ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
125-11 |
125-01 |
-0-10 |
-0.2% |
124-22 |
| High |
125-23 |
126-02 |
0-11 |
0.3% |
125-27 |
| Low |
124-30 |
124-21 |
-0-09 |
-0.2% |
123-23 |
| Close |
125-02 |
125-31 |
0-29 |
0.7% |
124-27 |
| Range |
0-25 |
1-13 |
0-20 |
80.0% |
2-04 |
| ATR |
0-30 |
0-31 |
0-01 |
3.4% |
0-00 |
| Volume |
568,895 |
610,597 |
41,702 |
7.3% |
1,773,190 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-25 |
129-09 |
126-24 |
|
| R3 |
128-12 |
127-28 |
126-11 |
|
| R2 |
126-31 |
126-31 |
126-07 |
|
| R1 |
126-15 |
126-15 |
126-03 |
126-23 |
| PP |
125-18 |
125-18 |
125-18 |
125-22 |
| S1 |
125-02 |
125-02 |
125-27 |
125-10 |
| S2 |
124-05 |
124-05 |
125-23 |
|
| S3 |
122-24 |
123-21 |
125-19 |
|
| S4 |
121-11 |
122-08 |
125-06 |
|
|
| 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 |
126-02 |
124-12 |
1-22 |
1.3% |
0-28 |
0.7% |
94% |
True |
False |
463,270 |
| 10 |
126-02 |
123-22 |
2-12 |
1.9% |
1-00 |
0.8% |
96% |
True |
False |
413,332 |
| 20 |
126-02 |
121-30 |
4-04 |
3.3% |
0-30 |
0.7% |
98% |
True |
False |
353,276 |
| 40 |
126-02 |
117-28 |
8-06 |
6.5% |
0-31 |
0.8% |
99% |
True |
False |
315,717 |
| 60 |
126-02 |
117-28 |
8-06 |
6.5% |
1-02 |
0.8% |
99% |
True |
False |
314,739 |
| 80 |
126-02 |
115-07 |
10-27 |
8.6% |
1-02 |
0.8% |
99% |
True |
False |
259,823 |
| 100 |
126-02 |
115-07 |
10-27 |
8.6% |
1-03 |
0.9% |
99% |
True |
False |
207,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-01 |
|
2.618 |
129-24 |
|
1.618 |
128-11 |
|
1.000 |
127-15 |
|
0.618 |
126-30 |
|
HIGH |
126-02 |
|
0.618 |
125-17 |
|
0.500 |
125-12 |
|
0.382 |
125-06 |
|
LOW |
124-21 |
|
0.618 |
123-25 |
|
1.000 |
123-08 |
|
1.618 |
122-12 |
|
2.618 |
120-31 |
|
4.250 |
118-22 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
125-24 |
| PP |
125-18 |
125-18 |
| S1 |
125-12 |
125-12 |
|