ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 27-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2011 |
27-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121-16 |
122-08 |
0-24 |
0.6% |
120-25 |
| High |
122-11 |
122-10 |
-0-01 |
0.0% |
121-18 |
| Low |
121-11 |
121-11 |
0-00 |
0.0% |
119-29 |
| Close |
122-05 |
121-12 |
-0-25 |
-0.6% |
121-01 |
| Range |
1-00 |
0-31 |
-0-01 |
-3.1% |
1-21 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.5% |
0-00 |
| Volume |
245,459 |
258,820 |
13,361 |
5.4% |
1,037,365 |
|
| Daily Pivots for day following 27-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
123-30 |
121-29 |
|
| R3 |
123-20 |
122-31 |
121-21 |
|
| R2 |
122-21 |
122-21 |
121-18 |
|
| R1 |
122-00 |
122-00 |
121-15 |
121-27 |
| PP |
121-22 |
121-22 |
121-22 |
121-19 |
| S1 |
121-01 |
121-01 |
121-09 |
120-28 |
| S2 |
120-23 |
120-23 |
121-06 |
|
| S3 |
119-24 |
120-02 |
121-03 |
|
| S4 |
118-25 |
119-03 |
120-27 |
|
|
| 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 |
122-11 |
120-25 |
1-18 |
1.3% |
0-25 |
0.6% |
38% |
False |
False |
214,804 |
| 10 |
122-11 |
118-23 |
3-20 |
3.0% |
0-31 |
0.8% |
73% |
False |
False |
267,166 |
| 20 |
122-11 |
117-28 |
4-15 |
3.7% |
1-00 |
0.8% |
78% |
False |
False |
272,679 |
| 40 |
123-22 |
117-28 |
5-26 |
4.8% |
1-05 |
0.9% |
60% |
False |
False |
297,289 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-03 |
0.9% |
73% |
False |
False |
223,661 |
| 80 |
123-22 |
115-07 |
8-15 |
7.0% |
1-04 |
0.9% |
73% |
False |
False |
167,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-14 |
|
2.618 |
124-27 |
|
1.618 |
123-28 |
|
1.000 |
123-09 |
|
0.618 |
122-29 |
|
HIGH |
122-10 |
|
0.618 |
121-30 |
|
0.500 |
121-26 |
|
0.382 |
121-23 |
|
LOW |
121-11 |
|
0.618 |
120-24 |
|
1.000 |
120-12 |
|
1.618 |
119-25 |
|
2.618 |
118-26 |
|
4.250 |
117-07 |
|
|
| Fisher Pivots for day following 27-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-26 |
121-21 |
| PP |
121-22 |
121-18 |
| S1 |
121-17 |
121-15 |
|