ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-07 |
123-07 |
1-00 |
0.8% |
120-31 |
| High |
123-07 |
123-10 |
0-03 |
0.1% |
123-10 |
| Low |
122-07 |
122-02 |
-0-05 |
-0.1% |
120-22 |
| Close |
122-29 |
123-00 |
0-03 |
0.1% |
123-00 |
| Range |
1-00 |
1-08 |
0-08 |
25.0% |
2-20 |
| ATR |
0-24 |
0-25 |
0-01 |
5.0% |
0-00 |
| Volume |
1,016 |
2,936 |
1,920 |
189.0% |
5,068 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
126-01 |
123-22 |
|
| R3 |
125-09 |
124-25 |
123-11 |
|
| R2 |
124-01 |
124-01 |
123-07 |
|
| R1 |
123-17 |
123-17 |
123-04 |
123-05 |
| PP |
122-25 |
122-25 |
122-25 |
122-20 |
| S1 |
122-09 |
122-09 |
122-28 |
121-29 |
| S2 |
121-17 |
121-17 |
122-25 |
|
| S3 |
120-09 |
121-01 |
122-21 |
|
| S4 |
119-01 |
119-25 |
122-10 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
129-07 |
124-14 |
|
| R3 |
127-19 |
126-19 |
123-23 |
|
| R2 |
124-31 |
124-31 |
123-15 |
|
| R1 |
123-31 |
123-31 |
123-08 |
124-15 |
| PP |
122-11 |
122-11 |
122-11 |
122-18 |
| S1 |
121-11 |
121-11 |
122-24 |
121-27 |
| S2 |
119-23 |
119-23 |
122-17 |
|
| S3 |
117-03 |
118-23 |
122-09 |
|
| S4 |
114-15 |
116-03 |
121-18 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-20 |
|
2.618 |
126-19 |
|
1.618 |
125-11 |
|
1.000 |
124-18 |
|
0.618 |
124-03 |
|
HIGH |
123-10 |
|
0.618 |
122-27 |
|
0.500 |
122-22 |
|
0.382 |
122-17 |
|
LOW |
122-02 |
|
0.618 |
121-09 |
|
1.000 |
120-26 |
|
1.618 |
120-01 |
|
2.618 |
118-25 |
|
4.250 |
116-24 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-29 |
122-27 |
| PP |
122-25 |
122-21 |
| S1 |
122-22 |
122-16 |
|