ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 18-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2011 |
18-May-2011 |
Change |
Change % |
Previous Week |
| Open |
123-22 |
124-06 |
0-16 |
0.4% |
122-29 |
| High |
124-14 |
124-20 |
0-06 |
0.2% |
123-27 |
| Low |
123-13 |
123-07 |
-0-06 |
-0.2% |
122-04 |
| Close |
124-06 |
123-14 |
-0-24 |
-0.6% |
123-04 |
| Range |
1-01 |
1-13 |
0-12 |
36.4% |
1-23 |
| ATR |
0-28 |
0-29 |
0-01 |
4.4% |
0-00 |
| Volume |
3,478 |
10,161 |
6,683 |
192.2% |
27,500 |
|
| Daily Pivots for day following 18-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
127-04 |
124-07 |
|
| R3 |
126-18 |
125-23 |
123-26 |
|
| R2 |
125-05 |
125-05 |
123-22 |
|
| R1 |
124-10 |
124-10 |
123-18 |
124-01 |
| PP |
123-24 |
123-24 |
123-24 |
123-20 |
| S1 |
122-29 |
122-29 |
123-10 |
122-20 |
| S2 |
122-11 |
122-11 |
123-06 |
|
| S3 |
120-30 |
121-16 |
123-02 |
|
| S4 |
119-17 |
120-03 |
122-21 |
|
|
| 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 |
124-20 |
122-07 |
2-13 |
1.9% |
1-06 |
1.0% |
51% |
True |
False |
6,488 |
| 10 |
124-20 |
122-02 |
2-18 |
2.1% |
1-02 |
0.9% |
54% |
True |
False |
5,343 |
| 20 |
124-20 |
119-13 |
5-07 |
4.2% |
0-26 |
0.7% |
77% |
True |
False |
2,916 |
| 40 |
124-20 |
116-11 |
8-09 |
6.7% |
0-24 |
0.6% |
86% |
True |
False |
1,546 |
| 60 |
124-20 |
116-11 |
8-09 |
6.7% |
0-17 |
0.4% |
86% |
True |
False |
1,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-19 |
|
2.618 |
128-10 |
|
1.618 |
126-29 |
|
1.000 |
126-01 |
|
0.618 |
125-16 |
|
HIGH |
124-20 |
|
0.618 |
124-03 |
|
0.500 |
123-30 |
|
0.382 |
123-24 |
|
LOW |
123-07 |
|
0.618 |
122-11 |
|
1.000 |
121-26 |
|
1.618 |
120-30 |
|
2.618 |
119-17 |
|
4.250 |
117-08 |
|
|
| Fisher Pivots for day following 18-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
123-26 |
| PP |
123-24 |
123-22 |
| S1 |
123-19 |
123-18 |
|