ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 13-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2011 |
13-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-09 |
125-24 |
0-15 |
0.4% |
125-12 |
| High |
126-07 |
126-01 |
-0-06 |
-0.1% |
126-12 |
| Low |
125-06 |
125-04 |
-0-02 |
0.0% |
124-10 |
| Close |
125-23 |
125-13 |
-0-10 |
-0.2% |
125-23 |
| Range |
1-01 |
0-29 |
-0-04 |
-12.1% |
2-02 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.9% |
0-00 |
| Volume |
288,674 |
259,764 |
-28,910 |
-10.0% |
1,737,905 |
|
| Daily Pivots for day following 13-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-23 |
125-29 |
|
| R3 |
127-11 |
126-26 |
125-21 |
|
| R2 |
126-14 |
126-14 |
125-18 |
|
| R1 |
125-29 |
125-29 |
125-16 |
125-23 |
| PP |
125-17 |
125-17 |
125-17 |
125-14 |
| S1 |
125-00 |
125-00 |
125-10 |
124-26 |
| S2 |
124-20 |
124-20 |
125-08 |
|
| S3 |
123-23 |
124-03 |
125-05 |
|
| S4 |
122-26 |
123-06 |
124-29 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-21 |
130-24 |
126-27 |
|
| R3 |
129-19 |
128-22 |
126-09 |
|
| R2 |
127-17 |
127-17 |
126-03 |
|
| R1 |
126-20 |
126-20 |
125-29 |
127-02 |
| PP |
125-15 |
125-15 |
125-15 |
125-22 |
| S1 |
124-18 |
124-18 |
125-17 |
125-00 |
| S2 |
123-13 |
123-13 |
125-11 |
|
| S3 |
121-11 |
122-16 |
125-05 |
|
| S4 |
119-09 |
120-14 |
124-19 |
|
|
| 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% |
53% |
False |
False |
343,266 |
| 10 |
126-12 |
124-01 |
2-11 |
1.9% |
1-06 |
0.9% |
59% |
False |
False |
341,287 |
| 20 |
126-12 |
122-13 |
3-31 |
3.2% |
1-02 |
0.8% |
76% |
False |
False |
221,117 |
| 40 |
126-12 |
118-12 |
8-00 |
6.4% |
0-30 |
0.7% |
88% |
False |
False |
111,486 |
| 60 |
126-12 |
116-11 |
10-01 |
8.0% |
0-26 |
0.6% |
90% |
False |
False |
74,370 |
| 80 |
126-12 |
115-07 |
11-05 |
8.9% |
0-20 |
0.5% |
91% |
False |
False |
55,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-28 |
|
2.618 |
128-13 |
|
1.618 |
127-16 |
|
1.000 |
126-30 |
|
0.618 |
126-19 |
|
HIGH |
126-01 |
|
0.618 |
125-22 |
|
0.500 |
125-18 |
|
0.382 |
125-15 |
|
LOW |
125-04 |
|
0.618 |
124-18 |
|
1.000 |
124-07 |
|
1.618 |
123-21 |
|
2.618 |
122-24 |
|
4.250 |
121-09 |
|
|
| Fisher Pivots for day following 13-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-20 |
| PP |
125-17 |
125-18 |
| S1 |
125-15 |
125-15 |
|