ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 11-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2011 |
11-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-08 |
123-19 |
-0-21 |
-0.5% |
122-12 |
| High |
124-12 |
124-16 |
0-04 |
0.1% |
124-25 |
| Low |
123-18 |
123-14 |
-0-04 |
-0.1% |
122-02 |
| Close |
123-28 |
124-13 |
0-17 |
0.4% |
124-10 |
| Range |
0-26 |
1-02 |
0-08 |
30.8% |
2-23 |
| ATR |
0-31 |
0-31 |
0-00 |
0.8% |
0-00 |
| Volume |
249,358 |
310,047 |
60,689 |
24.3% |
1,529,275 |
|
| Daily Pivots for day following 11-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
126-29 |
125-00 |
|
| R3 |
126-08 |
125-27 |
124-22 |
|
| R2 |
125-06 |
125-06 |
124-19 |
|
| R1 |
124-25 |
124-25 |
124-16 |
125-00 |
| PP |
124-04 |
124-04 |
124-04 |
124-07 |
| S1 |
123-23 |
123-23 |
124-10 |
123-30 |
| S2 |
123-02 |
123-02 |
124-07 |
|
| S3 |
122-00 |
122-21 |
124-04 |
|
| S4 |
120-30 |
121-19 |
123-26 |
|
|
| 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 |
123-12 |
1-13 |
1.1% |
1-00 |
0.8% |
73% |
False |
False |
325,990 |
| 10 |
124-25 |
121-14 |
3-11 |
2.7% |
0-28 |
0.7% |
89% |
False |
False |
286,232 |
| 20 |
124-25 |
118-23 |
6-02 |
4.9% |
0-29 |
0.7% |
94% |
False |
False |
276,699 |
| 40 |
124-25 |
117-28 |
6-29 |
5.6% |
1-01 |
0.8% |
95% |
False |
False |
280,488 |
| 60 |
124-25 |
116-29 |
7-28 |
6.3% |
1-02 |
0.9% |
95% |
False |
False |
270,811 |
| 80 |
124-25 |
115-07 |
9-18 |
7.7% |
1-03 |
0.9% |
96% |
False |
False |
203,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-00 |
|
2.618 |
127-09 |
|
1.618 |
126-07 |
|
1.000 |
125-18 |
|
0.618 |
125-05 |
|
HIGH |
124-16 |
|
0.618 |
124-03 |
|
0.500 |
123-31 |
|
0.382 |
123-27 |
|
LOW |
123-14 |
|
0.618 |
122-25 |
|
1.000 |
122-12 |
|
1.618 |
121-23 |
|
2.618 |
120-21 |
|
4.250 |
118-30 |
|
|
| Fisher Pivots for day following 11-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-08 |
124-09 |
| PP |
124-04 |
124-04 |
| S1 |
123-31 |
124-00 |
|