ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 24-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2011 |
24-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
125-05 |
0-07 |
0.2% |
124-22 |
| High |
125-20 |
125-16 |
-0-04 |
-0.1% |
125-27 |
| Low |
124-28 |
124-24 |
-0-04 |
-0.1% |
123-23 |
| Close |
125-03 |
125-09 |
0-06 |
0.1% |
124-27 |
| Range |
0-24 |
0-24 |
0-00 |
0.0% |
2-04 |
| ATR |
0-31 |
0-31 |
-0-01 |
-1.7% |
0-00 |
| Volume |
372,116 |
422,479 |
50,363 |
13.5% |
1,773,190 |
|
| Daily Pivots for day following 24-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
127-03 |
125-22 |
|
| R3 |
126-22 |
126-11 |
125-16 |
|
| R2 |
125-30 |
125-30 |
125-13 |
|
| R1 |
125-19 |
125-19 |
125-11 |
125-24 |
| PP |
125-06 |
125-06 |
125-06 |
125-08 |
| S1 |
124-27 |
124-27 |
125-07 |
125-00 |
| S2 |
124-14 |
124-14 |
125-05 |
|
| S3 |
123-22 |
124-03 |
125-02 |
|
| S4 |
122-30 |
123-11 |
124-28 |
|
|
| 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% |
0-29 |
0.7% |
74% |
False |
False |
387,700 |
| 10 |
125-27 |
123-14 |
2-13 |
1.9% |
1-00 |
0.8% |
77% |
False |
False |
363,490 |
| 20 |
125-27 |
121-11 |
4-16 |
3.6% |
0-30 |
0.7% |
88% |
False |
False |
322,300 |
| 40 |
125-27 |
117-28 |
7-31 |
6.4% |
0-31 |
0.8% |
93% |
False |
False |
296,722 |
| 60 |
125-27 |
117-28 |
7-31 |
6.4% |
1-03 |
0.9% |
93% |
False |
False |
307,842 |
| 80 |
125-27 |
115-07 |
10-20 |
8.5% |
1-02 |
0.8% |
95% |
False |
False |
245,097 |
| 100 |
125-27 |
115-07 |
10-20 |
8.5% |
1-02 |
0.9% |
95% |
False |
False |
196,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-22 |
|
2.618 |
127-15 |
|
1.618 |
126-23 |
|
1.000 |
126-08 |
|
0.618 |
125-31 |
|
HIGH |
125-16 |
|
0.618 |
125-07 |
|
0.500 |
125-04 |
|
0.382 |
125-01 |
|
LOW |
124-24 |
|
0.618 |
124-09 |
|
1.000 |
124-00 |
|
1.618 |
123-17 |
|
2.618 |
122-25 |
|
4.250 |
121-18 |
|
|
| Fisher Pivots for day following 24-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-07 |
125-06 |
| PP |
125-06 |
125-03 |
| S1 |
125-04 |
125-00 |
|