ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-29 |
118-28 |
-1-01 |
-0.9% |
120-08 |
| High |
120-01 |
119-05 |
-0-28 |
-0.7% |
120-31 |
| Low |
118-25 |
118-14 |
-0-11 |
-0.3% |
119-11 |
| Close |
118-31 |
118-21 |
-0-10 |
-0.3% |
120-12 |
| Range |
1-08 |
0-23 |
-0-17 |
-42.5% |
1-20 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.7% |
0-00 |
| Volume |
295,945 |
347,321 |
51,376 |
17.4% |
1,299,292 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-29 |
120-16 |
119-02 |
|
| R3 |
120-06 |
119-25 |
118-27 |
|
| R2 |
119-15 |
119-15 |
118-25 |
|
| R1 |
119-02 |
119-02 |
118-23 |
118-29 |
| PP |
118-24 |
118-24 |
118-24 |
118-22 |
| S1 |
118-11 |
118-11 |
118-19 |
118-06 |
| S2 |
118-01 |
118-01 |
118-17 |
|
| S3 |
117-10 |
117-20 |
118-15 |
|
| S4 |
116-19 |
116-29 |
118-08 |
|
|
| 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 |
120-28 |
118-14 |
2-14 |
2.1% |
1-01 |
0.9% |
9% |
False |
True |
292,113 |
| 10 |
121-04 |
118-14 |
2-22 |
2.3% |
1-01 |
0.9% |
8% |
False |
True |
271,121 |
| 20 |
123-22 |
118-14 |
5-08 |
4.4% |
1-06 |
1.0% |
4% |
False |
True |
302,814 |
| 40 |
123-22 |
115-25 |
7-29 |
6.7% |
1-05 |
1.0% |
36% |
False |
False |
249,738 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
41% |
False |
False |
166,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-07 |
|
2.618 |
121-01 |
|
1.618 |
120-10 |
|
1.000 |
119-28 |
|
0.618 |
119-19 |
|
HIGH |
119-05 |
|
0.618 |
118-28 |
|
0.500 |
118-26 |
|
0.382 |
118-23 |
|
LOW |
118-14 |
|
0.618 |
118-00 |
|
1.000 |
117-23 |
|
1.618 |
117-09 |
|
2.618 |
116-18 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
119-21 |
| PP |
118-24 |
119-10 |
| S1 |
118-22 |
119-00 |
|