ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 16-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2011 |
16-May-2011 |
Change |
Change % |
Previous Week |
| Open |
122-11 |
123-15 |
1-04 |
0.9% |
122-29 |
| High |
123-27 |
123-25 |
-0-02 |
-0.1% |
123-27 |
| Low |
122-11 |
123-00 |
0-21 |
0.5% |
122-04 |
| Close |
123-04 |
123-22 |
0-18 |
0.5% |
123-04 |
| Range |
1-16 |
0-25 |
-0-23 |
-47.9% |
1-23 |
| ATR |
0-28 |
0-27 |
0-00 |
-0.7% |
0-00 |
| Volume |
4,138 |
8,340 |
4,202 |
101.5% |
27,500 |
|
| Daily Pivots for day following 16-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-27 |
125-17 |
124-04 |
|
| R3 |
125-02 |
124-24 |
123-29 |
|
| R2 |
124-09 |
124-09 |
123-27 |
|
| R1 |
123-31 |
123-31 |
123-24 |
124-04 |
| PP |
123-16 |
123-16 |
123-16 |
123-18 |
| S1 |
123-06 |
123-06 |
123-20 |
123-11 |
| S2 |
122-23 |
122-23 |
123-17 |
|
| S3 |
121-30 |
122-13 |
123-15 |
|
| S4 |
121-05 |
121-20 |
123-08 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
127-12 |
124-02 |
|
| R3 |
126-15 |
125-21 |
123-19 |
|
| R2 |
124-24 |
124-24 |
123-14 |
|
| R1 |
123-30 |
123-30 |
123-09 |
124-11 |
| PP |
123-01 |
123-01 |
123-01 |
123-08 |
| S1 |
122-07 |
122-07 |
122-31 |
122-20 |
| S2 |
121-10 |
121-10 |
122-26 |
|
| S3 |
119-19 |
120-16 |
122-21 |
|
| S4 |
117-28 |
118-25 |
122-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-27 |
122-04 |
1-23 |
1.4% |
1-02 |
0.9% |
91% |
False |
False |
5,999 |
| 10 |
123-27 |
121-08 |
2-19 |
2.1% |
0-29 |
0.7% |
94% |
False |
False |
4,047 |
| 20 |
123-27 |
118-15 |
5-12 |
4.3% |
0-25 |
0.6% |
97% |
False |
False |
2,269 |
| 40 |
123-27 |
116-11 |
7-16 |
6.1% |
0-23 |
0.6% |
98% |
False |
False |
1,205 |
| 60 |
123-27 |
116-00 |
7-27 |
6.3% |
0-15 |
0.4% |
98% |
False |
False |
804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-03 |
|
2.618 |
125-26 |
|
1.618 |
125-01 |
|
1.000 |
124-18 |
|
0.618 |
124-08 |
|
HIGH |
123-25 |
|
0.618 |
123-15 |
|
0.500 |
123-12 |
|
0.382 |
123-10 |
|
LOW |
123-00 |
|
0.618 |
122-17 |
|
1.000 |
122-07 |
|
1.618 |
121-24 |
|
2.618 |
120-31 |
|
4.250 |
119-22 |
|
|
| Fisher Pivots for day following 16-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-19 |
123-15 |
| PP |
123-16 |
123-08 |
| S1 |
123-12 |
123-01 |
|