ECBOT 30 Year Treasury Bond Future June 2011
Trading Metrics calculated at close of trading on 09-May-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
Open |
124-15 |
124-06 |
-0-09 |
-0.2% |
122-12 |
High |
124-25 |
124-18 |
-0-07 |
-0.2% |
124-25 |
Low |
123-12 |
123-29 |
0-17 |
0.4% |
122-02 |
Close |
124-10 |
124-14 |
0-04 |
0.1% |
124-10 |
Range |
1-13 |
0-21 |
-0-24 |
-53.3% |
2-23 |
ATR |
1-00 |
0-31 |
-0-01 |
-2.4% |
0-00 |
Volume |
442,290 |
269,304 |
-172,986 |
-39.1% |
1,529,275 |
|
Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
126-09 |
126-00 |
124-26 |
|
R3 |
125-20 |
125-11 |
124-20 |
|
R2 |
124-31 |
124-31 |
124-18 |
|
R1 |
124-22 |
124-22 |
124-16 |
124-26 |
PP |
124-10 |
124-10 |
124-10 |
124-12 |
S1 |
124-01 |
124-01 |
124-12 |
124-06 |
S2 |
123-21 |
123-21 |
124-10 |
|
S3 |
123-00 |
123-12 |
124-08 |
|
S4 |
122-11 |
122-23 |
124-02 |
|
|
Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
131-28 |
130-26 |
125-26 |
|
R3 |
129-05 |
128-03 |
125-02 |
|
R2 |
126-14 |
126-14 |
124-26 |
|
R1 |
125-12 |
125-12 |
124-18 |
125-29 |
PP |
123-23 |
123-23 |
123-23 |
124-00 |
S1 |
122-21 |
122-21 |
124-02 |
123-06 |
S2 |
121-00 |
121-00 |
123-26 |
|
S3 |
118-09 |
119-30 |
123-18 |
|
S4 |
115-18 |
117-07 |
122-26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
124-25 |
122-20 |
2-05 |
1.7% |
0-28 |
0.7% |
84% |
False |
False |
320,838 |
10 |
124-25 |
121-11 |
3-14 |
2.8% |
0-28 |
0.7% |
90% |
False |
False |
280,719 |
20 |
124-25 |
117-28 |
6-29 |
5.5% |
0-30 |
0.8% |
95% |
False |
False |
274,815 |
40 |
124-25 |
117-28 |
6-29 |
5.5% |
1-02 |
0.9% |
95% |
False |
False |
285,850 |
60 |
124-25 |
116-01 |
8-24 |
7.0% |
1-02 |
0.9% |
96% |
False |
False |
261,562 |
80 |
124-25 |
115-07 |
9-18 |
7.7% |
1-03 |
0.9% |
96% |
False |
False |
196,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-11 |
2.618 |
126-09 |
1.618 |
125-20 |
1.000 |
125-07 |
0.618 |
124-31 |
HIGH |
124-18 |
0.618 |
124-10 |
0.500 |
124-08 |
0.382 |
124-05 |
LOW |
123-29 |
0.618 |
123-16 |
1.000 |
123-08 |
1.618 |
122-27 |
2.618 |
122-06 |
4.250 |
121-04 |
|
|
Fisher Pivots for day following 09-May-2011 |
Pivot |
1 day |
3 day |
R1 |
124-12 |
124-10 |
PP |
124-10 |
124-06 |
S1 |
124-08 |
124-02 |
|