ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
123-07 |
-0-31 |
-0.8% |
122-29 |
| High |
124-20 |
123-14 |
-1-06 |
-1.0% |
123-27 |
| Low |
123-07 |
122-13 |
-0-26 |
-0.7% |
122-04 |
| Close |
123-14 |
123-11 |
-0-03 |
-0.1% |
123-04 |
| Range |
1-13 |
1-01 |
-0-12 |
-26.7% |
1-23 |
| ATR |
0-29 |
0-29 |
0-00 |
1.0% |
0-00 |
| Volume |
10,161 |
11,486 |
1,325 |
13.0% |
27,500 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
125-25 |
123-29 |
|
| R3 |
125-04 |
124-24 |
123-20 |
|
| R2 |
124-03 |
124-03 |
123-17 |
|
| R1 |
123-23 |
123-23 |
123-14 |
123-29 |
| PP |
123-02 |
123-02 |
123-02 |
123-05 |
| S1 |
122-22 |
122-22 |
123-08 |
122-28 |
| S2 |
122-01 |
122-01 |
123-05 |
|
| S3 |
121-00 |
121-21 |
123-02 |
|
| S4 |
119-31 |
120-20 |
122-25 |
|
|
| 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 |
124-20 |
122-11 |
2-09 |
1.8% |
1-05 |
0.9% |
44% |
False |
False |
7,520 |
| 10 |
124-20 |
122-02 |
2-18 |
2.1% |
1-02 |
0.9% |
50% |
False |
False |
6,390 |
| 20 |
124-20 |
119-16 |
5-04 |
4.2% |
0-27 |
0.7% |
75% |
False |
False |
3,482 |
| 40 |
124-20 |
116-11 |
8-09 |
6.7% |
0-25 |
0.6% |
85% |
False |
False |
1,833 |
| 60 |
124-20 |
116-11 |
8-09 |
6.7% |
0-17 |
0.4% |
85% |
False |
False |
1,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
126-04 |
|
1.618 |
125-03 |
|
1.000 |
124-15 |
|
0.618 |
124-02 |
|
HIGH |
123-14 |
|
0.618 |
123-01 |
|
0.500 |
122-30 |
|
0.382 |
122-26 |
|
LOW |
122-13 |
|
0.618 |
121-25 |
|
1.000 |
121-12 |
|
1.618 |
120-24 |
|
2.618 |
119-23 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-06 |
123-16 |
| PP |
123-02 |
123-15 |
| S1 |
122-30 |
123-13 |
|