ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 02-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2011 |
02-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-05 |
122-12 |
0-07 |
0.2% |
121-00 |
| High |
122-18 |
122-27 |
0-09 |
0.2% |
122-18 |
| Low |
121-30 |
122-02 |
0-04 |
0.1% |
120-31 |
| Close |
122-12 |
122-19 |
0-07 |
0.2% |
122-12 |
| Range |
0-20 |
0-25 |
0-05 |
25.0% |
1-19 |
| ATR |
1-00 |
1-00 |
-0-01 |
-1.6% |
0-00 |
| Volume |
203,201 |
194,385 |
-8,816 |
-4.3% |
1,185,109 |
|
| Daily Pivots for day following 02-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-16 |
123-01 |
|
| R3 |
124-02 |
123-23 |
122-26 |
|
| R2 |
123-09 |
123-09 |
122-24 |
|
| R1 |
122-30 |
122-30 |
122-21 |
123-04 |
| PP |
122-16 |
122-16 |
122-16 |
122-19 |
| S1 |
122-05 |
122-05 |
122-17 |
122-10 |
| S2 |
121-23 |
121-23 |
122-14 |
|
| S3 |
120-30 |
121-12 |
122-12 |
|
| S4 |
120-05 |
120-19 |
122-05 |
|
|
| Weekly Pivots for week ending 29-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-24 |
126-05 |
123-08 |
|
| R3 |
125-05 |
124-18 |
122-26 |
|
| R2 |
123-18 |
123-18 |
122-21 |
|
| R1 |
122-31 |
122-31 |
122-17 |
123-08 |
| PP |
121-31 |
121-31 |
121-31 |
122-04 |
| S1 |
121-12 |
121-12 |
122-07 |
121-22 |
| S2 |
120-12 |
120-12 |
122-03 |
|
| S3 |
118-25 |
119-25 |
121-30 |
|
| S4 |
117-06 |
118-06 |
121-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-27 |
121-11 |
1-16 |
1.2% |
0-27 |
0.7% |
83% |
True |
False |
240,600 |
| 10 |
122-27 |
119-29 |
2-30 |
2.4% |
0-28 |
0.7% |
91% |
True |
False |
241,685 |
| 20 |
122-27 |
117-28 |
4-31 |
4.1% |
0-31 |
0.8% |
95% |
True |
False |
263,924 |
| 40 |
123-22 |
117-28 |
5-26 |
4.7% |
1-03 |
0.9% |
81% |
False |
False |
286,323 |
| 60 |
123-22 |
115-07 |
8-15 |
6.9% |
1-03 |
0.9% |
87% |
False |
False |
235,223 |
| 80 |
123-22 |
115-07 |
8-15 |
6.9% |
1-03 |
0.9% |
87% |
False |
False |
176,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-05 |
|
2.618 |
124-28 |
|
1.618 |
124-03 |
|
1.000 |
123-20 |
|
0.618 |
123-10 |
|
HIGH |
122-27 |
|
0.618 |
122-17 |
|
0.500 |
122-14 |
|
0.382 |
122-12 |
|
LOW |
122-02 |
|
0.618 |
121-19 |
|
1.000 |
121-09 |
|
1.618 |
120-26 |
|
2.618 |
120-01 |
|
4.250 |
118-24 |
|
|
| Fisher Pivots for day following 02-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-18 |
122-14 |
| PP |
122-16 |
122-09 |
| S1 |
122-14 |
122-04 |
|