ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 10-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2011 |
10-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
124-08 |
0-02 |
0.1% |
122-12 |
| High |
124-18 |
124-12 |
-0-06 |
-0.2% |
124-25 |
| Low |
123-29 |
123-18 |
-0-11 |
-0.3% |
122-02 |
| Close |
124-14 |
123-28 |
-0-18 |
-0.5% |
124-10 |
| Range |
0-21 |
0-26 |
0-05 |
23.8% |
2-23 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.6% |
0-00 |
| Volume |
269,304 |
249,358 |
-19,946 |
-7.4% |
1,529,275 |
|
| Daily Pivots for day following 10-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-30 |
124-10 |
|
| R3 |
125-18 |
125-04 |
124-03 |
|
| R2 |
124-24 |
124-24 |
124-01 |
|
| R1 |
124-10 |
124-10 |
123-30 |
124-04 |
| PP |
123-30 |
123-30 |
123-30 |
123-27 |
| S1 |
123-16 |
123-16 |
123-26 |
123-10 |
| S2 |
123-04 |
123-04 |
123-23 |
|
| S3 |
122-10 |
122-22 |
123-21 |
|
| S4 |
121-16 |
121-28 |
123-14 |
|
|
| 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 |
123-00 |
1-25 |
1.4% |
0-30 |
0.8% |
49% |
False |
False |
327,706 |
| 10 |
124-25 |
121-11 |
3-14 |
2.8% |
0-27 |
0.7% |
74% |
False |
False |
281,109 |
| 20 |
124-25 |
118-06 |
6-19 |
5.3% |
0-30 |
0.8% |
86% |
False |
False |
275,945 |
| 40 |
124-25 |
117-28 |
6-29 |
5.6% |
1-02 |
0.9% |
87% |
False |
False |
284,141 |
| 60 |
124-25 |
116-18 |
8-07 |
6.6% |
1-02 |
0.9% |
89% |
False |
False |
265,687 |
| 80 |
124-25 |
115-07 |
9-18 |
7.7% |
1-03 |
0.9% |
91% |
False |
False |
199,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
126-16 |
|
1.618 |
125-22 |
|
1.000 |
125-06 |
|
0.618 |
124-28 |
|
HIGH |
124-12 |
|
0.618 |
124-02 |
|
0.500 |
123-31 |
|
0.382 |
123-28 |
|
LOW |
123-18 |
|
0.618 |
123-02 |
|
1.000 |
122-24 |
|
1.618 |
122-08 |
|
2.618 |
121-14 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 10-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-31 |
124-02 |
| PP |
123-30 |
124-00 |
| S1 |
123-29 |
123-30 |
|