ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 26-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2011 |
26-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
121-00 |
121-16 |
0-16 |
0.4% |
120-25 |
| High |
121-19 |
122-11 |
0-24 |
0.6% |
121-18 |
| Low |
120-31 |
121-11 |
0-12 |
0.3% |
119-29 |
| Close |
121-16 |
122-05 |
0-21 |
0.5% |
121-01 |
| Range |
0-20 |
1-00 |
0-12 |
60.0% |
1-21 |
| ATR |
1-01 |
1-01 |
0-00 |
-0.3% |
0-00 |
| Volume |
176,492 |
245,459 |
68,967 |
39.1% |
1,037,365 |
|
| Daily Pivots for day following 26-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-30 |
124-18 |
122-23 |
|
| R3 |
123-30 |
123-18 |
122-14 |
|
| R2 |
122-30 |
122-30 |
122-11 |
|
| R1 |
122-18 |
122-18 |
122-08 |
122-24 |
| PP |
121-30 |
121-30 |
121-30 |
122-02 |
| S1 |
121-18 |
121-18 |
122-02 |
121-24 |
| S2 |
120-30 |
120-30 |
121-31 |
|
| S3 |
119-30 |
120-18 |
121-28 |
|
| S4 |
118-30 |
119-18 |
121-19 |
|
|
| Weekly Pivots for week ending 22-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-26 |
125-02 |
121-30 |
|
| R3 |
124-05 |
123-13 |
121-16 |
|
| R2 |
122-16 |
122-16 |
121-11 |
|
| R1 |
121-24 |
121-24 |
121-06 |
122-04 |
| PP |
120-27 |
120-27 |
120-27 |
121-00 |
| S1 |
120-03 |
120-03 |
120-28 |
120-15 |
| S2 |
119-06 |
119-06 |
120-23 |
|
| S3 |
117-17 |
118-14 |
120-18 |
|
| S4 |
115-28 |
116-25 |
120-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-11 |
120-20 |
1-23 |
1.4% |
0-25 |
0.6% |
89% |
True |
False |
211,136 |
| 10 |
122-11 |
118-06 |
4-05 |
3.4% |
1-01 |
0.8% |
95% |
True |
False |
270,782 |
| 20 |
122-11 |
117-28 |
4-15 |
3.7% |
1-01 |
0.8% |
96% |
True |
False |
271,145 |
| 40 |
123-22 |
117-28 |
5-26 |
4.8% |
1-05 |
0.9% |
74% |
False |
False |
300,613 |
| 60 |
123-22 |
115-07 |
8-15 |
6.9% |
1-03 |
0.9% |
82% |
False |
False |
219,362 |
| 80 |
123-22 |
115-07 |
8-15 |
6.9% |
1-04 |
0.9% |
82% |
False |
False |
164,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-19 |
|
2.618 |
124-31 |
|
1.618 |
123-31 |
|
1.000 |
123-11 |
|
0.618 |
122-31 |
|
HIGH |
122-11 |
|
0.618 |
121-31 |
|
0.500 |
121-27 |
|
0.382 |
121-23 |
|
LOW |
121-11 |
|
0.618 |
120-23 |
|
1.000 |
120-11 |
|
1.618 |
119-23 |
|
2.618 |
118-23 |
|
4.250 |
117-03 |
|
|
| Fisher Pivots for day following 26-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-02 |
121-31 |
| PP |
121-30 |
121-24 |
| S1 |
121-27 |
121-18 |
|