ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 25-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2011 |
25-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-27 |
121-00 |
0-05 |
0.1% |
120-25 |
| High |
121-17 |
121-19 |
0-02 |
0.1% |
121-18 |
| Low |
120-25 |
120-31 |
0-06 |
0.2% |
119-29 |
| Close |
121-01 |
121-16 |
0-15 |
0.4% |
121-01 |
| Range |
0-24 |
0-20 |
-0-04 |
-16.7% |
1-21 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.0% |
0-00 |
| Volume |
172,770 |
176,492 |
3,722 |
2.2% |
1,037,365 |
|
| Daily Pivots for day following 25-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
123-00 |
121-27 |
|
| R3 |
122-19 |
122-12 |
121-22 |
|
| R2 |
121-31 |
121-31 |
121-20 |
|
| R1 |
121-24 |
121-24 |
121-18 |
121-28 |
| PP |
121-11 |
121-11 |
121-11 |
121-13 |
| S1 |
121-04 |
121-04 |
121-14 |
121-08 |
| S2 |
120-23 |
120-23 |
121-12 |
|
| S3 |
120-03 |
120-16 |
121-10 |
|
| S4 |
119-15 |
119-28 |
121-05 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
125-02 |
121-30 |
|
| R3 |
124-05 |
123-13 |
121-16 |
|
| R2 |
122-16 |
122-16 |
121-11 |
|
| R1 |
121-24 |
121-24 |
121-06 |
122-04 |
| PP |
120-27 |
120-27 |
120-27 |
121-00 |
| S1 |
120-03 |
120-03 |
120-28 |
120-15 |
| S2 |
119-06 |
119-06 |
120-23 |
|
| S3 |
117-17 |
118-14 |
120-18 |
|
| S4 |
115-28 |
116-25 |
120-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-19 |
119-29 |
1-22 |
1.4% |
0-28 |
0.7% |
94% |
True |
False |
242,771 |
| 10 |
121-19 |
117-28 |
3-23 |
3.1% |
1-00 |
0.8% |
97% |
True |
False |
268,911 |
| 20 |
121-19 |
117-28 |
3-23 |
3.1% |
1-00 |
0.8% |
97% |
True |
False |
268,739 |
| 40 |
123-22 |
117-28 |
5-26 |
4.8% |
1-05 |
0.9% |
62% |
False |
False |
301,022 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-04 |
0.9% |
74% |
False |
False |
215,275 |
| 80 |
123-22 |
115-07 |
8-15 |
7.0% |
1-03 |
0.9% |
74% |
False |
False |
161,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
123-07 |
|
1.618 |
122-19 |
|
1.000 |
122-07 |
|
0.618 |
121-31 |
|
HIGH |
121-19 |
|
0.618 |
121-11 |
|
0.500 |
121-09 |
|
0.382 |
121-07 |
|
LOW |
120-31 |
|
0.618 |
120-19 |
|
1.000 |
120-11 |
|
1.618 |
119-31 |
|
2.618 |
119-11 |
|
4.250 |
118-10 |
|
|
| Fisher Pivots for day following 25-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-14 |
121-13 |
| PP |
121-11 |
121-09 |
| S1 |
121-09 |
121-06 |
|