ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 27-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2011 |
27-May-2011 |
Change |
Change % |
Previous Week |
| Open |
125-01 |
125-30 |
0-29 |
0.7% |
124-30 |
| High |
126-02 |
126-02 |
0-00 |
0.0% |
126-02 |
| Low |
124-21 |
125-14 |
0-25 |
0.6% |
124-21 |
| Close |
125-31 |
125-28 |
-0-03 |
-0.1% |
125-28 |
| Range |
1-13 |
0-20 |
-0-25 |
-55.6% |
1-13 |
| ATR |
0-31 |
0-31 |
-0-01 |
-2.6% |
0-00 |
| Volume |
610,597 |
337,595 |
-273,002 |
-44.7% |
2,311,682 |
|
| Daily Pivots for day following 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-21 |
127-13 |
126-07 |
|
| R3 |
127-01 |
126-25 |
126-02 |
|
| R2 |
126-13 |
126-13 |
126-00 |
|
| R1 |
126-05 |
126-05 |
125-30 |
125-31 |
| PP |
125-25 |
125-25 |
125-25 |
125-22 |
| S1 |
125-17 |
125-17 |
125-26 |
125-11 |
| S2 |
125-05 |
125-05 |
125-24 |
|
| S3 |
124-17 |
124-29 |
125-22 |
|
| S4 |
123-29 |
124-09 |
125-17 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-24 |
129-07 |
126-21 |
|
| R3 |
128-11 |
127-26 |
126-08 |
|
| R2 |
126-30 |
126-30 |
126-04 |
|
| R1 |
126-13 |
126-13 |
126-00 |
126-22 |
| PP |
125-17 |
125-17 |
125-17 |
125-21 |
| S1 |
125-00 |
125-00 |
125-24 |
125-08 |
| S2 |
124-04 |
124-04 |
125-20 |
|
| S3 |
122-23 |
123-19 |
125-16 |
|
| S4 |
121-10 |
122-06 |
125-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-02 |
124-21 |
1-13 |
1.1% |
0-28 |
0.7% |
87% |
True |
False |
462,336 |
| 10 |
126-02 |
123-23 |
2-11 |
1.9% |
0-29 |
0.7% |
92% |
True |
False |
408,487 |
| 20 |
126-02 |
122-02 |
4-00 |
3.2% |
0-30 |
0.7% |
95% |
True |
False |
359,996 |
| 40 |
126-02 |
117-28 |
8-06 |
6.5% |
0-31 |
0.8% |
98% |
True |
False |
314,427 |
| 60 |
126-02 |
117-28 |
8-06 |
6.5% |
1-02 |
0.8% |
98% |
True |
False |
314,119 |
| 80 |
126-02 |
115-07 |
10-27 |
8.6% |
1-02 |
0.8% |
98% |
True |
False |
264,031 |
| 100 |
126-02 |
115-07 |
10-27 |
8.6% |
1-03 |
0.9% |
98% |
True |
False |
211,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-23 |
|
2.618 |
127-22 |
|
1.618 |
127-02 |
|
1.000 |
126-22 |
|
0.618 |
126-14 |
|
HIGH |
126-02 |
|
0.618 |
125-26 |
|
0.500 |
125-24 |
|
0.382 |
125-22 |
|
LOW |
125-14 |
|
0.618 |
125-02 |
|
1.000 |
124-26 |
|
1.618 |
124-14 |
|
2.618 |
123-26 |
|
4.250 |
122-25 |
|
|
| Fisher Pivots for day following 27-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-27 |
125-22 |
| PP |
125-25 |
125-17 |
| S1 |
125-24 |
125-12 |
|