ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-09 |
123-15 |
-0-26 |
-0.7% |
125-28 |
| High |
124-18 |
123-26 |
-0-24 |
-0.6% |
127-01 |
| Low |
123-09 |
122-05 |
-1-04 |
-0.9% |
125-04 |
| Close |
123-18 |
123-01 |
-0-17 |
-0.4% |
126-19 |
| Range |
1-09 |
1-21 |
0-12 |
29.3% |
1-29 |
| ATR |
1-06 |
1-07 |
0-01 |
2.8% |
0-00 |
| Volume |
404,377 |
466,917 |
62,540 |
15.5% |
1,472,116 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
127-05 |
123-30 |
|
| R3 |
126-10 |
125-16 |
123-16 |
|
| R2 |
124-21 |
124-21 |
123-11 |
|
| R1 |
123-27 |
123-27 |
123-06 |
123-14 |
| PP |
123-00 |
123-00 |
123-00 |
122-25 |
| S1 |
122-06 |
122-06 |
122-28 |
121-24 |
| S2 |
121-11 |
121-11 |
122-23 |
|
| S3 |
119-22 |
120-17 |
122-18 |
|
| S4 |
118-01 |
118-28 |
122-04 |
|
|
| 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 |
122-05 |
4-28 |
4.0% |
1-15 |
1.2% |
18% |
False |
True |
363,520 |
| 10 |
127-01 |
122-05 |
4-28 |
4.0% |
1-07 |
1.0% |
18% |
False |
True |
334,028 |
| 20 |
127-01 |
122-05 |
4-28 |
4.0% |
1-08 |
1.0% |
18% |
False |
True |
354,356 |
| 40 |
127-01 |
122-02 |
4-31 |
4.0% |
1-04 |
0.9% |
19% |
False |
False |
228,650 |
| 60 |
127-01 |
116-11 |
10-22 |
8.7% |
0-31 |
0.8% |
63% |
False |
False |
152,559 |
| 80 |
127-01 |
116-11 |
10-22 |
8.7% |
0-26 |
0.7% |
63% |
False |
False |
114,430 |
| 100 |
127-01 |
114-00 |
13-01 |
10.6% |
0-22 |
0.5% |
69% |
False |
False |
91,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-27 |
|
2.618 |
128-05 |
|
1.618 |
126-16 |
|
1.000 |
125-15 |
|
0.618 |
124-27 |
|
HIGH |
123-26 |
|
0.618 |
123-06 |
|
0.500 |
123-00 |
|
0.382 |
122-25 |
|
LOW |
122-05 |
|
0.618 |
121-04 |
|
1.000 |
120-16 |
|
1.618 |
119-15 |
|
2.618 |
117-26 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-00 |
124-00 |
| PP |
123-00 |
123-22 |
| S1 |
123-00 |
123-11 |
|