ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 06-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2011 |
06-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
125-12 |
0-14 |
0.4% |
124-17 |
| High |
125-29 |
125-14 |
-0-15 |
-0.4% |
126-10 |
| Low |
124-24 |
124-17 |
-0-07 |
-0.2% |
124-01 |
| Close |
125-08 |
125-01 |
-0-07 |
-0.2% |
125-08 |
| Range |
1-05 |
0-29 |
-0-08 |
-21.6% |
2-09 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.7% |
0-00 |
| Volume |
397,248 |
281,337 |
-115,911 |
-29.2% |
1,415,208 |
|
| Daily Pivots for day following 06-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-23 |
127-09 |
125-17 |
|
| R3 |
126-26 |
126-12 |
125-09 |
|
| R2 |
125-29 |
125-29 |
125-06 |
|
| R1 |
125-15 |
125-15 |
125-04 |
125-08 |
| PP |
125-00 |
125-00 |
125-00 |
124-28 |
| S1 |
124-18 |
124-18 |
124-30 |
124-10 |
| S2 |
124-03 |
124-03 |
124-28 |
|
| S3 |
123-06 |
123-21 |
124-25 |
|
| S4 |
122-09 |
122-24 |
124-17 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-01 |
130-30 |
126-16 |
|
| R3 |
129-24 |
128-21 |
125-28 |
|
| R2 |
127-15 |
127-15 |
125-21 |
|
| R1 |
126-12 |
126-12 |
125-15 |
126-30 |
| PP |
125-06 |
125-06 |
125-06 |
125-15 |
| S1 |
124-03 |
124-03 |
125-01 |
124-20 |
| S2 |
122-29 |
122-29 |
124-27 |
|
| S3 |
120-20 |
121-26 |
124-20 |
|
| S4 |
118-11 |
119-17 |
124-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-10 |
124-01 |
2-09 |
1.8% |
1-09 |
1.0% |
44% |
False |
False |
339,309 |
| 10 |
126-10 |
123-11 |
2-31 |
2.4% |
1-02 |
0.8% |
57% |
False |
False |
264,587 |
| 20 |
126-10 |
122-04 |
4-06 |
3.3% |
1-01 |
0.8% |
69% |
False |
False |
136,675 |
| 40 |
126-10 |
116-11 |
9-31 |
8.0% |
0-28 |
0.7% |
87% |
False |
False |
68,609 |
| 60 |
126-10 |
116-11 |
9-31 |
8.0% |
0-23 |
0.6% |
87% |
False |
False |
45,765 |
| 80 |
126-10 |
114-07 |
12-03 |
9.7% |
0-18 |
0.4% |
89% |
False |
False |
34,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-09 |
|
2.618 |
127-26 |
|
1.618 |
126-29 |
|
1.000 |
126-11 |
|
0.618 |
126-00 |
|
HIGH |
125-14 |
|
0.618 |
125-03 |
|
0.500 |
125-00 |
|
0.382 |
124-28 |
|
LOW |
124-17 |
|
0.618 |
123-31 |
|
1.000 |
123-20 |
|
1.618 |
123-02 |
|
2.618 |
122-05 |
|
4.250 |
120-22 |
|
|
| Fisher Pivots for day following 06-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-14 |
| PP |
125-00 |
125-09 |
| S1 |
125-00 |
125-05 |
|