ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-02 |
122-11 |
-0-23 |
-0.6% |
122-29 |
| High |
123-13 |
123-27 |
0-14 |
0.4% |
123-27 |
| Low |
122-07 |
122-11 |
0-04 |
0.1% |
122-04 |
| Close |
122-16 |
123-04 |
0-20 |
0.5% |
123-04 |
| Range |
1-06 |
1-16 |
0-10 |
26.3% |
1-23 |
| ATR |
0-26 |
0-28 |
0-02 |
6.1% |
0-00 |
| Volume |
6,327 |
4,138 |
-2,189 |
-34.6% |
27,500 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-28 |
123-30 |
|
| R3 |
126-03 |
125-12 |
123-17 |
|
| R2 |
124-19 |
124-19 |
123-13 |
|
| R1 |
123-28 |
123-28 |
123-08 |
124-08 |
| PP |
123-03 |
123-03 |
123-03 |
123-09 |
| S1 |
122-12 |
122-12 |
123-00 |
122-24 |
| S2 |
121-19 |
121-19 |
122-27 |
|
| S3 |
120-03 |
120-28 |
122-23 |
|
| S4 |
118-19 |
119-12 |
122-10 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
127-12 |
124-02 |
|
| R3 |
126-15 |
125-21 |
123-19 |
|
| R2 |
124-24 |
124-24 |
123-14 |
|
| R1 |
123-30 |
123-30 |
123-09 |
124-11 |
| PP |
123-01 |
123-01 |
123-01 |
123-08 |
| S1 |
122-07 |
122-07 |
122-31 |
122-20 |
| S2 |
121-10 |
121-10 |
122-26 |
|
| S3 |
119-19 |
120-16 |
122-21 |
|
| S4 |
117-28 |
118-25 |
122-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-27 |
122-04 |
1-23 |
1.4% |
1-00 |
0.8% |
58% |
True |
False |
5,500 |
| 10 |
123-27 |
120-22 |
3-05 |
2.6% |
0-29 |
0.7% |
77% |
True |
False |
3,256 |
| 20 |
123-27 |
118-12 |
5-15 |
4.4% |
0-26 |
0.6% |
87% |
True |
False |
1,855 |
| 40 |
123-27 |
116-11 |
7-16 |
6.1% |
0-22 |
0.6% |
90% |
True |
False |
997 |
| 60 |
123-27 |
115-07 |
8-20 |
7.0% |
0-15 |
0.4% |
92% |
True |
False |
665 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-07 |
|
2.618 |
127-25 |
|
1.618 |
126-09 |
|
1.000 |
125-11 |
|
0.618 |
124-25 |
|
HIGH |
123-27 |
|
0.618 |
123-09 |
|
0.500 |
123-03 |
|
0.382 |
122-29 |
|
LOW |
122-11 |
|
0.618 |
121-13 |
|
1.000 |
120-27 |
|
1.618 |
119-29 |
|
2.618 |
118-13 |
|
4.250 |
115-31 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-04 |
123-02 |
| PP |
123-03 |
123-01 |
| S1 |
123-03 |
123-00 |
|