ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
123-30 |
125-12 |
1-14 |
1.2% |
125-12 |
| High |
125-19 |
126-18 |
0-31 |
0.8% |
126-12 |
| Low |
123-26 |
125-07 |
1-13 |
1.1% |
124-10 |
| Close |
125-15 |
126-11 |
0-28 |
0.7% |
125-23 |
| Range |
1-25 |
1-11 |
-0-14 |
-24.6% |
2-02 |
| ATR |
1-04 |
1-05 |
0-00 |
1.3% |
0-00 |
| Volume |
499,316 |
429,956 |
-69,360 |
-13.9% |
1,737,905 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-02 |
129-18 |
127-03 |
|
| R3 |
128-23 |
128-07 |
126-23 |
|
| R2 |
127-12 |
127-12 |
126-19 |
|
| R1 |
126-28 |
126-28 |
126-15 |
127-04 |
| PP |
126-01 |
126-01 |
126-01 |
126-06 |
| S1 |
125-17 |
125-17 |
126-07 |
125-25 |
| S2 |
124-22 |
124-22 |
126-03 |
|
| S3 |
123-11 |
124-06 |
125-31 |
|
| S4 |
122-00 |
122-27 |
125-19 |
|
|
| 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 |
126-18 |
123-23 |
2-27 |
2.3% |
1-12 |
1.1% |
92% |
True |
False |
380,074 |
| 10 |
126-18 |
123-23 |
2-27 |
2.3% |
1-08 |
1.0% |
92% |
True |
False |
374,684 |
| 20 |
126-18 |
122-13 |
4-05 |
3.3% |
1-04 |
0.9% |
95% |
True |
False |
287,615 |
| 40 |
126-18 |
119-13 |
7-05 |
5.7% |
0-31 |
0.8% |
97% |
True |
False |
145,265 |
| 60 |
126-18 |
116-11 |
10-07 |
8.1% |
0-28 |
0.7% |
98% |
True |
False |
96,902 |
| 80 |
126-18 |
116-11 |
10-07 |
8.1% |
0-21 |
0.5% |
98% |
True |
False |
72,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-09 |
|
2.618 |
130-03 |
|
1.618 |
128-24 |
|
1.000 |
127-29 |
|
0.618 |
127-13 |
|
HIGH |
126-18 |
|
0.618 |
126-02 |
|
0.500 |
125-28 |
|
0.382 |
125-23 |
|
LOW |
125-07 |
|
0.618 |
124-12 |
|
1.000 |
123-28 |
|
1.618 |
123-01 |
|
2.618 |
121-22 |
|
4.250 |
119-16 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-06 |
125-30 |
| PP |
126-01 |
125-17 |
| S1 |
125-28 |
125-04 |
|