ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
124-22 |
126-08 |
1-18 |
1.3% |
123-21 |
| High |
126-10 |
126-10 |
0-00 |
0.0% |
124-25 |
| Low |
124-16 |
124-25 |
0-09 |
0.2% |
123-11 |
| Close |
125-31 |
124-28 |
-1-03 |
-0.9% |
124-19 |
| Range |
1-26 |
1-17 |
-0-09 |
-15.5% |
1-14 |
| ATR |
0-31 |
1-00 |
0-01 |
4.3% |
0-00 |
| Volume |
406,355 |
384,935 |
-21,420 |
-5.3% |
949,332 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-29 |
128-30 |
125-23 |
|
| R3 |
128-12 |
127-13 |
125-09 |
|
| R2 |
126-27 |
126-27 |
125-05 |
|
| R1 |
125-28 |
125-28 |
125-00 |
125-19 |
| PP |
125-10 |
125-10 |
125-10 |
125-06 |
| S1 |
124-11 |
124-11 |
124-24 |
124-02 |
| S2 |
123-25 |
123-25 |
124-19 |
|
| S3 |
122-08 |
122-26 |
124-15 |
|
| S4 |
120-23 |
121-09 |
124-01 |
|
|
| 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% |
1-09 |
1.0% |
52% |
True |
False |
331,282 |
| 10 |
126-10 |
122-13 |
3-29 |
3.1% |
1-00 |
0.8% |
63% |
True |
False |
200,545 |
| 20 |
126-10 |
122-02 |
4-08 |
3.4% |
1-01 |
0.8% |
66% |
True |
False |
102,944 |
| 40 |
126-10 |
116-11 |
9-31 |
8.0% |
0-27 |
0.7% |
86% |
True |
False |
51,660 |
| 60 |
126-10 |
116-11 |
9-31 |
8.0% |
0-22 |
0.5% |
86% |
True |
False |
34,455 |
| 80 |
126-10 |
114-00 |
12-10 |
9.9% |
0-17 |
0.4% |
88% |
True |
False |
25,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-26 |
|
2.618 |
130-10 |
|
1.618 |
128-25 |
|
1.000 |
127-27 |
|
0.618 |
127-08 |
|
HIGH |
126-10 |
|
0.618 |
125-23 |
|
0.500 |
125-18 |
|
0.382 |
125-12 |
|
LOW |
124-25 |
|
0.618 |
123-27 |
|
1.000 |
123-08 |
|
1.618 |
122-10 |
|
2.618 |
120-25 |
|
4.250 |
118-09 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-06 |
| PP |
125-10 |
125-02 |
| S1 |
125-03 |
124-31 |
|