ECBOT 30 Year Treasury Bond Future June 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-23 |
125-14 |
-1-09 |
-1.0% |
126-20 |
| High |
126-25 |
126-27 |
0-02 |
0.0% |
127-18 |
| Low |
125-00 |
125-06 |
0-06 |
0.2% |
125-21 |
| Close |
125-06 |
126-25 |
1-19 |
1.3% |
126-31 |
| Range |
1-25 |
1-21 |
-0-04 |
-7.0% |
1-29 |
| ATR |
1-02 |
1-04 |
0-01 |
3.9% |
0-00 |
| Volume |
10,009 |
15,359 |
5,350 |
53.5% |
48,685 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-21 |
127-22 |
|
| R3 |
129-19 |
129-00 |
127-08 |
|
| R2 |
127-30 |
127-30 |
127-03 |
|
| R1 |
127-11 |
127-11 |
126-30 |
127-20 |
| PP |
126-09 |
126-09 |
126-09 |
126-13 |
| S1 |
125-22 |
125-22 |
126-20 |
126-00 |
| S2 |
124-20 |
124-20 |
126-15 |
|
| S3 |
122-31 |
124-01 |
126-10 |
|
| S4 |
121-10 |
122-12 |
125-28 |
|
|
| 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% |
1-09 |
1.0% |
70% |
False |
False |
9,061 |
| 10 |
127-18 |
125-00 |
2-18 |
2.0% |
1-05 |
0.9% |
70% |
False |
False |
13,224 |
| 20 |
127-19 |
123-23 |
3-28 |
3.1% |
1-03 |
0.9% |
79% |
False |
False |
201,222 |
| 40 |
127-19 |
120-20 |
6-31 |
5.5% |
1-00 |
0.8% |
88% |
False |
False |
239,690 |
| 60 |
127-19 |
117-28 |
9-23 |
7.7% |
1-00 |
0.8% |
92% |
False |
False |
253,305 |
| 80 |
127-19 |
117-22 |
9-29 |
7.8% |
1-03 |
0.9% |
92% |
False |
False |
270,247 |
| 100 |
127-19 |
115-07 |
12-12 |
9.8% |
1-03 |
0.9% |
93% |
False |
False |
216,954 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-28 |
|
2.618 |
131-06 |
|
1.618 |
129-17 |
|
1.000 |
128-16 |
|
0.618 |
127-28 |
|
HIGH |
126-27 |
|
0.618 |
126-07 |
|
0.500 |
126-00 |
|
0.382 |
125-26 |
|
LOW |
125-06 |
|
0.618 |
124-05 |
|
1.000 |
123-17 |
|
1.618 |
122-16 |
|
2.618 |
120-27 |
|
4.250 |
118-05 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-17 |
126-18 |
| PP |
126-09 |
126-10 |
| S1 |
126-00 |
126-03 |
|