ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 28-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-17 |
125-13 |
-1-04 |
-0.9% |
125-28 |
| High |
126-27 |
125-27 |
-1-00 |
-0.8% |
127-01 |
| Low |
125-11 |
124-02 |
-1-09 |
-1.0% |
125-04 |
| Close |
125-16 |
124-07 |
-1-09 |
-1.0% |
126-19 |
| Range |
1-16 |
1-25 |
0-09 |
18.8% |
1-29 |
| ATR |
1-04 |
1-06 |
0-01 |
4.0% |
0-00 |
| Volume |
329,032 |
381,997 |
52,965 |
16.1% |
1,472,116 |
|
| Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-02 |
128-29 |
125-06 |
|
| R3 |
128-09 |
127-04 |
124-23 |
|
| R2 |
126-16 |
126-16 |
124-17 |
|
| R1 |
125-11 |
125-11 |
124-12 |
125-01 |
| PP |
124-23 |
124-23 |
124-23 |
124-18 |
| S1 |
123-18 |
123-18 |
124-02 |
123-08 |
| S2 |
122-30 |
122-30 |
123-29 |
|
| S3 |
121-05 |
121-25 |
123-23 |
|
| S4 |
119-12 |
120-00 |
123-08 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-31 |
131-06 |
127-21 |
|
| R3 |
130-02 |
129-09 |
127-04 |
|
| R2 |
128-05 |
128-05 |
126-30 |
|
| R1 |
127-12 |
127-12 |
126-25 |
127-24 |
| PP |
126-08 |
126-08 |
126-08 |
126-14 |
| S1 |
125-15 |
125-15 |
126-13 |
125-28 |
| S2 |
124-11 |
124-11 |
126-08 |
|
| S3 |
122-14 |
123-18 |
126-02 |
|
| S4 |
120-17 |
121-21 |
125-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-01 |
124-02 |
2-31 |
2.4% |
1-09 |
1.0% |
5% |
False |
True |
325,412 |
| 10 |
127-01 |
123-26 |
3-07 |
2.6% |
1-08 |
1.0% |
13% |
False |
False |
339,826 |
| 20 |
127-01 |
123-23 |
3-10 |
2.7% |
1-08 |
1.0% |
15% |
False |
False |
350,356 |
| 40 |
127-01 |
121-08 |
5-25 |
4.7% |
1-03 |
0.9% |
51% |
False |
False |
206,885 |
| 60 |
127-01 |
116-11 |
10-22 |
8.6% |
0-30 |
0.8% |
74% |
False |
False |
138,044 |
| 80 |
127-01 |
116-11 |
10-22 |
8.6% |
0-25 |
0.6% |
74% |
False |
False |
103,539 |
| 100 |
127-01 |
114-00 |
13-01 |
10.5% |
0-21 |
0.5% |
78% |
False |
False |
82,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-13 |
|
2.618 |
130-16 |
|
1.618 |
128-23 |
|
1.000 |
127-20 |
|
0.618 |
126-30 |
|
HIGH |
125-27 |
|
0.618 |
125-05 |
|
0.500 |
124-30 |
|
0.382 |
124-24 |
|
LOW |
124-02 |
|
0.618 |
122-31 |
|
1.000 |
122-09 |
|
1.618 |
121-06 |
|
2.618 |
119-13 |
|
4.250 |
116-16 |
|
|
| Fisher Pivots for day following 28-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-30 |
125-18 |
| PP |
124-23 |
125-03 |
| S1 |
124-15 |
124-21 |
|