ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-14 |
126-22 |
1-08 |
1.0% |
126-20 |
| High |
126-27 |
127-24 |
0-29 |
0.7% |
127-18 |
| Low |
125-06 |
126-18 |
1-12 |
1.1% |
125-21 |
| Close |
126-25 |
127-20 |
0-27 |
0.7% |
126-31 |
| Range |
1-21 |
1-06 |
-0-15 |
-28.3% |
1-29 |
| ATR |
1-04 |
1-04 |
0-00 |
0.5% |
0-00 |
| Volume |
15,359 |
3,444 |
-11,915 |
-77.6% |
48,685 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-28 |
130-14 |
128-09 |
|
| R3 |
129-22 |
129-08 |
127-30 |
|
| R2 |
128-16 |
128-16 |
127-27 |
|
| R1 |
128-02 |
128-02 |
127-23 |
128-09 |
| PP |
127-10 |
127-10 |
127-10 |
127-14 |
| S1 |
126-28 |
126-28 |
127-17 |
127-03 |
| S2 |
126-04 |
126-04 |
127-13 |
|
| S3 |
124-30 |
125-22 |
127-10 |
|
| S4 |
123-24 |
124-16 |
126-31 |
|
|
| 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 |
127-24 |
125-00 |
2-24 |
2.2% |
1-07 |
1.0% |
95% |
True |
False |
7,623 |
| 10 |
127-24 |
125-00 |
2-24 |
2.2% |
1-04 |
0.9% |
95% |
True |
False |
9,774 |
| 20 |
127-24 |
123-23 |
4-01 |
3.2% |
1-02 |
0.8% |
97% |
True |
False |
183,797 |
| 40 |
127-24 |
120-25 |
6-31 |
5.5% |
1-00 |
0.8% |
98% |
True |
False |
233,764 |
| 60 |
127-24 |
117-28 |
9-28 |
7.7% |
1-01 |
0.8% |
99% |
True |
False |
249,263 |
| 80 |
127-24 |
117-28 |
9-28 |
7.7% |
1-03 |
0.8% |
99% |
True |
False |
269,957 |
| 100 |
127-24 |
115-07 |
12-17 |
9.8% |
1-03 |
0.9% |
99% |
True |
False |
216,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-26 |
|
2.618 |
130-27 |
|
1.618 |
129-21 |
|
1.000 |
128-30 |
|
0.618 |
128-15 |
|
HIGH |
127-24 |
|
0.618 |
127-09 |
|
0.500 |
127-05 |
|
0.382 |
127-01 |
|
LOW |
126-18 |
|
0.618 |
125-27 |
|
1.000 |
125-12 |
|
1.618 |
124-21 |
|
2.618 |
123-15 |
|
4.250 |
121-16 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-15 |
127-07 |
| PP |
127-10 |
126-25 |
| S1 |
127-05 |
126-12 |
|