ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-04 |
123-02 |
0-30 |
0.8% |
120-31 |
| High |
123-05 |
123-13 |
0-08 |
0.2% |
123-10 |
| Low |
122-04 |
122-07 |
0-03 |
0.1% |
120-22 |
| Close |
123-03 |
122-16 |
-0-19 |
-0.5% |
123-00 |
| Range |
1-01 |
1-06 |
0-05 |
15.2% |
2-20 |
| ATR |
0-25 |
0-26 |
0-01 |
3.7% |
0-00 |
| Volume |
7,185 |
6,327 |
-858 |
-11.9% |
5,068 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-09 |
125-18 |
123-05 |
|
| R3 |
125-03 |
124-12 |
122-26 |
|
| R2 |
123-29 |
123-29 |
122-23 |
|
| R1 |
123-06 |
123-06 |
122-19 |
122-30 |
| PP |
122-23 |
122-23 |
122-23 |
122-19 |
| S1 |
122-00 |
122-00 |
122-13 |
121-24 |
| S2 |
121-17 |
121-17 |
122-09 |
|
| S3 |
120-11 |
120-26 |
122-06 |
|
| S4 |
119-05 |
119-20 |
121-27 |
|
|
| 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 |
123-13 |
122-02 |
1-11 |
1.1% |
0-31 |
0.8% |
33% |
True |
False |
5,259 |
| 10 |
123-13 |
120-16 |
2-29 |
2.4% |
0-26 |
0.7% |
69% |
True |
False |
2,903 |
| 20 |
123-13 |
118-00 |
5-13 |
4.4% |
0-24 |
0.6% |
83% |
True |
False |
1,656 |
| 40 |
123-13 |
116-11 |
7-02 |
5.8% |
0-21 |
0.5% |
87% |
True |
False |
893 |
| 60 |
123-13 |
115-07 |
8-06 |
6.7% |
0-14 |
0.4% |
89% |
True |
False |
596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
126-16 |
|
1.618 |
125-10 |
|
1.000 |
124-19 |
|
0.618 |
124-04 |
|
HIGH |
123-13 |
|
0.618 |
122-30 |
|
0.500 |
122-26 |
|
0.382 |
122-22 |
|
LOW |
122-07 |
|
0.618 |
121-16 |
|
1.000 |
121-01 |
|
1.618 |
120-10 |
|
2.618 |
119-04 |
|
4.250 |
117-06 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-26 |
122-24 |
| PP |
122-23 |
122-22 |
| S1 |
122-19 |
122-19 |
|