ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
121-25 |
122-07 |
0-14 |
0.4% |
119-19 |
| High |
122-10 |
123-07 |
0-29 |
0.7% |
121-04 |
| Low |
121-22 |
122-07 |
0-17 |
0.4% |
119-19 |
| Close |
122-04 |
122-29 |
0-25 |
0.6% |
120-29 |
| Range |
0-20 |
1-00 |
0-12 |
60.0% |
1-17 |
| ATR |
0-23 |
0-24 |
0-01 |
3.9% |
0-00 |
| Volume |
454 |
1,016 |
562 |
123.8% |
3,478 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-25 |
125-11 |
123-15 |
|
| R3 |
124-25 |
124-11 |
123-06 |
|
| R2 |
123-25 |
123-25 |
123-03 |
|
| R1 |
123-11 |
123-11 |
123-00 |
123-18 |
| PP |
122-25 |
122-25 |
122-25 |
122-28 |
| S1 |
122-11 |
122-11 |
122-26 |
122-18 |
| S2 |
121-25 |
121-25 |
122-23 |
|
| S3 |
120-25 |
121-11 |
122-20 |
|
| S4 |
119-25 |
120-11 |
122-11 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-04 |
124-18 |
121-24 |
|
| R3 |
123-19 |
123-01 |
121-10 |
|
| R2 |
122-02 |
122-02 |
121-06 |
|
| R1 |
121-16 |
121-16 |
121-01 |
121-25 |
| PP |
120-17 |
120-17 |
120-17 |
120-22 |
| S1 |
119-31 |
119-31 |
120-25 |
120-08 |
| S2 |
119-00 |
119-00 |
120-20 |
|
| S3 |
117-15 |
118-14 |
120-16 |
|
| S4 |
115-30 |
116-29 |
120-02 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
125-27 |
|
1.618 |
124-27 |
|
1.000 |
124-07 |
|
0.618 |
123-27 |
|
HIGH |
123-07 |
|
0.618 |
122-27 |
|
0.500 |
122-23 |
|
0.382 |
122-19 |
|
LOW |
122-07 |
|
0.618 |
121-19 |
|
1.000 |
121-07 |
|
1.618 |
120-19 |
|
2.618 |
119-19 |
|
4.250 |
117-31 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-27 |
122-22 |
| PP |
122-25 |
122-15 |
| S1 |
122-23 |
122-08 |
|