ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-22 |
125-00 |
0-10 |
0.3% |
124-06 |
| High |
125-03 |
125-23 |
0-20 |
0.5% |
125-04 |
| Low |
124-08 |
124-21 |
0-13 |
0.3% |
123-14 |
| Close |
124-31 |
125-14 |
0-15 |
0.4% |
124-14 |
| Range |
0-27 |
1-02 |
0-07 |
25.9% |
1-22 |
| ATR |
1-00 |
1-00 |
0-00 |
0.5% |
0-00 |
| Volume |
245,743 |
383,538 |
137,795 |
56.1% |
1,585,784 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-15 |
128-00 |
126-01 |
|
| R3 |
127-13 |
126-30 |
125-23 |
|
| R2 |
126-11 |
126-11 |
125-20 |
|
| R1 |
125-28 |
125-28 |
125-17 |
126-04 |
| PP |
125-09 |
125-09 |
125-09 |
125-12 |
| S1 |
124-26 |
124-26 |
125-11 |
125-02 |
| S2 |
124-07 |
124-07 |
125-08 |
|
| S3 |
123-05 |
123-24 |
125-05 |
|
| S4 |
122-03 |
122-22 |
124-27 |
|
|
| 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 |
125-23 |
123-14 |
2-09 |
1.8% |
1-04 |
0.9% |
88% |
True |
False |
339,280 |
| 10 |
125-23 |
123-00 |
2-23 |
2.2% |
1-01 |
0.8% |
90% |
True |
False |
333,493 |
| 20 |
125-23 |
120-20 |
5-03 |
4.1% |
0-29 |
0.7% |
94% |
True |
False |
278,158 |
| 40 |
125-23 |
117-28 |
7-27 |
6.3% |
0-31 |
0.8% |
96% |
True |
False |
279,346 |
| 60 |
125-23 |
117-22 |
8-01 |
6.4% |
1-03 |
0.9% |
96% |
True |
False |
293,255 |
| 80 |
125-23 |
115-07 |
10-16 |
8.4% |
1-03 |
0.9% |
97% |
True |
False |
220,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-08 |
|
2.618 |
128-16 |
|
1.618 |
127-14 |
|
1.000 |
126-25 |
|
0.618 |
126-12 |
|
HIGH |
125-23 |
|
0.618 |
125-10 |
|
0.500 |
125-06 |
|
0.382 |
125-02 |
|
LOW |
124-21 |
|
0.618 |
124-00 |
|
1.000 |
123-19 |
|
1.618 |
122-30 |
|
2.618 |
121-28 |
|
4.250 |
120-04 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-11 |
125-06 |
| PP |
125-09 |
124-30 |
| S1 |
125-06 |
124-22 |
|