ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
125-30 |
125-26 |
-0-04 |
-0.1% |
124-30 |
| High |
126-02 |
126-09 |
0-07 |
0.2% |
126-02 |
| Low |
125-14 |
125-11 |
-0-03 |
-0.1% |
124-21 |
| Close |
125-28 |
126-05 |
0-09 |
0.2% |
125-28 |
| Range |
0-20 |
0-30 |
0-10 |
50.0% |
1-13 |
| ATR |
0-31 |
0-31 |
0-00 |
-0.2% |
0-00 |
| Volume |
337,595 |
370,649 |
33,054 |
9.8% |
2,311,682 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-24 |
128-12 |
126-22 |
|
| R3 |
127-26 |
127-14 |
126-13 |
|
| R2 |
126-28 |
126-28 |
126-10 |
|
| R1 |
126-16 |
126-16 |
126-08 |
126-22 |
| PP |
125-30 |
125-30 |
125-30 |
126-00 |
| S1 |
125-18 |
125-18 |
126-02 |
125-24 |
| S2 |
125-00 |
125-00 |
126-00 |
|
| S3 |
124-02 |
124-20 |
125-29 |
|
| S4 |
123-04 |
123-22 |
125-20 |
|
|
| 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 |
126-09 |
124-21 |
1-20 |
1.3% |
0-29 |
0.7% |
92% |
True |
False |
462,043 |
| 10 |
126-09 |
123-23 |
2-18 |
2.0% |
0-30 |
0.7% |
95% |
True |
False |
420,977 |
| 20 |
126-09 |
122-20 |
3-21 |
2.9% |
0-30 |
0.8% |
97% |
True |
False |
368,809 |
| 40 |
126-09 |
117-28 |
8-13 |
6.7% |
0-31 |
0.8% |
99% |
True |
False |
316,367 |
| 60 |
126-09 |
117-28 |
8-13 |
6.7% |
1-02 |
0.8% |
99% |
True |
False |
313,818 |
| 80 |
126-09 |
115-07 |
11-02 |
8.8% |
1-02 |
0.8% |
99% |
True |
False |
268,620 |
| 100 |
126-09 |
115-07 |
11-02 |
8.8% |
1-02 |
0.9% |
99% |
True |
False |
214,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-08 |
|
2.618 |
128-24 |
|
1.618 |
127-26 |
|
1.000 |
127-07 |
|
0.618 |
126-28 |
|
HIGH |
126-09 |
|
0.618 |
125-30 |
|
0.500 |
125-26 |
|
0.382 |
125-22 |
|
LOW |
125-11 |
|
0.618 |
124-24 |
|
1.000 |
124-13 |
|
1.618 |
123-26 |
|
2.618 |
122-28 |
|
4.250 |
121-12 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-01 |
125-30 |
| PP |
125-30 |
125-22 |
| S1 |
125-26 |
125-15 |
|