ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-08 |
124-30 |
-1-10 |
-1.0% |
124-17 |
| High |
126-10 |
125-29 |
-0-13 |
-0.3% |
126-10 |
| Low |
124-25 |
124-24 |
-0-01 |
0.0% |
124-01 |
| Close |
124-28 |
125-08 |
0-12 |
0.3% |
125-08 |
| Range |
1-17 |
1-05 |
-0-12 |
-24.5% |
2-09 |
| ATR |
1-00 |
1-00 |
0-00 |
1.1% |
0-00 |
| Volume |
384,935 |
397,248 |
12,313 |
3.2% |
1,415,208 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-25 |
128-05 |
125-28 |
|
| R3 |
127-20 |
127-00 |
125-18 |
|
| R2 |
126-15 |
126-15 |
125-15 |
|
| R1 |
125-27 |
125-27 |
125-11 |
126-05 |
| PP |
125-10 |
125-10 |
125-10 |
125-14 |
| S1 |
124-22 |
124-22 |
125-05 |
125-00 |
| S2 |
124-05 |
124-05 |
125-01 |
|
| S3 |
123-00 |
123-17 |
124-30 |
|
| S4 |
121-27 |
122-12 |
124-20 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-01 |
130-30 |
126-16 |
|
| R3 |
129-24 |
128-21 |
125-28 |
|
| R2 |
127-15 |
127-15 |
125-21 |
|
| R1 |
126-12 |
126-12 |
125-15 |
126-30 |
| PP |
125-06 |
125-06 |
125-06 |
125-15 |
| S1 |
124-03 |
124-03 |
125-01 |
124-20 |
| S2 |
122-29 |
122-29 |
124-27 |
|
| S3 |
120-20 |
121-26 |
124-20 |
|
| S4 |
118-11 |
119-17 |
124-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-10 |
124-01 |
2-09 |
1.8% |
1-07 |
1.0% |
53% |
False |
False |
347,874 |
| 10 |
126-10 |
123-04 |
3-06 |
2.5% |
1-01 |
0.8% |
67% |
False |
False |
239,121 |
| 20 |
126-10 |
122-02 |
4-08 |
3.4% |
1-01 |
0.8% |
75% |
False |
False |
122,755 |
| 40 |
126-10 |
116-11 |
9-31 |
8.0% |
0-27 |
0.7% |
89% |
False |
False |
61,590 |
| 60 |
126-10 |
116-11 |
9-31 |
8.0% |
0-23 |
0.6% |
89% |
False |
False |
41,076 |
| 80 |
126-10 |
114-00 |
12-10 |
9.8% |
0-18 |
0.4% |
91% |
False |
False |
30,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
128-30 |
|
1.618 |
127-25 |
|
1.000 |
127-02 |
|
0.618 |
126-20 |
|
HIGH |
125-29 |
|
0.618 |
125-15 |
|
0.500 |
125-10 |
|
0.382 |
125-06 |
|
LOW |
124-24 |
|
0.618 |
124-01 |
|
1.000 |
123-19 |
|
1.618 |
122-28 |
|
2.618 |
121-23 |
|
4.250 |
119-27 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-10 |
125-13 |
| PP |
125-10 |
125-11 |
| S1 |
125-09 |
125-10 |
|