ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 21-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2011 |
21-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121-12 |
120-27 |
-0-17 |
-0.4% |
118-09 |
| High |
121-13 |
121-17 |
0-04 |
0.1% |
120-30 |
| Low |
120-26 |
120-25 |
-0-01 |
0.0% |
117-28 |
| Close |
121-00 |
121-01 |
0-01 |
0.0% |
120-26 |
| Range |
0-19 |
0-24 |
0-05 |
26.3% |
3-02 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.3% |
0-00 |
| Volume |
220,482 |
172,770 |
-47,712 |
-21.6% |
1,475,258 |
|
| Daily Pivots for day following 21-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-30 |
121-14 |
|
| R3 |
122-20 |
122-06 |
121-08 |
|
| R2 |
121-28 |
121-28 |
121-05 |
|
| R1 |
121-14 |
121-14 |
121-03 |
121-21 |
| PP |
121-04 |
121-04 |
121-04 |
121-07 |
| S1 |
120-22 |
120-22 |
120-31 |
120-29 |
| S2 |
120-12 |
120-12 |
120-29 |
|
| S3 |
119-20 |
119-30 |
120-26 |
|
| S4 |
118-28 |
119-06 |
120-20 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
128-00 |
122-16 |
|
| R3 |
126-00 |
124-30 |
121-21 |
|
| R2 |
122-30 |
122-30 |
121-12 |
|
| R1 |
121-28 |
121-28 |
121-03 |
122-13 |
| PP |
119-28 |
119-28 |
119-28 |
120-04 |
| S1 |
118-26 |
118-26 |
120-17 |
119-11 |
| S2 |
116-26 |
116-26 |
120-08 |
|
| S3 |
113-24 |
115-24 |
119-31 |
|
| S4 |
110-22 |
112-22 |
119-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-18 |
119-16 |
2-02 |
1.7% |
1-01 |
0.9% |
74% |
False |
False |
263,219 |
| 10 |
121-18 |
117-28 |
3-22 |
3.0% |
1-01 |
0.9% |
86% |
False |
False |
273,149 |
| 20 |
121-18 |
117-28 |
3-22 |
3.0% |
1-01 |
0.9% |
86% |
False |
False |
272,135 |
| 40 |
123-22 |
117-28 |
5-26 |
4.8% |
1-05 |
0.9% |
54% |
False |
False |
306,090 |
| 60 |
123-22 |
115-07 |
8-15 |
7.0% |
1-04 |
0.9% |
69% |
False |
False |
212,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
123-16 |
|
1.618 |
122-24 |
|
1.000 |
122-09 |
|
0.618 |
122-00 |
|
HIGH |
121-17 |
|
0.618 |
121-08 |
|
0.500 |
121-05 |
|
0.382 |
121-02 |
|
LOW |
120-25 |
|
0.618 |
120-10 |
|
1.000 |
120-01 |
|
1.618 |
119-18 |
|
2.618 |
118-26 |
|
4.250 |
117-19 |
|
|
| Fisher Pivots for day following 21-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
121-05 |
121-03 |
| PP |
121-04 |
121-02 |
| S1 |
121-02 |
121-02 |
|