ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
127-16 |
126-12 |
-1-04 |
-0.9% |
125-26 |
| High |
127-18 |
127-05 |
-0-13 |
-0.3% |
127-19 |
| Low |
126-04 |
126-03 |
-0-01 |
0.0% |
125-11 |
| Close |
126-06 |
126-18 |
0-12 |
0.3% |
126-18 |
| Range |
1-14 |
1-02 |
-0-12 |
-26.1% |
2-08 |
| ATR |
1-01 |
1-02 |
0-00 |
0.1% |
0-00 |
| Volume |
37,939 |
17,639 |
-20,300 |
-53.5% |
492,193 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-25 |
129-08 |
127-05 |
|
| R3 |
128-23 |
128-06 |
126-27 |
|
| R2 |
127-21 |
127-21 |
126-24 |
|
| R1 |
127-04 |
127-04 |
126-21 |
127-12 |
| PP |
126-19 |
126-19 |
126-19 |
126-24 |
| S1 |
126-02 |
126-02 |
126-15 |
126-10 |
| S2 |
125-17 |
125-17 |
126-12 |
|
| S3 |
124-15 |
125-00 |
126-09 |
|
| S4 |
123-13 |
123-30 |
125-31 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-05 |
127-26 |
|
| R3 |
131-00 |
129-29 |
127-06 |
|
| R2 |
128-24 |
128-24 |
126-31 |
|
| R1 |
127-21 |
127-21 |
126-25 |
128-06 |
| PP |
126-16 |
126-16 |
126-16 |
126-25 |
| S1 |
125-13 |
125-13 |
126-11 |
125-30 |
| S2 |
124-08 |
124-08 |
126-05 |
|
| S3 |
122-00 |
123-05 |
125-30 |
|
| S4 |
119-24 |
120-29 |
125-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-19 |
125-11 |
2-08 |
1.8% |
1-05 |
0.9% |
54% |
False |
False |
165,957 |
| 10 |
127-19 |
124-12 |
3-07 |
2.5% |
1-00 |
0.8% |
68% |
False |
False |
314,613 |
| 20 |
127-19 |
123-12 |
4-07 |
3.3% |
1-02 |
0.8% |
76% |
False |
False |
330,256 |
| 40 |
127-19 |
117-28 |
9-23 |
7.7% |
0-31 |
0.8% |
89% |
False |
False |
298,901 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-02 |
0.8% |
89% |
False |
False |
301,713 |
| 80 |
127-19 |
115-07 |
12-12 |
9.8% |
1-02 |
0.8% |
92% |
False |
False |
270,037 |
| 100 |
127-19 |
115-07 |
12-12 |
9.8% |
1-03 |
0.9% |
92% |
False |
False |
216,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-22 |
|
2.618 |
129-30 |
|
1.618 |
128-28 |
|
1.000 |
128-07 |
|
0.618 |
127-26 |
|
HIGH |
127-05 |
|
0.618 |
126-24 |
|
0.500 |
126-20 |
|
0.382 |
126-16 |
|
LOW |
126-03 |
|
0.618 |
125-14 |
|
1.000 |
125-01 |
|
1.618 |
124-12 |
|
2.618 |
123-10 |
|
4.250 |
121-18 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-20 |
126-22 |
| PP |
126-19 |
126-21 |
| S1 |
126-19 |
126-20 |
|