ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 06-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
122-24 |
123-09 |
0-17 |
0.4% |
126-17 |
| High |
123-15 |
123-29 |
0-14 |
0.4% |
126-27 |
| Low |
122-21 |
122-31 |
0-10 |
0.3% |
122-05 |
| Close |
123-06 |
123-21 |
0-15 |
0.4% |
122-22 |
| Range |
0-26 |
0-30 |
0-04 |
15.4% |
4-22 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
253,988 |
295,536 |
41,548 |
16.4% |
1,832,593 |
|
| Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-10 |
125-30 |
124-06 |
|
| R3 |
125-12 |
125-00 |
123-29 |
|
| R2 |
124-14 |
124-14 |
123-26 |
|
| R1 |
124-02 |
124-02 |
123-24 |
124-08 |
| PP |
123-16 |
123-16 |
123-16 |
123-20 |
| S1 |
123-04 |
123-04 |
123-18 |
123-10 |
| S2 |
122-18 |
122-18 |
123-16 |
|
| S3 |
121-20 |
122-06 |
123-13 |
|
| S4 |
120-22 |
121-08 |
123-04 |
|
|
| 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 |
124-18 |
122-05 |
2-13 |
1.9% |
1-05 |
0.9% |
62% |
False |
False |
334,217 |
| 10 |
127-01 |
122-05 |
4-28 |
3.9% |
1-07 |
1.0% |
31% |
False |
False |
329,815 |
| 20 |
127-01 |
122-05 |
4-28 |
3.9% |
1-07 |
1.0% |
31% |
False |
False |
344,432 |
| 40 |
127-01 |
122-04 |
4-29 |
4.0% |
1-04 |
0.9% |
31% |
False |
False |
248,400 |
| 60 |
127-01 |
116-11 |
10-22 |
8.6% |
1-00 |
0.8% |
68% |
False |
False |
165,869 |
| 80 |
127-01 |
116-11 |
10-22 |
8.6% |
0-28 |
0.7% |
68% |
False |
False |
124,428 |
| 100 |
127-01 |
115-05 |
11-28 |
9.6% |
0-22 |
0.6% |
72% |
False |
False |
99,543 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-28 |
|
2.618 |
126-12 |
|
1.618 |
125-14 |
|
1.000 |
124-27 |
|
0.618 |
124-16 |
|
HIGH |
123-29 |
|
0.618 |
123-18 |
|
0.500 |
123-14 |
|
0.382 |
123-10 |
|
LOW |
122-31 |
|
0.618 |
122-12 |
|
1.000 |
122-01 |
|
1.618 |
121-14 |
|
2.618 |
120-16 |
|
4.250 |
119-00 |
|
|
| Fisher Pivots for day following 06-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-19 |
123-16 |
| PP |
123-16 |
123-10 |
| S1 |
123-14 |
123-05 |
|