ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-28 |
125-29 |
0-01 |
0.0% |
125-24 |
| High |
126-21 |
126-02 |
-0-19 |
-0.5% |
126-18 |
| Low |
125-17 |
125-07 |
-0-10 |
-0.2% |
123-23 |
| Close |
125-26 |
125-13 |
-0-13 |
-0.3% |
125-28 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
2-27 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.9% |
0-00 |
| Volume |
263,643 |
292,439 |
28,796 |
10.9% |
1,897,539 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-19 |
125-28 |
|
| R3 |
127-08 |
126-24 |
125-20 |
|
| R2 |
126-13 |
126-13 |
125-18 |
|
| R1 |
125-29 |
125-29 |
125-15 |
125-24 |
| PP |
125-18 |
125-18 |
125-18 |
125-15 |
| S1 |
125-02 |
125-02 |
125-11 |
124-28 |
| S2 |
124-23 |
124-23 |
125-08 |
|
| S3 |
123-28 |
124-07 |
125-06 |
|
| S4 |
123-01 |
123-12 |
124-30 |
|
|
| 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 |
126-21 |
123-26 |
2-27 |
2.3% |
1-07 |
1.0% |
56% |
False |
False |
354,239 |
| 10 |
126-21 |
123-23 |
2-30 |
2.3% |
1-08 |
1.0% |
57% |
False |
False |
359,049 |
| 20 |
126-21 |
123-11 |
3-10 |
2.6% |
1-05 |
0.9% |
62% |
False |
False |
325,469 |
| 40 |
126-21 |
119-28 |
6-25 |
5.4% |
1-00 |
0.8% |
82% |
False |
False |
166,300 |
| 60 |
126-21 |
116-11 |
10-10 |
8.2% |
0-29 |
0.7% |
88% |
False |
False |
110,934 |
| 80 |
126-21 |
116-11 |
10-10 |
8.2% |
0-23 |
0.6% |
88% |
False |
False |
83,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
128-09 |
|
1.618 |
127-14 |
|
1.000 |
126-29 |
|
0.618 |
126-19 |
|
HIGH |
126-02 |
|
0.618 |
125-24 |
|
0.500 |
125-20 |
|
0.382 |
125-17 |
|
LOW |
125-07 |
|
0.618 |
124-22 |
|
1.000 |
124-12 |
|
1.618 |
123-27 |
|
2.618 |
123-00 |
|
4.250 |
121-20 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-20 |
125-30 |
| PP |
125-18 |
125-24 |
| S1 |
125-16 |
125-19 |
|