ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-18 |
124-22 |
0-04 |
0.1% |
124-22 |
| High |
124-23 |
125-00 |
0-09 |
0.2% |
125-27 |
| Low |
123-23 |
124-12 |
0-21 |
0.5% |
123-23 |
| Close |
124-20 |
124-27 |
0-07 |
0.2% |
124-27 |
| Range |
1-00 |
0-20 |
-0-12 |
-37.5% |
2-04 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.8% |
0-00 |
| Volume |
449,692 |
342,264 |
-107,428 |
-23.9% |
1,773,190 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
126-11 |
125-06 |
|
| R3 |
126-00 |
125-23 |
125-00 |
|
| R2 |
125-12 |
125-12 |
124-31 |
|
| R1 |
125-03 |
125-03 |
124-29 |
125-08 |
| PP |
124-24 |
124-24 |
124-24 |
124-26 |
| S1 |
124-15 |
124-15 |
124-25 |
124-20 |
| S2 |
124-04 |
124-04 |
124-23 |
|
| S3 |
123-16 |
123-27 |
124-22 |
|
| S4 |
122-28 |
123-07 |
124-16 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-06 |
130-04 |
126-00 |
|
| R3 |
129-02 |
128-00 |
125-14 |
|
| R2 |
126-30 |
126-30 |
125-07 |
|
| R1 |
125-28 |
125-28 |
125-01 |
126-13 |
| PP |
124-26 |
124-26 |
124-26 |
125-02 |
| S1 |
123-24 |
123-24 |
124-21 |
124-09 |
| S2 |
122-22 |
122-22 |
124-15 |
|
| S3 |
120-18 |
121-20 |
124-08 |
|
| S4 |
118-14 |
119-16 |
123-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-27 |
123-23 |
2-04 |
1.7% |
0-31 |
0.8% |
53% |
False |
False |
354,638 |
| 10 |
125-27 |
123-14 |
2-13 |
1.9% |
1-00 |
0.8% |
58% |
False |
False |
335,897 |
| 20 |
125-27 |
120-31 |
4-28 |
3.9% |
0-30 |
0.7% |
79% |
False |
False |
303,667 |
| 40 |
125-27 |
117-28 |
7-31 |
6.4% |
0-31 |
0.8% |
87% |
False |
False |
287,901 |
| 60 |
125-27 |
117-28 |
7-31 |
6.4% |
1-02 |
0.9% |
87% |
False |
False |
305,282 |
| 80 |
125-27 |
115-07 |
10-20 |
8.5% |
1-03 |
0.9% |
91% |
False |
False |
235,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-21 |
|
2.618 |
126-20 |
|
1.618 |
126-00 |
|
1.000 |
125-20 |
|
0.618 |
125-12 |
|
HIGH |
125-00 |
|
0.618 |
124-24 |
|
0.500 |
124-22 |
|
0.382 |
124-20 |
|
LOW |
124-12 |
|
0.618 |
124-00 |
|
1.000 |
123-24 |
|
1.618 |
123-12 |
|
2.618 |
122-24 |
|
4.250 |
121-23 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-25 |
124-26 |
| PP |
124-24 |
124-26 |
| S1 |
124-22 |
124-25 |
|