ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 05-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2011 |
05-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-05 |
123-19 |
0-14 |
0.4% |
121-00 |
| High |
123-25 |
124-19 |
0-26 |
0.7% |
122-18 |
| Low |
123-00 |
123-18 |
0-18 |
0.5% |
120-31 |
| Close |
123-17 |
124-09 |
0-24 |
0.6% |
122-12 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
1-19 |
| ATR |
0-30 |
0-30 |
0-00 |
0.9% |
0-00 |
| Volume |
318,624 |
358,955 |
40,331 |
12.7% |
1,185,109 |
|
| Daily Pivots for day following 05-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-08 |
126-25 |
124-27 |
|
| R3 |
126-07 |
125-24 |
124-18 |
|
| R2 |
125-06 |
125-06 |
124-15 |
|
| R1 |
124-23 |
124-23 |
124-12 |
124-30 |
| PP |
124-05 |
124-05 |
124-05 |
124-08 |
| S1 |
123-22 |
123-22 |
124-06 |
123-30 |
| S2 |
123-04 |
123-04 |
124-03 |
|
| S3 |
122-03 |
122-21 |
124-00 |
|
| S4 |
121-02 |
121-20 |
123-23 |
|
|
| 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 |
124-19 |
121-30 |
2-21 |
2.1% |
0-24 |
0.6% |
88% |
True |
False |
258,037 |
| 10 |
124-19 |
120-25 |
3-26 |
3.1% |
0-26 |
0.6% |
92% |
True |
False |
244,486 |
| 20 |
124-19 |
117-28 |
6-23 |
5.4% |
0-29 |
0.7% |
95% |
True |
False |
267,545 |
| 40 |
124-19 |
117-28 |
6-23 |
5.4% |
1-03 |
0.9% |
95% |
True |
False |
287,441 |
| 60 |
124-19 |
115-07 |
9-12 |
7.5% |
1-03 |
0.9% |
97% |
True |
False |
249,964 |
| 80 |
124-19 |
115-07 |
9-12 |
7.5% |
1-03 |
0.9% |
97% |
True |
False |
187,697 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-31 |
|
2.618 |
127-09 |
|
1.618 |
126-08 |
|
1.000 |
125-20 |
|
0.618 |
125-07 |
|
HIGH |
124-19 |
|
0.618 |
124-06 |
|
0.500 |
124-02 |
|
0.382 |
123-31 |
|
LOW |
123-18 |
|
0.618 |
122-30 |
|
1.000 |
122-17 |
|
1.618 |
121-29 |
|
2.618 |
120-28 |
|
4.250 |
119-06 |
|
|
| Fisher Pivots for day following 05-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-07 |
124-02 |
| PP |
124-05 |
123-27 |
| S1 |
124-02 |
123-20 |
|