ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 09-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2011 |
09-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-07 |
122-29 |
-0-10 |
-0.3% |
120-31 |
| High |
123-10 |
123-06 |
-0-04 |
-0.1% |
123-10 |
| Low |
122-02 |
122-21 |
0-19 |
0.5% |
120-22 |
| Close |
123-00 |
123-04 |
0-04 |
0.1% |
123-00 |
| Range |
1-08 |
0-17 |
-0-23 |
-57.5% |
2-20 |
| ATR |
0-25 |
0-24 |
-0-01 |
-2.2% |
0-00 |
| Volume |
2,936 |
5,842 |
2,906 |
99.0% |
5,068 |
|
| Daily Pivots for day following 09-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-19 |
124-12 |
123-13 |
|
| R3 |
124-02 |
123-27 |
123-09 |
|
| R2 |
123-17 |
123-17 |
123-07 |
|
| R1 |
123-10 |
123-10 |
123-06 |
123-14 |
| PP |
123-00 |
123-00 |
123-00 |
123-01 |
| S1 |
122-25 |
122-25 |
123-02 |
122-28 |
| S2 |
122-15 |
122-15 |
123-01 |
|
| S3 |
121-30 |
122-08 |
122-31 |
|
| S4 |
121-13 |
121-23 |
122-27 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
129-07 |
124-14 |
|
| R3 |
127-19 |
126-19 |
123-23 |
|
| R2 |
124-31 |
124-31 |
123-15 |
|
| R1 |
123-31 |
123-31 |
123-08 |
124-15 |
| PP |
122-11 |
122-11 |
122-11 |
122-18 |
| S1 |
121-11 |
121-11 |
122-24 |
121-27 |
| S2 |
119-23 |
119-23 |
122-17 |
|
| S3 |
117-03 |
118-23 |
122-09 |
|
| S4 |
114-15 |
116-03 |
121-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-10 |
121-08 |
2-02 |
1.7% |
0-25 |
0.6% |
91% |
False |
False |
2,096 |
| 10 |
123-10 |
119-28 |
3-14 |
2.8% |
0-22 |
0.6% |
95% |
False |
False |
1,415 |
| 20 |
123-10 |
116-11 |
6-31 |
5.7% |
0-23 |
0.6% |
97% |
False |
False |
806 |
| 40 |
123-10 |
116-11 |
6-31 |
5.7% |
0-19 |
0.5% |
97% |
False |
False |
455 |
| 60 |
123-10 |
115-05 |
8-05 |
6.6% |
0-13 |
0.3% |
98% |
False |
False |
304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-14 |
|
2.618 |
124-19 |
|
1.618 |
124-02 |
|
1.000 |
123-23 |
|
0.618 |
123-17 |
|
HIGH |
123-06 |
|
0.618 |
123-00 |
|
0.500 |
122-30 |
|
0.382 |
122-27 |
|
LOW |
122-21 |
|
0.618 |
122-10 |
|
1.000 |
122-04 |
|
1.618 |
121-25 |
|
2.618 |
121-08 |
|
4.250 |
120-13 |
|
|
| Fisher Pivots for day following 09-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-02 |
122-31 |
| PP |
123-00 |
122-27 |
| S1 |
122-30 |
122-22 |
|