ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-01 |
122-24 |
-0-09 |
-0.2% |
126-17 |
| High |
123-14 |
123-15 |
0-01 |
0.0% |
126-27 |
| Low |
122-13 |
122-21 |
0-08 |
0.2% |
122-05 |
| Close |
122-22 |
123-06 |
0-16 |
0.4% |
122-22 |
| Range |
1-01 |
0-26 |
-0-07 |
-21.2% |
4-22 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
| Volume |
250,270 |
253,988 |
3,718 |
1.5% |
1,832,593 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
125-06 |
123-20 |
|
| R3 |
124-23 |
124-12 |
123-13 |
|
| R2 |
123-29 |
123-29 |
123-11 |
|
| R1 |
123-18 |
123-18 |
123-08 |
123-24 |
| PP |
123-03 |
123-03 |
123-03 |
123-06 |
| S1 |
122-24 |
122-24 |
123-04 |
122-30 |
| S2 |
122-09 |
122-09 |
123-01 |
|
| S3 |
121-15 |
121-30 |
122-31 |
|
| S4 |
120-21 |
121-04 |
122-24 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-31 |
135-00 |
125-08 |
|
| R3 |
133-09 |
130-10 |
123-31 |
|
| R2 |
128-19 |
128-19 |
123-18 |
|
| R1 |
125-20 |
125-20 |
123-04 |
124-24 |
| PP |
123-29 |
123-29 |
123-29 |
123-15 |
| S1 |
120-30 |
120-30 |
122-08 |
120-02 |
| S2 |
119-07 |
119-07 |
121-26 |
|
| S3 |
114-17 |
116-08 |
121-13 |
|
| S4 |
109-27 |
111-18 |
120-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-27 |
122-05 |
3-22 |
3.0% |
1-10 |
1.1% |
28% |
False |
False |
351,509 |
| 10 |
127-01 |
122-05 |
4-28 |
4.0% |
1-06 |
1.0% |
21% |
False |
False |
329,505 |
| 20 |
127-01 |
122-05 |
4-28 |
4.0% |
1-07 |
1.0% |
21% |
False |
False |
345,640 |
| 40 |
127-01 |
122-04 |
4-29 |
4.0% |
1-04 |
0.9% |
22% |
False |
False |
241,158 |
| 60 |
127-01 |
116-11 |
10-22 |
8.7% |
1-00 |
0.8% |
64% |
False |
False |
160,953 |
| 80 |
127-01 |
116-11 |
10-22 |
8.7% |
0-27 |
0.7% |
64% |
False |
False |
120,733 |
| 100 |
127-01 |
114-07 |
12-26 |
10.4% |
0-22 |
0.6% |
70% |
False |
False |
96,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-30 |
|
2.618 |
125-19 |
|
1.618 |
124-25 |
|
1.000 |
124-09 |
|
0.618 |
123-31 |
|
HIGH |
123-15 |
|
0.618 |
123-05 |
|
0.500 |
123-02 |
|
0.382 |
122-31 |
|
LOW |
122-21 |
|
0.618 |
122-05 |
|
1.000 |
121-27 |
|
1.618 |
121-11 |
|
2.618 |
120-17 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-05 |
123-04 |
| PP |
123-03 |
123-02 |
| S1 |
123-02 |
123-00 |
|