ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-26 |
126-00 |
0-06 |
0.1% |
124-30 |
| High |
126-09 |
127-19 |
1-10 |
1.0% |
126-02 |
| Low |
125-11 |
125-26 |
0-15 |
0.4% |
124-21 |
| Close |
126-05 |
127-08 |
1-03 |
0.9% |
125-28 |
| Range |
0-30 |
1-25 |
0-27 |
90.0% |
1-13 |
| ATR |
0-31 |
1-01 |
0-02 |
6.2% |
0-00 |
| Volume |
370,649 |
65,966 |
-304,683 |
-82.2% |
2,311,682 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-07 |
131-17 |
128-07 |
|
| R3 |
130-14 |
129-24 |
127-24 |
|
| R2 |
128-21 |
128-21 |
127-18 |
|
| R1 |
127-31 |
127-31 |
127-13 |
128-10 |
| PP |
126-28 |
126-28 |
126-28 |
127-02 |
| S1 |
126-06 |
126-06 |
127-03 |
126-17 |
| S2 |
125-03 |
125-03 |
126-30 |
|
| S3 |
123-10 |
124-13 |
126-24 |
|
| S4 |
121-17 |
122-20 |
126-09 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
129-07 |
126-21 |
|
| R3 |
128-11 |
127-26 |
126-08 |
|
| R2 |
126-30 |
126-30 |
126-04 |
|
| R1 |
126-13 |
126-13 |
126-00 |
126-22 |
| PP |
125-17 |
125-17 |
125-17 |
125-21 |
| S1 |
125-00 |
125-00 |
125-24 |
125-08 |
| S2 |
124-04 |
124-04 |
125-20 |
|
| S3 |
122-23 |
123-19 |
125-16 |
|
| S4 |
121-10 |
122-06 |
125-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-19 |
124-21 |
2-30 |
2.3% |
1-03 |
0.9% |
88% |
True |
False |
390,740 |
| 10 |
127-19 |
123-23 |
3-28 |
3.0% |
1-00 |
0.8% |
91% |
True |
False |
389,220 |
| 20 |
127-19 |
123-00 |
4-19 |
3.6% |
1-00 |
0.8% |
93% |
True |
False |
361,357 |
| 40 |
127-19 |
117-28 |
9-23 |
7.6% |
0-31 |
0.8% |
96% |
True |
False |
312,389 |
| 60 |
127-19 |
117-28 |
9-23 |
7.6% |
1-02 |
0.8% |
96% |
True |
False |
310,566 |
| 80 |
127-19 |
115-07 |
12-12 |
9.7% |
1-02 |
0.8% |
97% |
True |
False |
269,410 |
| 100 |
127-19 |
115-07 |
12-12 |
9.7% |
1-03 |
0.9% |
97% |
True |
False |
215,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-05 |
|
2.618 |
132-08 |
|
1.618 |
130-15 |
|
1.000 |
129-12 |
|
0.618 |
128-22 |
|
HIGH |
127-19 |
|
0.618 |
126-29 |
|
0.500 |
126-22 |
|
0.382 |
126-16 |
|
LOW |
125-26 |
|
0.618 |
124-23 |
|
1.000 |
124-01 |
|
1.618 |
122-30 |
|
2.618 |
121-05 |
|
4.250 |
118-08 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-02 |
127-00 |
| PP |
126-28 |
126-23 |
| S1 |
126-22 |
126-15 |
|