ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
123-22 |
0-07 |
0.2% |
122-29 |
| High |
123-25 |
124-14 |
0-21 |
0.5% |
123-27 |
| Low |
123-00 |
123-13 |
0-13 |
0.3% |
122-04 |
| Close |
123-22 |
124-06 |
0-16 |
0.4% |
123-04 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
1-23 |
| ATR |
0-27 |
0-28 |
0-00 |
1.5% |
0-00 |
| Volume |
8,340 |
3,478 |
-4,862 |
-58.3% |
27,500 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
126-22 |
124-24 |
|
| R3 |
126-02 |
125-21 |
124-15 |
|
| R2 |
125-01 |
125-01 |
124-12 |
|
| R1 |
124-20 |
124-20 |
124-09 |
124-26 |
| PP |
124-00 |
124-00 |
124-00 |
124-04 |
| S1 |
123-19 |
123-19 |
124-03 |
123-26 |
| S2 |
122-31 |
122-31 |
124-00 |
|
| S3 |
121-30 |
122-18 |
123-29 |
|
| S4 |
120-29 |
121-17 |
123-20 |
|
|
| 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 |
124-14 |
122-04 |
2-10 |
1.9% |
1-03 |
0.9% |
89% |
True |
False |
5,893 |
| 10 |
124-14 |
121-22 |
2-24 |
2.2% |
0-31 |
0.8% |
91% |
True |
False |
4,372 |
| 20 |
124-14 |
119-06 |
5-08 |
4.2% |
0-25 |
0.6% |
95% |
True |
False |
2,430 |
| 40 |
124-14 |
116-11 |
8-03 |
6.5% |
0-23 |
0.6% |
97% |
True |
False |
1,292 |
| 60 |
124-14 |
116-11 |
8-03 |
6.5% |
0-16 |
0.4% |
97% |
True |
False |
862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-26 |
|
2.618 |
127-04 |
|
1.618 |
126-03 |
|
1.000 |
125-15 |
|
0.618 |
125-02 |
|
HIGH |
124-14 |
|
0.618 |
124-01 |
|
0.500 |
123-30 |
|
0.382 |
123-26 |
|
LOW |
123-13 |
|
0.618 |
122-25 |
|
1.000 |
122-12 |
|
1.618 |
121-24 |
|
2.618 |
120-23 |
|
4.250 |
119-01 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-03 |
123-30 |
| PP |
124-00 |
123-21 |
| S1 |
123-30 |
123-12 |
|