ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-00 |
123-24 |
-0-08 |
-0.2% |
123-15 |
| High |
124-13 |
124-24 |
0-11 |
0.3% |
124-20 |
| Low |
123-21 |
123-11 |
-0-10 |
-0.3% |
122-13 |
| Close |
123-25 |
124-21 |
0-28 |
0.7% |
123-18 |
| Range |
0-24 |
1-13 |
0-21 |
87.5% |
2-07 |
| ATR |
0-28 |
0-29 |
0-01 |
4.5% |
0-00 |
| Volume |
157,168 |
314,288 |
157,120 |
100.0% |
60,140 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-15 |
127-31 |
125-14 |
|
| R3 |
127-02 |
126-18 |
125-01 |
|
| R2 |
125-21 |
125-21 |
124-29 |
|
| R1 |
125-05 |
125-05 |
124-25 |
125-13 |
| PP |
124-08 |
124-08 |
124-08 |
124-12 |
| S1 |
123-24 |
123-24 |
124-17 |
124-00 |
| S2 |
122-27 |
122-27 |
124-13 |
|
| S3 |
121-14 |
122-11 |
124-09 |
|
| S4 |
120-01 |
120-30 |
123-28 |
|
|
| 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 |
124-24 |
123-04 |
1-20 |
1.3% |
0-27 |
0.7% |
94% |
True |
False |
130,368 |
| 10 |
124-24 |
122-11 |
2-13 |
1.9% |
1-00 |
0.8% |
96% |
True |
False |
68,944 |
| 20 |
124-24 |
120-16 |
4-08 |
3.4% |
0-29 |
0.7% |
98% |
True |
False |
35,923 |
| 40 |
124-24 |
116-11 |
8-13 |
6.7% |
0-26 |
0.6% |
99% |
True |
False |
18,122 |
| 60 |
124-24 |
116-11 |
8-13 |
6.7% |
0-19 |
0.5% |
99% |
True |
False |
12,086 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-23 |
|
2.618 |
128-14 |
|
1.618 |
127-01 |
|
1.000 |
126-05 |
|
0.618 |
125-20 |
|
HIGH |
124-24 |
|
0.618 |
124-07 |
|
0.500 |
124-02 |
|
0.382 |
123-28 |
|
LOW |
123-11 |
|
0.618 |
122-15 |
|
1.000 |
121-30 |
|
1.618 |
121-02 |
|
2.618 |
119-21 |
|
4.250 |
117-12 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-14 |
| PP |
124-08 |
124-08 |
| S1 |
124-02 |
124-02 |
|