ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 10-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2011 |
10-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
127-04 |
126-20 |
-0-16 |
-0.4% |
126-20 |
| High |
127-18 |
127-14 |
-0-04 |
-0.1% |
127-18 |
| Low |
126-05 |
126-20 |
0-15 |
0.4% |
125-21 |
| Close |
126-16 |
126-31 |
0-15 |
0.4% |
126-31 |
| Range |
1-13 |
0-26 |
-0-19 |
-42.2% |
1-29 |
| ATR |
1-02 |
1-01 |
0-00 |
-0.8% |
0-00 |
| Volume |
10,634 |
6,691 |
-3,943 |
-37.1% |
48,685 |
|
| Daily Pivots for day following 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-14 |
129-01 |
127-13 |
|
| R3 |
128-20 |
128-07 |
127-06 |
|
| R2 |
127-26 |
127-26 |
127-04 |
|
| R1 |
127-13 |
127-13 |
127-01 |
127-20 |
| PP |
127-00 |
127-00 |
127-00 |
127-04 |
| S1 |
126-19 |
126-19 |
126-29 |
126-26 |
| S2 |
126-06 |
126-06 |
126-26 |
|
| S3 |
125-12 |
125-25 |
126-24 |
|
| S4 |
124-18 |
124-31 |
126-17 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-14 |
131-20 |
128-01 |
|
| R3 |
130-17 |
129-23 |
127-16 |
|
| R2 |
128-20 |
128-20 |
127-10 |
|
| R1 |
127-26 |
127-26 |
127-05 |
128-07 |
| PP |
126-23 |
126-23 |
126-23 |
126-30 |
| S1 |
125-29 |
125-29 |
126-25 |
126-10 |
| S2 |
124-26 |
124-26 |
126-20 |
|
| S3 |
122-29 |
124-00 |
126-14 |
|
| S4 |
121-00 |
122-03 |
125-29 |
|
|
| 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% |
1-00 |
0.8% |
69% |
False |
False |
9,737 |
| 10 |
127-19 |
125-11 |
2-08 |
1.8% |
1-03 |
0.9% |
72% |
False |
False |
87,847 |
| 20 |
127-19 |
123-22 |
3-29 |
3.1% |
1-01 |
0.8% |
84% |
False |
False |
250,589 |
| 40 |
127-19 |
119-15 |
8-04 |
6.4% |
0-31 |
0.8% |
92% |
False |
False |
265,040 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-00 |
0.8% |
94% |
False |
False |
267,951 |
| 80 |
127-19 |
117-00 |
10-19 |
8.3% |
1-02 |
0.8% |
94% |
False |
False |
270,327 |
| 100 |
127-19 |
115-07 |
12-12 |
9.7% |
1-03 |
0.8% |
95% |
False |
False |
216,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-28 |
|
2.618 |
129-18 |
|
1.618 |
128-24 |
|
1.000 |
128-08 |
|
0.618 |
127-30 |
|
HIGH |
127-14 |
|
0.618 |
127-04 |
|
0.500 |
127-01 |
|
0.382 |
126-30 |
|
LOW |
126-20 |
|
0.618 |
126-04 |
|
1.000 |
125-26 |
|
1.618 |
125-10 |
|
2.618 |
124-16 |
|
4.250 |
123-06 |
|
|
| Fisher Pivots for day following 10-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-01 |
126-30 |
| PP |
127-00 |
126-29 |
| S1 |
127-00 |
126-28 |
|