ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-29 |
124-00 |
0-03 |
0.1% |
123-15 |
| High |
124-06 |
124-13 |
0-07 |
0.2% |
124-20 |
| Low |
123-14 |
123-21 |
0-07 |
0.2% |
122-13 |
| Close |
123-31 |
123-25 |
-0-06 |
-0.2% |
123-18 |
| Range |
0-24 |
0-24 |
0-00 |
0.0% |
2-07 |
| ATR |
0-28 |
0-28 |
0-00 |
-1.0% |
0-00 |
| Volume |
107,028 |
157,168 |
50,140 |
46.8% |
60,140 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-06 |
125-24 |
124-06 |
|
| R3 |
125-14 |
125-00 |
124-00 |
|
| R2 |
124-22 |
124-22 |
123-29 |
|
| R1 |
124-08 |
124-08 |
123-27 |
124-03 |
| PP |
123-30 |
123-30 |
123-30 |
123-28 |
| S1 |
123-16 |
123-16 |
123-23 |
123-11 |
| S2 |
123-06 |
123-06 |
123-21 |
|
| S3 |
122-14 |
122-24 |
123-18 |
|
| S4 |
121-22 |
122-00 |
123-12 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-06 |
129-03 |
124-25 |
|
| R3 |
127-31 |
126-28 |
124-06 |
|
| R2 |
125-24 |
125-24 |
123-31 |
|
| R1 |
124-21 |
124-21 |
123-25 |
125-06 |
| PP |
123-17 |
123-17 |
123-17 |
123-26 |
| S1 |
122-14 |
122-14 |
123-11 |
123-00 |
| S2 |
121-10 |
121-10 |
123-05 |
|
| S3 |
119-03 |
120-07 |
122-30 |
|
| S4 |
116-28 |
118-00 |
122-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-13 |
122-13 |
2-00 |
1.6% |
0-24 |
0.6% |
69% |
True |
False |
69,807 |
| 10 |
124-20 |
122-07 |
2-13 |
1.9% |
0-31 |
0.8% |
65% |
False |
False |
38,148 |
| 20 |
124-20 |
120-05 |
4-15 |
3.6% |
0-28 |
0.7% |
81% |
False |
False |
20,289 |
| 40 |
124-20 |
116-11 |
8-09 |
6.7% |
0-25 |
0.6% |
90% |
False |
False |
10,268 |
| 60 |
124-20 |
116-11 |
8-09 |
6.7% |
0-19 |
0.5% |
90% |
False |
False |
6,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
126-12 |
|
1.618 |
125-20 |
|
1.000 |
125-05 |
|
0.618 |
124-28 |
|
HIGH |
124-13 |
|
0.618 |
124-04 |
|
0.500 |
124-01 |
|
0.382 |
123-30 |
|
LOW |
123-21 |
|
0.618 |
123-06 |
|
1.000 |
122-29 |
|
1.618 |
122-14 |
|
2.618 |
121-22 |
|
4.250 |
120-15 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-01 |
123-30 |
| PP |
123-30 |
123-28 |
| S1 |
123-28 |
123-26 |
|