ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 12-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2011 |
12-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
118-07 |
-0-02 |
-0.1% |
120-13 |
| High |
118-20 |
119-23 |
1-03 |
0.9% |
120-28 |
| Low |
117-28 |
118-06 |
0-10 |
0.3% |
117-28 |
| Close |
118-16 |
119-11 |
0-27 |
0.7% |
118-17 |
| Range |
0-24 |
1-17 |
0-25 |
104.2% |
3-00 |
| ATR |
1-03 |
1-04 |
0-01 |
2.9% |
0-00 |
| Volume |
226,751 |
294,977 |
68,226 |
30.1% |
1,386,374 |
|
| Daily Pivots for day following 12-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
123-01 |
120-06 |
|
| R3 |
122-05 |
121-16 |
119-24 |
|
| R2 |
120-20 |
120-20 |
119-20 |
|
| R1 |
119-31 |
119-31 |
119-15 |
120-10 |
| PP |
119-03 |
119-03 |
119-03 |
119-08 |
| S1 |
118-14 |
118-14 |
119-07 |
118-24 |
| S2 |
117-18 |
117-18 |
119-02 |
|
| S3 |
116-01 |
116-29 |
118-30 |
|
| S4 |
114-16 |
115-12 |
118-16 |
|
|
| 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 |
120-01 |
117-28 |
2-05 |
1.8% |
1-01 |
0.9% |
68% |
False |
False |
276,773 |
| 10 |
120-31 |
117-28 |
3-03 |
2.6% |
1-02 |
0.9% |
47% |
False |
False |
278,192 |
| 20 |
123-22 |
117-28 |
5-26 |
4.9% |
1-05 |
1.0% |
25% |
False |
False |
284,277 |
| 40 |
123-22 |
116-29 |
6-25 |
5.7% |
1-05 |
1.0% |
36% |
False |
False |
267,867 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
49% |
False |
False |
179,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-07 |
|
2.618 |
123-23 |
|
1.618 |
122-06 |
|
1.000 |
121-08 |
|
0.618 |
120-21 |
|
HIGH |
119-23 |
|
0.618 |
119-04 |
|
0.500 |
118-30 |
|
0.382 |
118-25 |
|
LOW |
118-06 |
|
0.618 |
117-08 |
|
1.000 |
116-21 |
|
1.618 |
115-23 |
|
2.618 |
114-06 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 12-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-07 |
119-05 |
| PP |
119-03 |
118-31 |
| S1 |
118-30 |
118-26 |
|