ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 01-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2011 |
01-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-17 |
124-22 |
0-05 |
0.1% |
123-21 |
| High |
124-31 |
126-10 |
1-11 |
1.1% |
124-25 |
| Low |
124-01 |
124-16 |
0-15 |
0.4% |
123-11 |
| Close |
124-27 |
125-31 |
1-04 |
0.9% |
124-19 |
| Range |
0-30 |
1-26 |
0-28 |
93.3% |
1-14 |
| ATR |
0-28 |
0-31 |
0-02 |
7.4% |
0-00 |
| Volume |
226,670 |
406,355 |
179,685 |
79.3% |
949,332 |
|
| Daily Pivots for day following 01-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-01 |
130-10 |
126-31 |
|
| R3 |
129-07 |
128-16 |
126-15 |
|
| R2 |
127-13 |
127-13 |
126-10 |
|
| R1 |
126-22 |
126-22 |
126-04 |
127-02 |
| PP |
125-19 |
125-19 |
125-19 |
125-25 |
| S1 |
124-28 |
124-28 |
125-26 |
125-08 |
| S2 |
123-25 |
123-25 |
125-20 |
|
| S3 |
121-31 |
123-02 |
125-15 |
|
| S4 |
120-05 |
121-08 |
124-31 |
|
|
| 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 |
126-10 |
123-11 |
2-31 |
2.4% |
1-04 |
0.9% |
88% |
True |
False |
285,729 |
| 10 |
126-10 |
122-13 |
3-29 |
3.1% |
1-00 |
0.8% |
91% |
True |
False |
163,067 |
| 20 |
126-10 |
121-22 |
4-20 |
3.7% |
1-00 |
0.8% |
93% |
True |
False |
83,720 |
| 40 |
126-10 |
116-11 |
9-31 |
7.9% |
0-27 |
0.7% |
97% |
True |
False |
42,042 |
| 60 |
126-10 |
116-11 |
9-31 |
7.9% |
0-21 |
0.5% |
97% |
True |
False |
28,039 |
| 80 |
126-10 |
114-00 |
12-10 |
9.8% |
0-17 |
0.4% |
97% |
True |
False |
21,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-00 |
|
2.618 |
131-02 |
|
1.618 |
129-08 |
|
1.000 |
128-04 |
|
0.618 |
127-14 |
|
HIGH |
126-10 |
|
0.618 |
125-20 |
|
0.500 |
125-13 |
|
0.382 |
125-06 |
|
LOW |
124-16 |
|
0.618 |
123-12 |
|
1.000 |
122-22 |
|
1.618 |
121-18 |
|
2.618 |
119-24 |
|
4.250 |
116-26 |
|
|
| Fisher Pivots for day following 01-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-25 |
125-22 |
| PP |
125-19 |
125-14 |
| S1 |
125-13 |
125-06 |
|