
118-12 |
118-08 |
| S1 |
118-01 |
118-01 |
118-14 |
117-24 |
| S2 |
117-16 |
117-16 |
118-12 |
|
| S3 |
116-20 |
117-05 |
118-09 |
|
| S4 |
115-24 |
116-09 |
118-02 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
126-10 |
120-06 |
|
| R3 |
125-03 |
123-10 |
119-11 |
|
| R2 |
122-03 |
122-03 |
119-03 |
|
| R1 |
120-10 |
120-10 |
118-26 |
119-22 |
| PP |
119-03 |
119-03 |
119-03 |
118-25 |
| S1 |
117-10 |
117-10 |
118-08 |
116-22 |
| S2 |
116-03 |
116-03 |
117-31 |
|
| S3 |
113-03 |
114-10 |
117-23 |
|
| S4 |
110-03 |
111-10 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-28 |
117-28 |
3-00 |
2.5% |
0-31 |
0.8% |
22% |
False |
True |
277,274 |
| 10 |
120-31 |
117-28 |
3-03 |
2.6% |
1-00 |
0.8% |
21% |
False |
True |
268,566 |
| 20 |
123-22 |
117-28 |
5-26 |
4.9% |
1-06 |
1.0% |
11% |
False |
True |
296,885 |
| 40 |
123-22 |
116-01 |
7-21 |
6.5% |
1-04 |
1.0% |
33% |
False |
False |
254,935 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
39% |
False |
False |
170,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-15 |
|
2.618 |
121-01 |
|
1.618 |
120-05 |
|
1.000 |
119-20 |
|
0.618 |
119-09 |
|
HIGH |
118-24 |
|
0.618 |
118-13 |
|
0.500 |
118-10 |
|
0.382 |
118-07 |
|
LOW |
117-28 |
|
0.618 |
117-11 |
|
1.000 |
117-00 |
|
1.618 |
116-15 |
|
2.618 |
115-19 |
|
4.250 |
114-05 |
|
|
| Fisher Pivots for day following 08-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
118-30 |
| PP |
118-12 |
118-26 |
| S1 |
118-10 |
118-22 |
|