ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-17 |
120-25 |
1-08 |
1.0% |
118-09 |
| High |
120-30 |
121-12 |
0-14 |
0.4% |
120-30 |
| Low |
119-16 |
119-29 |
0-13 |
0.3% |
117-28 |
| Close |
120-26 |
121-05 |
0-11 |
0.3% |
120-26 |
| Range |
1-14 |
1-15 |
0-01 |
2.2% |
3-02 |
| ATR |
1-04 |
1-05 |
0-01 |
2.2% |
0-00 |
| Volume |
278,730 |
403,636 |
124,906 |
44.8% |
1,475,258 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-07 |
124-21 |
121-31 |
|
| R3 |
123-24 |
123-06 |
121-18 |
|
| R2 |
122-09 |
122-09 |
121-14 |
|
| R1 |
121-23 |
121-23 |
121-09 |
122-00 |
| PP |
120-26 |
120-26 |
120-26 |
120-30 |
| S1 |
120-08 |
120-08 |
121-01 |
120-17 |
| S2 |
119-11 |
119-11 |
120-28 |
|
| S3 |
117-28 |
118-25 |
120-24 |
|
| S4 |
116-13 |
117-10 |
120-11 |
|
|
| 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 |
121-12 |
118-06 |
3-06 |
2.6% |
1-09 |
1.1% |
93% |
True |
False |
330,428 |
| 10 |
121-12 |
117-28 |
3-16 |
2.9% |
1-04 |
0.9% |
94% |
True |
False |
304,020 |
| 20 |
122-08 |
117-28 |
4-12 |
3.6% |
1-02 |
0.9% |
75% |
False |
False |
280,533 |
| 40 |
123-22 |
117-22 |
6-00 |
5.0% |
1-06 |
1.0% |
58% |
False |
False |
300,804 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
0.9% |
70% |
False |
False |
201,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-20 |
|
2.618 |
125-07 |
|
1.618 |
123-24 |
|
1.000 |
122-27 |
|
0.618 |
122-09 |
|
HIGH |
121-12 |
|
0.618 |
120-26 |
|
0.500 |
120-20 |
|
0.382 |
120-15 |
|
LOW |
119-29 |
|
0.618 |
119-00 |
|
1.000 |
118-14 |
|
1.618 |
117-17 |
|
2.618 |
116-02 |
|
4.250 |
113-21 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
120-29 |
| PP |
120-26 |
120-21 |
| S1 |
120-20 |
120-14 |
|