ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 08-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2011 |
08-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-00 |
0-00 |
0.0% |
124-17 |
| High |
125-08 |
126-01 |
0-25 |
0.6% |
126-10 |
| Low |
124-10 |
124-27 |
0-17 |
0.4% |
124-01 |
| Close |
124-29 |
125-22 |
0-25 |
0.6% |
125-08 |
| Range |
0-30 |
1-06 |
0-08 |
26.7% |
2-09 |
| ATR |
1-00 |
1-00 |
0-00 |
1.4% |
0-00 |
| Volume |
319,697 |
379,336 |
59,639 |
18.7% |
1,415,208 |
|
| Daily Pivots for day following 08-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-03 |
128-18 |
126-11 |
|
| R3 |
127-29 |
127-12 |
126-00 |
|
| R2 |
126-23 |
126-23 |
125-29 |
|
| R1 |
126-06 |
126-06 |
125-25 |
126-14 |
| PP |
125-17 |
125-17 |
125-17 |
125-21 |
| S1 |
125-00 |
125-00 |
125-19 |
125-08 |
| S2 |
124-11 |
124-11 |
125-15 |
|
| S3 |
123-05 |
123-26 |
125-12 |
|
| S4 |
121-31 |
122-20 |
125-01 |
|
|
| 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 |
124-10 |
2-00 |
1.6% |
1-05 |
0.9% |
69% |
False |
False |
352,510 |
| 10 |
126-10 |
123-11 |
2-31 |
2.4% |
1-04 |
0.9% |
79% |
False |
False |
319,120 |
| 20 |
126-10 |
122-04 |
4-06 |
3.3% |
1-02 |
0.8% |
85% |
False |
False |
171,135 |
| 40 |
126-10 |
117-15 |
8-27 |
7.0% |
0-28 |
0.7% |
93% |
False |
False |
86,068 |
| 60 |
126-10 |
116-11 |
9-31 |
7.9% |
0-24 |
0.6% |
94% |
False |
False |
57,415 |
| 80 |
126-10 |
115-07 |
11-03 |
8.8% |
0-18 |
0.5% |
94% |
False |
False |
43,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-02 |
|
2.618 |
129-04 |
|
1.618 |
127-30 |
|
1.000 |
127-07 |
|
0.618 |
126-24 |
|
HIGH |
126-01 |
|
0.618 |
125-18 |
|
0.500 |
125-14 |
|
0.382 |
125-10 |
|
LOW |
124-27 |
|
0.618 |
124-04 |
|
1.000 |
123-21 |
|
1.618 |
122-30 |
|
2.618 |
121-24 |
|
4.250 |
119-26 |
|
|
| Fisher Pivots for day following 08-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-19 |
125-16 |
| PP |
125-17 |
125-11 |
| S1 |
125-14 |
125-06 |
|