ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-30 |
0-30 |
0.8% |
124-17 |
| High |
126-01 |
126-12 |
0-11 |
0.3% |
126-10 |
| Low |
124-27 |
124-28 |
0-01 |
0.0% |
124-01 |
| Close |
125-22 |
125-08 |
-0-14 |
-0.3% |
125-08 |
| Range |
1-06 |
1-16 |
0-10 |
26.3% |
2-09 |
| ATR |
1-00 |
1-01 |
0-01 |
3.5% |
0-00 |
| Volume |
379,336 |
468,861 |
89,525 |
23.6% |
1,415,208 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-00 |
129-04 |
126-02 |
|
| R3 |
128-16 |
127-20 |
125-21 |
|
| R2 |
127-00 |
127-00 |
125-17 |
|
| R1 |
126-04 |
126-04 |
125-12 |
125-26 |
| PP |
125-16 |
125-16 |
125-16 |
125-11 |
| S1 |
124-20 |
124-20 |
125-04 |
124-10 |
| S2 |
124-00 |
124-00 |
124-31 |
|
| S3 |
122-16 |
123-04 |
124-27 |
|
| S4 |
121-00 |
121-20 |
124-14 |
|
|
| 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 |
126-12 |
124-10 |
2-02 |
1.6% |
1-04 |
0.9% |
45% |
True |
False |
369,295 |
| 10 |
126-12 |
123-11 |
3-01 |
2.4% |
1-06 |
1.0% |
63% |
True |
False |
350,289 |
| 20 |
126-12 |
122-07 |
4-05 |
3.3% |
1-03 |
0.9% |
73% |
True |
False |
194,218 |
| 40 |
126-12 |
117-15 |
8-29 |
7.1% |
0-29 |
0.7% |
87% |
True |
False |
97,784 |
| 60 |
126-12 |
116-11 |
10-01 |
8.0% |
0-25 |
0.6% |
89% |
True |
False |
65,229 |
| 80 |
126-12 |
115-07 |
11-05 |
8.9% |
0-19 |
0.5% |
90% |
True |
False |
48,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-24 |
|
2.618 |
130-10 |
|
1.618 |
128-26 |
|
1.000 |
127-28 |
|
0.618 |
127-10 |
|
HIGH |
126-12 |
|
0.618 |
125-26 |
|
0.500 |
125-20 |
|
0.382 |
125-14 |
|
LOW |
124-28 |
|
0.618 |
123-30 |
|
1.000 |
123-12 |
|
1.618 |
122-14 |
|
2.618 |
120-30 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-20 |
125-11 |
| PP |
125-16 |
125-10 |
| S1 |
125-12 |
125-09 |
|