ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 13-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2011 |
13-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-10 |
123-25 |
-0-17 |
-0.4% |
124-06 |
| High |
124-22 |
125-04 |
0-14 |
0.4% |
125-04 |
| Low |
123-17 |
123-22 |
0-05 |
0.1% |
123-14 |
| Close |
123-26 |
124-14 |
0-20 |
0.5% |
124-14 |
| Range |
1-05 |
1-14 |
0-09 |
24.3% |
1-22 |
| ATR |
0-31 |
1-00 |
0-01 |
3.4% |
0-00 |
| Volume |
371,028 |
386,047 |
15,019 |
4.0% |
1,585,784 |
|
| Daily Pivots for day following 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-23 |
128-01 |
125-07 |
|
| R3 |
127-09 |
126-19 |
124-27 |
|
| R2 |
125-27 |
125-27 |
124-22 |
|
| R1 |
125-05 |
125-05 |
124-18 |
125-16 |
| PP |
124-13 |
124-13 |
124-13 |
124-19 |
| S1 |
123-23 |
123-23 |
124-10 |
124-02 |
| S2 |
122-31 |
122-31 |
124-06 |
|
| S3 |
121-17 |
122-09 |
124-01 |
|
| S4 |
120-03 |
120-27 |
123-21 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
128-19 |
125-12 |
|
| R3 |
127-23 |
126-29 |
124-29 |
|
| R2 |
126-01 |
126-01 |
124-24 |
|
| R1 |
125-07 |
125-07 |
124-19 |
125-20 |
| PP |
124-11 |
124-11 |
124-11 |
124-17 |
| S1 |
123-17 |
123-17 |
124-09 |
123-30 |
| S2 |
122-21 |
122-21 |
124-04 |
|
| S3 |
120-31 |
121-27 |
123-31 |
|
| S4 |
119-09 |
120-05 |
123-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-04 |
123-14 |
1-22 |
1.4% |
1-01 |
0.8% |
59% |
True |
False |
317,156 |
| 10 |
125-04 |
122-02 |
3-02 |
2.5% |
0-31 |
0.8% |
78% |
True |
False |
311,505 |
| 20 |
125-04 |
119-16 |
5-20 |
4.5% |
0-30 |
0.8% |
88% |
True |
False |
280,813 |
| 40 |
125-04 |
117-28 |
7-08 |
5.8% |
1-00 |
0.8% |
91% |
True |
False |
277,286 |
| 60 |
125-04 |
117-04 |
8-00 |
6.4% |
1-03 |
0.9% |
91% |
True |
False |
283,272 |
| 80 |
125-04 |
115-07 |
9-29 |
8.0% |
1-03 |
0.9% |
93% |
True |
False |
213,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-08 |
|
2.618 |
128-28 |
|
1.618 |
127-14 |
|
1.000 |
126-18 |
|
0.618 |
126-00 |
|
HIGH |
125-04 |
|
0.618 |
124-18 |
|
0.500 |
124-13 |
|
0.382 |
124-08 |
|
LOW |
123-22 |
|
0.618 |
122-26 |
|
1.000 |
122-08 |
|
1.618 |
121-12 |
|
2.618 |
119-30 |
|
4.250 |
117-18 |
|
|
| Fisher Pivots for day following 13-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-12 |
| PP |
124-13 |
124-11 |
| S1 |
124-13 |
124-09 |
|