ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
120-15 |
119-29 |
-0-18 |
-0.5% |
120-08 |
| High |
120-28 |
120-01 |
-0-27 |
-0.7% |
120-31 |
| Low |
119-21 |
118-25 |
-0-28 |
-0.7% |
119-11 |
| Close |
119-27 |
118-31 |
-0-28 |
-0.7% |
120-12 |
| Range |
1-07 |
1-08 |
0-01 |
2.6% |
1-20 |
| ATR |
1-05 |
1-05 |
0-00 |
0.6% |
0-00 |
| Volume |
299,167 |
295,945 |
-3,222 |
-1.1% |
1,299,292 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-00 |
122-08 |
119-21 |
|
| R3 |
121-24 |
121-00 |
119-10 |
|
| R2 |
120-16 |
120-16 |
119-06 |
|
| R1 |
119-24 |
119-24 |
119-03 |
119-16 |
| PP |
119-08 |
119-08 |
119-08 |
119-04 |
| S1 |
118-16 |
118-16 |
118-27 |
118-08 |
| S2 |
118-00 |
118-00 |
118-24 |
|
| S3 |
116-24 |
117-08 |
118-20 |
|
| S4 |
115-16 |
116-00 |
118-09 |
|
|
| 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 |
118-25 |
2-06 |
1.8% |
1-05 |
1.0% |
9% |
False |
True |
300,490 |
| 10 |
121-18 |
118-25 |
2-25 |
2.3% |
1-02 |
0.9% |
7% |
False |
True |
262,640 |
| 20 |
123-22 |
118-25 |
4-29 |
4.1% |
1-08 |
1.0% |
4% |
False |
True |
307,337 |
| 40 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
44% |
False |
False |
241,173 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
44% |
False |
False |
161,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-11 |
|
2.618 |
123-10 |
|
1.618 |
122-02 |
|
1.000 |
121-09 |
|
0.618 |
120-26 |
|
HIGH |
120-01 |
|
0.618 |
119-18 |
|
0.500 |
119-13 |
|
0.382 |
119-08 |
|
LOW |
118-25 |
|
0.618 |
118-00 |
|
1.000 |
117-17 |
|
1.618 |
116-24 |
|
2.618 |
115-16 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-13 |
119-26 |
| PP |
119-08 |
119-17 |
| S1 |
119-04 |
119-08 |
|