ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 14-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2011 |
14-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
119-24 |
0-14 |
0.4% |
120-13 |
| High |
119-28 |
120-11 |
0-15 |
0.4% |
120-28 |
| Low |
118-23 |
119-15 |
0-24 |
0.6% |
117-28 |
| Close |
119-26 |
119-22 |
-0-04 |
-0.1% |
118-17 |
| Range |
1-05 |
0-28 |
-0-09 |
-24.3% |
3-00 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
| Volume |
315,191 |
359,609 |
44,418 |
14.1% |
1,386,374 |
|
| Daily Pivots for day following 14-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-30 |
120-05 |
|
| R3 |
121-19 |
121-02 |
119-30 |
|
| R2 |
120-23 |
120-23 |
119-27 |
|
| R1 |
120-06 |
120-06 |
119-25 |
120-00 |
| PP |
119-27 |
119-27 |
119-27 |
119-24 |
| S1 |
119-10 |
119-10 |
119-19 |
119-04 |
| S2 |
118-31 |
118-31 |
119-17 |
|
| S3 |
118-03 |
118-14 |
119-14 |
|
| S4 |
117-07 |
117-18 |
119-07 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
126-10 |
120-06 |
|
| R3 |
125-03 |
123-10 |
119-11 |
|
| R2 |
122-03 |
122-03 |
119-03 |
|
| R1 |
120-10 |
120-10 |
118-26 |
119-22 |
| PP |
119-03 |
119-03 |
119-03 |
118-25 |
| S1 |
117-10 |
117-10 |
118-08 |
116-22 |
| S2 |
116-03 |
116-03 |
117-31 |
|
| S3 |
113-03 |
114-10 |
117-23 |
|
| S4 |
110-03 |
111-10 |
116-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-11 |
117-28 |
2-15 |
2.1% |
1-01 |
0.9% |
73% |
True |
False |
283,080 |
| 10 |
120-28 |
117-28 |
3-00 |
2.5% |
1-01 |
0.9% |
60% |
False |
False |
287,596 |
| 20 |
122-08 |
117-28 |
4-12 |
3.7% |
1-01 |
0.9% |
41% |
False |
False |
273,759 |
| 40 |
123-22 |
117-04 |
6-18 |
5.5% |
1-05 |
1.0% |
39% |
False |
False |
284,502 |
| 60 |
123-22 |
115-07 |
8-15 |
7.1% |
1-05 |
1.0% |
53% |
False |
False |
190,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-02 |
|
2.618 |
122-20 |
|
1.618 |
121-24 |
|
1.000 |
121-07 |
|
0.618 |
120-28 |
|
HIGH |
120-11 |
|
0.618 |
120-00 |
|
0.500 |
119-29 |
|
0.382 |
119-26 |
|
LOW |
119-15 |
|
0.618 |
118-30 |
|
1.000 |
118-19 |
|
1.618 |
118-02 |
|
2.618 |
117-06 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 14-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
119-29 |
119-18 |
| PP |
119-27 |
119-13 |
| S1 |
119-24 |
119-08 |
|