ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-08 |
127-04 |
0-28 |
0.7% |
125-26 |
| High |
127-09 |
127-18 |
0-09 |
0.2% |
127-19 |
| Low |
126-07 |
126-05 |
-0-02 |
0.0% |
125-11 |
| Close |
126-30 |
126-16 |
-0-14 |
-0.3% |
126-18 |
| Range |
1-02 |
1-13 |
0-11 |
32.4% |
2-08 |
| ATR |
1-01 |
1-02 |
0-01 |
2.7% |
0-00 |
| Volume |
9,743 |
10,634 |
891 |
9.1% |
492,193 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-31 |
130-04 |
127-09 |
|
| R3 |
129-18 |
128-23 |
126-28 |
|
| R2 |
128-05 |
128-05 |
126-24 |
|
| R1 |
127-10 |
127-10 |
126-20 |
127-01 |
| PP |
126-24 |
126-24 |
126-24 |
126-19 |
| S1 |
125-29 |
125-29 |
126-12 |
125-20 |
| S2 |
125-11 |
125-11 |
126-08 |
|
| S3 |
123-30 |
124-16 |
126-04 |
|
| S4 |
122-17 |
123-03 |
125-23 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-08 |
132-05 |
127-26 |
|
| R3 |
131-00 |
129-29 |
127-06 |
|
| R2 |
128-24 |
128-24 |
126-31 |
|
| R1 |
127-21 |
127-21 |
126-25 |
128-06 |
| PP |
126-16 |
126-16 |
126-16 |
126-25 |
| S1 |
125-13 |
125-13 |
126-11 |
125-30 |
| S2 |
124-08 |
124-08 |
126-05 |
|
| S3 |
122-00 |
123-05 |
125-30 |
|
| S4 |
119-24 |
120-29 |
125-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-18 |
125-21 |
1-29 |
1.5% |
1-02 |
0.8% |
44% |
True |
False |
11,926 |
| 10 |
127-19 |
124-21 |
2-30 |
2.3% |
1-05 |
0.9% |
63% |
False |
False |
148,237 |
| 20 |
127-19 |
123-17 |
4-02 |
3.2% |
1-02 |
0.8% |
73% |
False |
False |
268,806 |
| 40 |
127-19 |
118-23 |
8-28 |
7.0% |
1-00 |
0.8% |
88% |
False |
False |
272,753 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-01 |
0.8% |
89% |
False |
False |
276,594 |
| 80 |
127-19 |
116-29 |
10-22 |
8.4% |
1-02 |
0.8% |
90% |
False |
False |
270,310 |
| 100 |
127-19 |
115-07 |
12-12 |
9.8% |
1-03 |
0.9% |
91% |
False |
False |
216,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-17 |
|
2.618 |
131-08 |
|
1.618 |
129-27 |
|
1.000 |
128-31 |
|
0.618 |
128-14 |
|
HIGH |
127-18 |
|
0.618 |
127-01 |
|
0.500 |
126-28 |
|
0.382 |
126-22 |
|
LOW |
126-05 |
|
0.618 |
125-09 |
|
1.000 |
124-24 |
|
1.618 |
123-28 |
|
2.618 |
122-15 |
|
4.250 |
120-06 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-28 |
126-20 |
| PP |
126-24 |
126-18 |
| S1 |
126-20 |
126-17 |
|