ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
125-00 |
125-15 |
0-15 |
0.4% |
124-06 |
| High |
125-23 |
125-27 |
0-04 |
0.1% |
125-04 |
| Low |
124-21 |
124-16 |
-0-05 |
-0.1% |
123-14 |
| Close |
125-14 |
124-23 |
-0-23 |
-0.6% |
124-14 |
| Range |
1-02 |
1-11 |
0-09 |
26.5% |
1-22 |
| ATR |
1-00 |
1-01 |
0-01 |
2.4% |
0-00 |
| Volume |
383,538 |
351,953 |
-31,585 |
-8.2% |
1,585,784 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
128-07 |
125-15 |
|
| R3 |
127-23 |
126-28 |
125-03 |
|
| R2 |
126-12 |
126-12 |
124-31 |
|
| R1 |
125-17 |
125-17 |
124-27 |
125-09 |
| PP |
125-01 |
125-01 |
125-01 |
124-28 |
| S1 |
124-06 |
124-06 |
124-19 |
123-30 |
| S2 |
123-22 |
123-22 |
124-15 |
|
| S3 |
122-11 |
122-27 |
124-11 |
|
| S4 |
121-00 |
121-16 |
123-31 |
|
|
| 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 |
125-27 |
123-17 |
2-10 |
1.9% |
1-05 |
0.9% |
51% |
True |
False |
347,661 |
| 10 |
125-27 |
123-12 |
2-15 |
2.0% |
1-03 |
0.9% |
54% |
True |
False |
336,826 |
| 20 |
125-27 |
120-25 |
5-02 |
4.1% |
0-29 |
0.7% |
78% |
True |
False |
283,732 |
| 40 |
125-27 |
117-28 |
7-31 |
6.4% |
1-00 |
0.8% |
86% |
True |
False |
281,997 |
| 60 |
125-27 |
117-28 |
7-31 |
6.4% |
1-03 |
0.9% |
86% |
True |
False |
298,677 |
| 80 |
125-27 |
115-07 |
10-20 |
8.5% |
1-03 |
0.9% |
89% |
True |
False |
225,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-18 |
|
2.618 |
129-12 |
|
1.618 |
128-01 |
|
1.000 |
127-06 |
|
0.618 |
126-22 |
|
HIGH |
125-27 |
|
0.618 |
125-11 |
|
0.500 |
125-06 |
|
0.382 |
125-00 |
|
LOW |
124-16 |
|
0.618 |
123-21 |
|
1.000 |
123-05 |
|
1.618 |
122-10 |
|
2.618 |
120-31 |
|
4.250 |
118-25 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-06 |
125-02 |
| PP |
125-01 |
124-30 |
| S1 |
124-28 |
124-26 |
|