ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
124-20 |
124-17 |
-0-03 |
-0.1% |
123-21 |
| High |
124-25 |
124-31 |
0-06 |
0.2% |
124-25 |
| Low |
124-04 |
124-01 |
-0-03 |
-0.1% |
123-11 |
| Close |
124-19 |
124-27 |
0-08 |
0.2% |
124-19 |
| Range |
0-21 |
0-30 |
0-09 |
42.9% |
1-14 |
| ATR |
0-28 |
0-28 |
0-00 |
0.4% |
0-00 |
| Volume |
324,166 |
226,670 |
-97,496 |
-30.1% |
949,332 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
127-02 |
125-12 |
|
| R3 |
126-16 |
126-04 |
125-03 |
|
| R2 |
125-18 |
125-18 |
125-00 |
|
| R1 |
125-06 |
125-06 |
124-30 |
125-12 |
| PP |
124-20 |
124-20 |
124-20 |
124-22 |
| S1 |
124-08 |
124-08 |
124-24 |
124-14 |
| S2 |
123-22 |
123-22 |
124-22 |
|
| S3 |
122-24 |
123-10 |
124-19 |
|
| S4 |
121-26 |
122-12 |
124-10 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
128-00 |
125-12 |
|
| R3 |
127-04 |
126-18 |
125-00 |
|
| R2 |
125-22 |
125-22 |
124-27 |
|
| R1 |
125-04 |
125-04 |
124-23 |
125-13 |
| PP |
124-08 |
124-08 |
124-08 |
124-12 |
| S1 |
123-22 |
123-22 |
124-15 |
123-31 |
| S2 |
122-26 |
122-26 |
124-11 |
|
| S3 |
121-12 |
122-08 |
124-06 |
|
| S4 |
119-30 |
120-26 |
123-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-31 |
123-11 |
1-20 |
1.3% |
0-29 |
0.7% |
92% |
True |
False |
225,864 |
| 10 |
124-31 |
122-13 |
2-18 |
2.1% |
0-30 |
0.7% |
95% |
True |
False |
122,780 |
| 20 |
124-31 |
121-08 |
3-23 |
3.0% |
0-29 |
0.7% |
97% |
True |
False |
63,414 |
| 40 |
124-31 |
116-11 |
8-20 |
6.9% |
0-26 |
0.6% |
99% |
True |
False |
31,888 |
| 60 |
124-31 |
116-11 |
8-20 |
6.9% |
0-20 |
0.5% |
99% |
True |
False |
21,267 |
| 80 |
124-31 |
114-00 |
10-31 |
8.8% |
0-16 |
0.4% |
99% |
True |
False |
15,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-30 |
|
2.618 |
127-14 |
|
1.618 |
126-16 |
|
1.000 |
125-29 |
|
0.618 |
125-18 |
|
HIGH |
124-31 |
|
0.618 |
124-20 |
|
0.500 |
124-16 |
|
0.382 |
124-12 |
|
LOW |
124-01 |
|
0.618 |
123-14 |
|
1.000 |
123-03 |
|
1.618 |
122-16 |
|
2.618 |
121-18 |
|
4.250 |
120-02 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-23 |
124-20 |
| PP |
124-20 |
124-12 |
| S1 |
124-16 |
124-05 |
|