ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 14-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2011 |
14-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-24 |
125-14 |
-0-10 |
-0.2% |
125-12 |
| High |
126-01 |
125-17 |
-0-16 |
-0.4% |
126-12 |
| Low |
125-04 |
123-23 |
-1-13 |
-1.1% |
124-10 |
| Close |
125-13 |
123-28 |
-1-17 |
-1.2% |
125-23 |
| Range |
0-29 |
1-26 |
0-29 |
100.0% |
2-02 |
| ATR |
1-01 |
1-03 |
0-02 |
5.4% |
0-00 |
| Volume |
259,764 |
422,660 |
162,896 |
62.7% |
1,737,905 |
|
| Daily Pivots for day following 14-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-26 |
128-21 |
124-28 |
|
| R3 |
128-00 |
126-27 |
124-12 |
|
| R2 |
126-06 |
126-06 |
124-07 |
|
| R1 |
125-01 |
125-01 |
124-01 |
124-22 |
| PP |
124-12 |
124-12 |
124-12 |
124-07 |
| S1 |
123-07 |
123-07 |
123-23 |
122-28 |
| S2 |
122-18 |
122-18 |
123-17 |
|
| S3 |
120-24 |
121-13 |
123-12 |
|
| S4 |
118-30 |
119-19 |
122-28 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-21 |
130-24 |
126-27 |
|
| R3 |
129-19 |
128-22 |
126-09 |
|
| R2 |
127-17 |
127-17 |
126-03 |
|
| R1 |
126-20 |
126-20 |
125-29 |
127-02 |
| PP |
125-15 |
125-15 |
125-15 |
125-22 |
| S1 |
124-18 |
124-18 |
125-17 |
125-00 |
| S2 |
123-13 |
123-13 |
125-11 |
|
| S3 |
121-11 |
122-16 |
125-05 |
|
| S4 |
119-09 |
120-14 |
124-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-12 |
123-23 |
2-21 |
2.1% |
1-09 |
1.0% |
6% |
False |
True |
363,859 |
| 10 |
126-12 |
123-23 |
2-21 |
2.1% |
1-09 |
1.0% |
6% |
False |
True |
360,886 |
| 20 |
126-12 |
122-13 |
3-31 |
3.2% |
1-03 |
0.9% |
37% |
False |
False |
241,833 |
| 40 |
126-12 |
118-15 |
7-29 |
6.4% |
0-30 |
0.8% |
68% |
False |
False |
122,051 |
| 60 |
126-12 |
116-11 |
10-01 |
8.1% |
0-27 |
0.7% |
75% |
False |
False |
81,414 |
| 80 |
126-12 |
116-00 |
10-12 |
8.4% |
0-20 |
0.5% |
76% |
False |
False |
61,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-08 |
|
2.618 |
130-09 |
|
1.618 |
128-15 |
|
1.000 |
127-11 |
|
0.618 |
126-21 |
|
HIGH |
125-17 |
|
0.618 |
124-27 |
|
0.500 |
124-20 |
|
0.382 |
124-13 |
|
LOW |
123-23 |
|
0.618 |
122-19 |
|
1.000 |
121-29 |
|
1.618 |
120-25 |
|
2.618 |
118-31 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 14-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-31 |
| PP |
124-12 |
124-19 |
| S1 |
124-04 |
124-08 |
|