ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-14 |
123-30 |
-1-16 |
-1.2% |
125-12 |
| High |
125-17 |
125-19 |
0-02 |
0.0% |
126-12 |
| Low |
123-23 |
123-26 |
0-03 |
0.1% |
124-10 |
| Close |
123-28 |
125-15 |
1-19 |
1.3% |
125-23 |
| Range |
1-26 |
1-25 |
-0-01 |
-1.7% |
2-02 |
| ATR |
1-03 |
1-04 |
0-02 |
4.5% |
0-00 |
| Volume |
422,660 |
499,316 |
76,656 |
18.1% |
1,737,905 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-10 |
129-21 |
126-14 |
|
| R3 |
128-17 |
127-28 |
125-31 |
|
| R2 |
126-24 |
126-24 |
125-25 |
|
| R1 |
126-03 |
126-03 |
125-20 |
126-14 |
| PP |
124-31 |
124-31 |
124-31 |
125-04 |
| S1 |
124-10 |
124-10 |
125-10 |
124-20 |
| S2 |
123-06 |
123-06 |
125-05 |
|
| S3 |
121-13 |
122-17 |
124-31 |
|
| S4 |
119-20 |
120-24 |
124-16 |
|
|
| 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% |
1-13 |
1.1% |
66% |
False |
False |
387,855 |
| 10 |
126-12 |
123-23 |
2-21 |
2.1% |
1-09 |
1.0% |
66% |
False |
False |
370,182 |
| 20 |
126-12 |
122-13 |
3-31 |
3.2% |
1-04 |
0.9% |
77% |
False |
False |
266,625 |
| 40 |
126-12 |
119-06 |
7-06 |
5.7% |
0-31 |
0.8% |
87% |
False |
False |
134,528 |
| 60 |
126-12 |
116-11 |
10-01 |
8.0% |
0-28 |
0.7% |
91% |
False |
False |
89,736 |
| 80 |
126-12 |
116-11 |
10-01 |
8.0% |
0-21 |
0.5% |
91% |
False |
False |
67,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-05 |
|
2.618 |
130-08 |
|
1.618 |
128-15 |
|
1.000 |
127-12 |
|
0.618 |
126-22 |
|
HIGH |
125-19 |
|
0.618 |
124-29 |
|
0.500 |
124-22 |
|
0.382 |
124-16 |
|
LOW |
123-26 |
|
0.618 |
122-23 |
|
1.000 |
122-01 |
|
1.618 |
120-30 |
|
2.618 |
119-05 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-07 |
125-09 |
| PP |
124-31 |
125-02 |
| S1 |
124-22 |
124-28 |
|