ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-22 |
127-10 |
0-20 |
0.5% |
126-29 |
| High |
127-24 |
127-21 |
-0-03 |
-0.1% |
127-24 |
| Low |
126-18 |
126-27 |
0-09 |
0.2% |
125-00 |
| Close |
127-20 |
127-06 |
-0-14 |
-0.3% |
127-06 |
| Range |
1-06 |
0-26 |
-0-12 |
-31.6% |
2-24 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.0% |
0-00 |
| Volume |
3,444 |
3,771 |
327 |
9.5% |
35,195 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-21 |
129-08 |
127-20 |
|
| R3 |
128-27 |
128-14 |
127-13 |
|
| R2 |
128-01 |
128-01 |
127-11 |
|
| R1 |
127-20 |
127-20 |
127-08 |
127-14 |
| PP |
127-07 |
127-07 |
127-07 |
127-04 |
| S1 |
126-26 |
126-26 |
127-04 |
126-20 |
| S2 |
126-13 |
126-13 |
127-01 |
|
| S3 |
125-19 |
126-00 |
126-31 |
|
| S4 |
124-25 |
125-06 |
126-24 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-29 |
133-25 |
128-22 |
|
| R3 |
132-05 |
131-01 |
127-30 |
|
| R2 |
129-13 |
129-13 |
127-22 |
|
| R1 |
128-09 |
128-09 |
127-14 |
128-27 |
| PP |
126-21 |
126-21 |
126-21 |
126-30 |
| S1 |
125-17 |
125-17 |
126-30 |
126-03 |
| S2 |
123-29 |
123-29 |
126-22 |
|
| S3 |
121-05 |
122-25 |
126-14 |
|
| S4 |
118-13 |
120-01 |
125-22 |
|
|
| 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% |
80% |
False |
False |
7,039 |
| 10 |
127-24 |
125-00 |
2-24 |
2.2% |
1-04 |
0.9% |
80% |
False |
False |
8,388 |
| 20 |
127-24 |
124-12 |
3-12 |
2.7% |
1-02 |
0.8% |
83% |
False |
False |
161,500 |
| 40 |
127-24 |
120-25 |
6-31 |
5.5% |
1-00 |
0.8% |
92% |
False |
False |
228,347 |
| 60 |
127-24 |
117-28 |
9-28 |
7.8% |
1-01 |
0.8% |
94% |
False |
False |
244,439 |
| 80 |
127-24 |
117-28 |
9-28 |
7.8% |
1-03 |
0.8% |
94% |
False |
False |
268,096 |
| 100 |
127-24 |
115-07 |
12-17 |
9.9% |
1-03 |
0.9% |
96% |
False |
False |
217,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
129-25 |
|
1.618 |
128-31 |
|
1.000 |
128-15 |
|
0.618 |
128-05 |
|
HIGH |
127-21 |
|
0.618 |
127-11 |
|
0.500 |
127-08 |
|
0.382 |
127-05 |
|
LOW |
126-27 |
|
0.618 |
126-11 |
|
1.000 |
126-01 |
|
1.618 |
125-17 |
|
2.618 |
124-23 |
|
4.250 |
123-12 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-08 |
126-30 |
| PP |
127-07 |
126-23 |
| S1 |
127-07 |
126-15 |
|