ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-02 |
120-13 |
0-11 |
0.3% |
120-08 |
| High |
120-16 |
120-27 |
0-11 |
0.3% |
120-31 |
| Low |
119-11 |
120-00 |
0-21 |
0.5% |
119-11 |
| Close |
120-12 |
120-12 |
0-00 |
0.0% |
120-12 |
| Range |
1-05 |
0-27 |
-0-10 |
-27.0% |
1-20 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.0% |
0-00 |
| Volume |
293,067 |
225,066 |
-68,001 |
-23.2% |
1,299,292 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
122-16 |
120-27 |
|
| R3 |
122-03 |
121-21 |
120-19 |
|
| R2 |
121-08 |
121-08 |
120-17 |
|
| R1 |
120-26 |
120-26 |
120-14 |
120-20 |
| PP |
120-13 |
120-13 |
120-13 |
120-10 |
| S1 |
119-31 |
119-31 |
120-10 |
119-24 |
| S2 |
119-18 |
119-18 |
120-07 |
|
| S3 |
118-23 |
119-04 |
120-05 |
|
| S4 |
117-28 |
118-09 |
119-29 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
124-12 |
121-09 |
|
| R3 |
123-15 |
122-24 |
120-26 |
|
| R2 |
121-27 |
121-27 |
120-22 |
|
| R1 |
121-04 |
121-04 |
120-17 |
121-16 |
| PP |
120-07 |
120-07 |
120-07 |
120-13 |
| S1 |
119-16 |
119-16 |
120-07 |
119-28 |
| S2 |
118-19 |
118-19 |
120-02 |
|
| S3 |
116-31 |
117-28 |
119-30 |
|
| S4 |
115-11 |
116-08 |
119-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-31 |
119-11 |
1-20 |
1.3% |
1-01 |
0.9% |
63% |
False |
False |
265,404 |
| 10 |
122-08 |
119-11 |
2-29 |
2.4% |
1-00 |
0.8% |
35% |
False |
False |
257,047 |
| 20 |
123-22 |
118-11 |
5-11 |
4.4% |
1-07 |
1.0% |
38% |
False |
False |
306,920 |
| 40 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
1.0% |
61% |
False |
False |
226,431 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-05 |
1.0% |
61% |
False |
False |
151,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
123-02 |
|
1.618 |
122-07 |
|
1.000 |
121-22 |
|
0.618 |
121-12 |
|
HIGH |
120-27 |
|
0.618 |
120-17 |
|
0.500 |
120-14 |
|
0.382 |
120-10 |
|
LOW |
120-00 |
|
0.618 |
119-15 |
|
1.000 |
119-05 |
|
1.618 |
118-20 |
|
2.618 |
117-25 |
|
4.250 |
116-13 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
120-14 |
120-10 |
| PP |
120-13 |
120-07 |
| S1 |
120-12 |
120-05 |
|