ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
126-20 |
0-08 |
0.2% |
125-26 |
| High |
127-05 |
126-22 |
-0-15 |
-0.4% |
127-19 |
| Low |
126-03 |
125-27 |
-0-08 |
-0.2% |
125-11 |
| Close |
126-18 |
126-11 |
-0-07 |
-0.2% |
126-18 |
| Range |
1-02 |
0-27 |
-0-07 |
-20.6% |
2-08 |
| ATR |
1-02 |
1-01 |
0-00 |
-1.4% |
0-00 |
| Volume |
17,639 |
12,214 |
-5,425 |
-30.8% |
492,193 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
128-14 |
126-26 |
|
| R3 |
127-31 |
127-19 |
126-18 |
|
| R2 |
127-04 |
127-04 |
126-16 |
|
| R1 |
126-24 |
126-24 |
126-13 |
126-16 |
| PP |
126-09 |
126-09 |
126-09 |
126-06 |
| S1 |
125-29 |
125-29 |
126-09 |
125-22 |
| S2 |
125-14 |
125-14 |
126-06 |
|
| S3 |
124-19 |
125-02 |
126-04 |
|
| S4 |
123-24 |
124-07 |
125-28 |
|
|
| 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% |
1-07 |
1.0% |
44% |
False |
False |
100,881 |
| 10 |
127-19 |
124-21 |
2-30 |
2.3% |
1-01 |
0.8% |
57% |
False |
False |
281,608 |
| 20 |
127-19 |
123-14 |
4-05 |
3.3% |
1-01 |
0.8% |
70% |
False |
False |
308,753 |
| 40 |
127-19 |
117-28 |
9-23 |
7.7% |
1-00 |
0.8% |
87% |
False |
False |
290,523 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-02 |
0.8% |
87% |
False |
False |
294,620 |
| 80 |
127-19 |
115-25 |
11-26 |
9.3% |
1-02 |
0.8% |
89% |
False |
False |
270,130 |
| 100 |
127-19 |
115-07 |
12-12 |
9.8% |
1-03 |
0.9% |
90% |
False |
False |
216,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-09 |
|
2.618 |
128-29 |
|
1.618 |
128-02 |
|
1.000 |
127-17 |
|
0.618 |
127-07 |
|
HIGH |
126-22 |
|
0.618 |
126-12 |
|
0.500 |
126-08 |
|
0.382 |
126-05 |
|
LOW |
125-27 |
|
0.618 |
125-10 |
|
1.000 |
125-00 |
|
1.618 |
124-15 |
|
2.618 |
123-20 |
|
4.250 |
122-08 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-10 |
126-22 |
| PP |
126-09 |
126-19 |
| S1 |
126-08 |
126-15 |
|