ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-29 |
126-23 |
-0-06 |
-0.1% |
126-20 |
| High |
127-06 |
126-25 |
-0-13 |
-0.3% |
127-18 |
| Low |
126-15 |
125-00 |
-1-15 |
-1.2% |
125-21 |
| Close |
126-22 |
125-06 |
-1-16 |
-1.2% |
126-31 |
| Range |
0-23 |
1-25 |
1-02 |
147.8% |
1-29 |
| ATR |
1-01 |
1-02 |
0-02 |
5.3% |
0-00 |
| Volume |
2,612 |
10,009 |
7,397 |
283.2% |
48,685 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-00 |
129-28 |
126-05 |
|
| R3 |
129-07 |
128-03 |
125-22 |
|
| R2 |
127-14 |
127-14 |
125-16 |
|
| R1 |
126-10 |
126-10 |
125-11 |
126-00 |
| PP |
125-21 |
125-21 |
125-21 |
125-16 |
| S1 |
124-17 |
124-17 |
125-01 |
124-06 |
| S2 |
123-28 |
123-28 |
124-28 |
|
| S3 |
122-03 |
122-24 |
124-22 |
|
| S4 |
120-10 |
120-31 |
124-07 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-14 |
131-20 |
128-01 |
|
| R3 |
130-17 |
129-23 |
127-16 |
|
| R2 |
128-20 |
128-20 |
127-10 |
|
| R1 |
127-26 |
127-26 |
127-05 |
128-07 |
| PP |
126-23 |
126-23 |
126-23 |
126-30 |
| S1 |
125-29 |
125-29 |
126-25 |
126-10 |
| S2 |
124-26 |
124-26 |
126-20 |
|
| S3 |
122-29 |
124-00 |
126-14 |
|
| S4 |
121-00 |
122-03 |
125-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-18 |
125-00 |
2-18 |
2.0% |
1-05 |
0.9% |
7% |
False |
True |
7,937 |
| 10 |
127-19 |
125-00 |
2-19 |
2.1% |
1-06 |
0.9% |
7% |
False |
True |
18,285 |
| 20 |
127-19 |
123-23 |
3-28 |
3.1% |
1-02 |
0.8% |
38% |
False |
False |
219,631 |
| 40 |
127-19 |
119-29 |
7-22 |
6.1% |
1-00 |
0.8% |
69% |
False |
False |
249,397 |
| 60 |
127-19 |
117-28 |
9-23 |
7.8% |
1-00 |
0.8% |
75% |
False |
False |
257,547 |
| 80 |
127-19 |
117-04 |
10-15 |
8.4% |
1-02 |
0.9% |
77% |
False |
False |
270,293 |
| 100 |
127-19 |
115-07 |
12-12 |
9.9% |
1-02 |
0.9% |
81% |
False |
False |
216,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-11 |
|
2.618 |
131-14 |
|
1.618 |
129-21 |
|
1.000 |
128-18 |
|
0.618 |
127-28 |
|
HIGH |
126-25 |
|
0.618 |
126-03 |
|
0.500 |
125-28 |
|
0.382 |
125-22 |
|
LOW |
125-00 |
|
0.618 |
123-29 |
|
1.000 |
123-07 |
|
1.618 |
122-04 |
|
2.618 |
120-11 |
|
4.250 |
117-14 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
126-07 |
| PP |
125-21 |
125-28 |
| S1 |
125-14 |
125-17 |
|