ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 19-Apr-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
Open |
120-25 |
121-02 |
0-09 |
0.2% |
118-09 |
High |
121-12 |
121-18 |
0-06 |
0.2% |
120-30 |
Low |
119-29 |
120-20 |
0-23 |
0.6% |
117-28 |
Close |
121-05 |
121-15 |
0-10 |
0.3% |
120-26 |
Range |
1-15 |
0-30 |
-0-17 |
-36.2% |
3-02 |
ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
Volume |
403,636 |
240,477 |
-163,159 |
-40.4% |
1,475,258 |
|
Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-01 |
123-22 |
122-00 |
|
R3 |
123-03 |
122-24 |
121-23 |
|
R2 |
122-05 |
122-05 |
121-20 |
|
R1 |
121-26 |
121-26 |
121-18 |
122-00 |
PP |
121-07 |
121-07 |
121-07 |
121-10 |
S1 |
120-28 |
120-28 |
121-12 |
121-02 |
S2 |
120-09 |
120-09 |
121-10 |
|
S3 |
119-11 |
119-30 |
121-07 |
|
S4 |
118-13 |
119-00 |
120-30 |
|
|
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 |
121-18 |
118-23 |
2-27 |
2.3% |
1-06 |
1.0% |
97% |
True |
False |
319,528 |
10 |
121-18 |
117-28 |
3-22 |
3.0% |
1-03 |
0.9% |
97% |
True |
False |
298,151 |
20 |
122-08 |
117-28 |
4-12 |
3.6% |
1-02 |
0.9% |
82% |
False |
False |
280,261 |
40 |
123-22 |
117-28 |
5-26 |
4.8% |
1-05 |
1.0% |
62% |
False |
False |
306,149 |
60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
0.9% |
74% |
False |
False |
205,802 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-18 |
2.618 |
124-01 |
1.618 |
123-03 |
1.000 |
122-16 |
0.618 |
122-05 |
HIGH |
121-18 |
0.618 |
121-07 |
0.500 |
121-03 |
0.382 |
120-31 |
LOW |
120-20 |
0.618 |
120-01 |
1.000 |
119-22 |
1.618 |
119-03 |
2.618 |
118-05 |
4.250 |
116-20 |
|
|
Fisher Pivots for day following 19-Apr-2011 |
Pivot |
1 day |
3 day |
R1 |
121-11 |
121-05 |
PP |
121-07 |
120-27 |
S1 |
121-03 |
120-17 |
|