ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-00 |
127-16 |
1-16 |
1.2% |
124-30 |
| High |
127-19 |
127-18 |
-0-01 |
0.0% |
126-02 |
| Low |
125-26 |
126-04 |
0-10 |
0.2% |
124-21 |
| Close |
127-08 |
126-06 |
-1-02 |
-0.8% |
125-28 |
| Range |
1-25 |
1-14 |
-0-11 |
-19.3% |
1-13 |
| ATR |
1-01 |
1-01 |
0-01 |
3.0% |
0-00 |
| Volume |
65,966 |
37,939 |
-28,027 |
-42.5% |
2,311,682 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-30 |
130-00 |
126-31 |
|
| R3 |
129-16 |
128-18 |
126-19 |
|
| R2 |
128-02 |
128-02 |
126-14 |
|
| R1 |
127-04 |
127-04 |
126-10 |
126-28 |
| PP |
126-20 |
126-20 |
126-20 |
126-16 |
| S1 |
125-22 |
125-22 |
126-02 |
125-14 |
| S2 |
125-06 |
125-06 |
125-30 |
|
| S3 |
123-24 |
124-08 |
125-25 |
|
| S4 |
122-10 |
122-26 |
125-13 |
|
|
| 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 |
127-19 |
124-21 |
2-30 |
2.3% |
1-08 |
1.0% |
52% |
False |
False |
284,549 |
| 10 |
127-19 |
123-23 |
3-28 |
3.1% |
1-00 |
0.8% |
64% |
False |
False |
357,819 |
| 20 |
127-19 |
123-12 |
4-07 |
3.3% |
1-01 |
0.8% |
67% |
False |
False |
347,322 |
| 40 |
127-19 |
117-28 |
9-23 |
7.7% |
1-00 |
0.8% |
86% |
False |
False |
305,858 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-02 |
0.9% |
86% |
False |
False |
306,825 |
| 80 |
127-19 |
115-07 |
12-12 |
9.8% |
1-02 |
0.9% |
89% |
False |
False |
269,831 |
| 100 |
127-19 |
115-07 |
12-12 |
9.8% |
1-03 |
0.9% |
89% |
False |
False |
216,033 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-22 |
|
2.618 |
131-10 |
|
1.618 |
129-28 |
|
1.000 |
129-00 |
|
0.618 |
128-14 |
|
HIGH |
127-18 |
|
0.618 |
127-00 |
|
0.500 |
126-27 |
|
0.382 |
126-22 |
|
LOW |
126-04 |
|
0.618 |
125-08 |
|
1.000 |
124-22 |
|
1.618 |
123-26 |
|
2.618 |
122-12 |
|
4.250 |
120-00 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-27 |
126-15 |
| PP |
126-20 |
126-12 |
| S1 |
126-13 |
126-09 |
|