ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 07-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2011 |
07-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-12 |
125-00 |
-0-12 |
-0.3% |
124-17 |
| High |
125-14 |
125-08 |
-0-06 |
-0.1% |
126-10 |
| Low |
124-17 |
124-10 |
-0-07 |
-0.2% |
124-01 |
| Close |
125-01 |
124-29 |
-0-04 |
-0.1% |
125-08 |
| Range |
0-29 |
0-30 |
0-01 |
3.4% |
2-09 |
| ATR |
1-00 |
1-00 |
0-00 |
-0.5% |
0-00 |
| Volume |
281,337 |
319,697 |
38,360 |
13.6% |
1,415,208 |
|
| Daily Pivots for day following 07-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
127-07 |
125-14 |
|
| R3 |
126-22 |
126-09 |
125-05 |
|
| R2 |
125-24 |
125-24 |
125-02 |
|
| R1 |
125-11 |
125-11 |
125-00 |
125-02 |
| PP |
124-26 |
124-26 |
124-26 |
124-22 |
| S1 |
124-13 |
124-13 |
124-26 |
124-04 |
| S2 |
123-28 |
123-28 |
124-24 |
|
| S3 |
122-30 |
123-15 |
124-21 |
|
| S4 |
122-00 |
122-17 |
124-12 |
|
|
| 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 |
124-10 |
2-00 |
1.6% |
1-09 |
1.0% |
30% |
False |
True |
357,914 |
| 10 |
126-10 |
123-11 |
2-31 |
2.4% |
1-03 |
0.9% |
53% |
False |
False |
291,889 |
| 20 |
126-10 |
122-04 |
4-06 |
3.4% |
1-01 |
0.8% |
66% |
False |
False |
152,368 |
| 40 |
126-10 |
116-11 |
9-31 |
8.0% |
0-28 |
0.7% |
86% |
False |
False |
76,587 |
| 60 |
126-10 |
116-11 |
9-31 |
8.0% |
0-24 |
0.6% |
86% |
False |
False |
51,093 |
| 80 |
126-10 |
115-05 |
11-05 |
8.9% |
0-18 |
0.5% |
87% |
False |
False |
38,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-08 |
|
2.618 |
127-23 |
|
1.618 |
126-25 |
|
1.000 |
126-06 |
|
0.618 |
125-27 |
|
HIGH |
125-08 |
|
0.618 |
124-29 |
|
0.500 |
124-25 |
|
0.382 |
124-21 |
|
LOW |
124-10 |
|
0.618 |
123-23 |
|
1.000 |
123-12 |
|
1.618 |
122-25 |
|
2.618 |
121-27 |
|
4.250 |
120-10 |
|
|
| Fisher Pivots for day following 07-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
125-04 |
| PP |
124-26 |
125-01 |
| S1 |
124-25 |
124-31 |
|