ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 12-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2011 |
12-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-19 |
124-10 |
0-23 |
0.6% |
122-12 |
| High |
124-16 |
124-22 |
0-06 |
0.2% |
124-25 |
| Low |
123-14 |
123-17 |
0-03 |
0.1% |
122-02 |
| Close |
124-13 |
123-26 |
-0-19 |
-0.5% |
124-10 |
| Range |
1-02 |
1-05 |
0-03 |
8.8% |
2-23 |
| ATR |
0-31 |
0-31 |
0-00 |
1.4% |
0-00 |
| Volume |
310,047 |
371,028 |
60,981 |
19.7% |
1,529,275 |
|
| Daily Pivots for day following 12-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-15 |
126-26 |
124-14 |
|
| R3 |
126-10 |
125-21 |
124-04 |
|
| R2 |
125-05 |
125-05 |
124-01 |
|
| R1 |
124-16 |
124-16 |
123-29 |
124-08 |
| PP |
124-00 |
124-00 |
124-00 |
123-28 |
| S1 |
123-11 |
123-11 |
123-23 |
123-03 |
| S2 |
122-27 |
122-27 |
123-19 |
|
| S3 |
121-22 |
122-06 |
123-16 |
|
| S4 |
120-17 |
121-01 |
123-06 |
|
|
| 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% |
1-01 |
0.8% |
31% |
False |
False |
328,405 |
| 10 |
124-25 |
121-30 |
2-27 |
2.3% |
0-28 |
0.7% |
66% |
False |
False |
293,221 |
| 20 |
124-25 |
119-15 |
5-10 |
4.3% |
0-29 |
0.7% |
82% |
False |
False |
279,491 |
| 40 |
124-25 |
117-28 |
6-29 |
5.6% |
1-00 |
0.8% |
86% |
False |
False |
276,632 |
| 60 |
124-25 |
117-00 |
7-25 |
6.3% |
1-02 |
0.9% |
88% |
False |
False |
276,906 |
| 80 |
124-25 |
115-07 |
9-18 |
7.7% |
1-03 |
0.9% |
90% |
False |
False |
208,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-19 |
|
2.618 |
127-23 |
|
1.618 |
126-18 |
|
1.000 |
125-27 |
|
0.618 |
125-13 |
|
HIGH |
124-22 |
|
0.618 |
124-08 |
|
0.500 |
124-04 |
|
0.382 |
123-31 |
|
LOW |
123-17 |
|
0.618 |
122-26 |
|
1.000 |
122-12 |
|
1.618 |
121-21 |
|
2.618 |
120-16 |
|
4.250 |
118-20 |
|
|
| Fisher Pivots for day following 12-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-04 |
124-02 |
| PP |
124-00 |
123-31 |
| S1 |
123-29 |
123-29 |
|