ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-17 |
-0-07 |
-0.2% |
118-09 |
| High |
120-11 |
120-30 |
0-19 |
0.5% |
120-30 |
| Low |
119-15 |
119-16 |
0-01 |
0.0% |
117-28 |
| Close |
119-22 |
120-26 |
1-04 |
0.9% |
120-26 |
| Range |
0-28 |
1-14 |
0-18 |
64.3% |
3-02 |
| ATR |
1-03 |
1-04 |
0-01 |
2.2% |
0-00 |
| Volume |
359,609 |
278,730 |
-80,879 |
-22.5% |
1,475,258 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-23 |
124-07 |
121-19 |
|
| R3 |
123-09 |
122-25 |
121-07 |
|
| R2 |
121-27 |
121-27 |
121-02 |
|
| R1 |
121-11 |
121-11 |
120-30 |
121-19 |
| PP |
120-13 |
120-13 |
120-13 |
120-18 |
| S1 |
119-29 |
119-29 |
120-22 |
120-05 |
| S2 |
118-31 |
118-31 |
120-18 |
|
| S3 |
117-17 |
118-15 |
120-13 |
|
| S4 |
116-03 |
117-01 |
120-01 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
128-00 |
122-16 |
|
| R3 |
126-00 |
124-30 |
121-21 |
|
| R2 |
122-30 |
122-30 |
121-12 |
|
| R1 |
121-28 |
121-28 |
121-03 |
122-13 |
| PP |
119-28 |
119-28 |
119-28 |
120-04 |
| S1 |
118-26 |
118-26 |
120-17 |
119-11 |
| S2 |
116-26 |
116-26 |
120-08 |
|
| S3 |
113-24 |
115-24 |
119-31 |
|
| S4 |
110-22 |
112-22 |
119-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-30 |
117-28 |
3-02 |
2.5% |
1-05 |
1.0% |
96% |
True |
False |
295,051 |
| 10 |
120-30 |
117-28 |
3-02 |
2.5% |
1-02 |
0.9% |
96% |
True |
False |
286,163 |
| 20 |
122-08 |
117-28 |
4-12 |
3.6% |
1-01 |
0.9% |
67% |
False |
False |
273,846 |
| 40 |
123-22 |
117-04 |
6-18 |
5.4% |
1-05 |
1.0% |
56% |
False |
False |
291,190 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-04 |
0.9% |
66% |
False |
False |
195,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-02 |
|
2.618 |
124-22 |
|
1.618 |
123-08 |
|
1.000 |
122-12 |
|
0.618 |
121-26 |
|
HIGH |
120-30 |
|
0.618 |
120-12 |
|
0.500 |
120-07 |
|
0.382 |
120-02 |
|
LOW |
119-16 |
|
0.618 |
118-20 |
|
1.000 |
118-02 |
|
1.618 |
117-06 |
|
2.618 |
115-24 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
120-16 |
| PP |
120-13 |
120-05 |
| S1 |
120-07 |
119-26 |
|