ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-12 |
126-08 |
-0-04 |
-0.1% |
125-26 |
| High |
126-17 |
127-09 |
0-24 |
0.6% |
127-19 |
| Low |
125-21 |
126-07 |
0-18 |
0.4% |
125-11 |
| Close |
126-07 |
126-30 |
0-23 |
0.6% |
126-18 |
| Range |
0-28 |
1-02 |
0-06 |
21.4% |
2-08 |
| ATR |
1-01 |
1-01 |
0-00 |
0.3% |
0-00 |
| Volume |
9,403 |
9,743 |
340 |
3.6% |
492,193 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-00 |
129-17 |
127-17 |
|
| R3 |
128-30 |
128-15 |
127-07 |
|
| R2 |
127-28 |
127-28 |
127-04 |
|
| R1 |
127-13 |
127-13 |
127-01 |
127-20 |
| PP |
126-26 |
126-26 |
126-26 |
126-30 |
| S1 |
126-11 |
126-11 |
126-27 |
126-18 |
| S2 |
125-24 |
125-24 |
126-24 |
|
| S3 |
124-22 |
125-09 |
126-21 |
|
| S4 |
123-20 |
124-07 |
126-11 |
|
|
| 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 |
127-18 |
125-21 |
1-29 |
1.5% |
1-02 |
0.8% |
67% |
False |
False |
17,387 |
| 10 |
127-19 |
124-21 |
2-30 |
2.3% |
1-03 |
0.9% |
78% |
False |
False |
204,064 |
| 20 |
127-19 |
123-14 |
4-05 |
3.3% |
1-01 |
0.8% |
84% |
False |
False |
283,777 |
| 40 |
127-19 |
118-06 |
9-13 |
7.4% |
1-00 |
0.8% |
93% |
False |
False |
279,861 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-02 |
0.8% |
93% |
False |
False |
284,019 |
| 80 |
127-19 |
116-18 |
11-01 |
8.7% |
1-02 |
0.8% |
94% |
False |
False |
270,210 |
| 100 |
127-19 |
115-07 |
12-12 |
9.7% |
1-03 |
0.9% |
95% |
False |
False |
216,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-26 |
|
2.618 |
130-02 |
|
1.618 |
129-00 |
|
1.000 |
128-11 |
|
0.618 |
127-30 |
|
HIGH |
127-09 |
|
0.618 |
126-28 |
|
0.500 |
126-24 |
|
0.382 |
126-20 |
|
LOW |
126-07 |
|
0.618 |
125-18 |
|
1.000 |
125-05 |
|
1.618 |
124-16 |
|
2.618 |
123-14 |
|
4.250 |
121-22 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-28 |
126-25 |
| PP |
126-26 |
126-20 |
| S1 |
126-24 |
126-15 |
|