ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 17-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2011 |
17-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-12 |
126-03 |
0-23 |
0.6% |
125-24 |
| High |
126-18 |
126-15 |
-0-03 |
-0.1% |
126-18 |
| Low |
125-07 |
125-16 |
0-09 |
0.2% |
123-23 |
| Close |
126-11 |
125-28 |
-0-15 |
-0.4% |
125-28 |
| Range |
1-11 |
0-31 |
-0-12 |
-27.9% |
2-27 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.1% |
0-00 |
| Volume |
429,956 |
285,843 |
-144,113 |
-33.5% |
1,897,539 |
|
| Daily Pivots for day following 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-27 |
128-11 |
126-13 |
|
| R3 |
127-28 |
127-12 |
126-05 |
|
| R2 |
126-29 |
126-29 |
126-02 |
|
| R1 |
126-13 |
126-13 |
125-31 |
126-06 |
| PP |
125-30 |
125-30 |
125-30 |
125-27 |
| S1 |
125-14 |
125-14 |
125-25 |
125-06 |
| S2 |
124-31 |
124-31 |
125-22 |
|
| S3 |
124-00 |
124-15 |
125-19 |
|
| S4 |
123-01 |
123-16 |
125-11 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-29 |
132-24 |
127-14 |
|
| R3 |
131-02 |
129-29 |
126-21 |
|
| R2 |
128-07 |
128-07 |
126-13 |
|
| R1 |
127-02 |
127-02 |
126-04 |
127-20 |
| PP |
125-12 |
125-12 |
125-12 |
125-22 |
| S1 |
124-07 |
124-07 |
125-20 |
124-26 |
| S2 |
122-17 |
122-17 |
125-11 |
|
| S3 |
119-22 |
121-12 |
125-03 |
|
| S4 |
116-27 |
118-17 |
124-10 |
|
|
| 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% |
76% |
False |
False |
379,507 |
| 10 |
126-18 |
123-23 |
2-27 |
2.3% |
1-08 |
1.0% |
76% |
False |
False |
363,544 |
| 20 |
126-18 |
123-04 |
3-14 |
2.7% |
1-04 |
0.9% |
80% |
False |
False |
301,332 |
| 40 |
126-18 |
119-16 |
7-02 |
5.6% |
0-31 |
0.8% |
90% |
False |
False |
152,407 |
| 60 |
126-18 |
116-11 |
10-07 |
8.1% |
0-29 |
0.7% |
93% |
False |
False |
101,666 |
| 80 |
126-18 |
116-11 |
10-07 |
8.1% |
0-22 |
0.5% |
93% |
False |
False |
76,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-19 |
|
2.618 |
129-00 |
|
1.618 |
128-01 |
|
1.000 |
127-14 |
|
0.618 |
127-02 |
|
HIGH |
126-15 |
|
0.618 |
126-03 |
|
0.500 |
126-00 |
|
0.382 |
125-28 |
|
LOW |
125-16 |
|
0.618 |
124-29 |
|
1.000 |
124-17 |
|
1.618 |
123-30 |
|
2.618 |
122-31 |
|
4.250 |
121-12 |
|
|
| Fisher Pivots for day following 17-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
125-21 |
| PP |
125-30 |
125-13 |
| S1 |
125-29 |
125-06 |
|