ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-27 |
122-04 |
-0-23 |
-0.6% |
120-31 |
| High |
123-01 |
123-05 |
0-04 |
0.1% |
123-10 |
| Low |
122-08 |
122-04 |
-0-04 |
-0.1% |
120-22 |
| Close |
122-17 |
123-03 |
0-18 |
0.5% |
123-00 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
2-20 |
| ATR |
0-24 |
0-25 |
0-01 |
2.5% |
0-00 |
| Volume |
4,008 |
7,185 |
3,177 |
79.3% |
5,068 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
125-17 |
123-21 |
|
| R3 |
124-27 |
124-16 |
123-12 |
|
| R2 |
123-26 |
123-26 |
123-09 |
|
| R1 |
123-15 |
123-15 |
123-06 |
123-20 |
| PP |
122-25 |
122-25 |
122-25 |
122-28 |
| S1 |
122-14 |
122-14 |
123-00 |
122-20 |
| S2 |
121-24 |
121-24 |
122-29 |
|
| S3 |
120-23 |
121-13 |
122-26 |
|
| S4 |
119-22 |
120-12 |
122-17 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-10 |
122-02 |
1-08 |
1.0% |
0-29 |
0.7% |
83% |
False |
False |
4,197 |
| 10 |
123-10 |
120-05 |
3-05 |
2.6% |
0-24 |
0.6% |
93% |
False |
False |
2,430 |
| 20 |
123-10 |
117-15 |
5-27 |
4.7% |
0-24 |
0.6% |
96% |
False |
False |
1,350 |
| 40 |
123-10 |
116-11 |
6-31 |
5.7% |
0-20 |
0.5% |
97% |
False |
False |
735 |
| 60 |
123-10 |
115-07 |
8-03 |
6.6% |
0-14 |
0.4% |
97% |
False |
False |
491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-17 |
|
2.618 |
125-27 |
|
1.618 |
124-26 |
|
1.000 |
124-06 |
|
0.618 |
123-25 |
|
HIGH |
123-05 |
|
0.618 |
122-24 |
|
0.500 |
122-20 |
|
0.382 |
122-17 |
|
LOW |
122-04 |
|
0.618 |
121-16 |
|
1.000 |
121-03 |
|
1.618 |
120-15 |
|
2.618 |
119-14 |
|
4.250 |
117-24 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
122-30 |
| PP |
122-25 |
122-26 |
| S1 |
122-20 |
122-21 |
|