ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-29 |
125-13 |
-0-16 |
-0.4% |
125-24 |
| High |
126-02 |
126-00 |
-0-02 |
0.0% |
126-18 |
| Low |
125-07 |
125-04 |
-0-03 |
-0.1% |
123-23 |
| Close |
125-13 |
125-12 |
-0-01 |
0.0% |
125-28 |
| Range |
0-27 |
0-28 |
0-01 |
3.7% |
2-27 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
| Volume |
292,439 |
280,187 |
-12,252 |
-4.2% |
1,897,539 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
127-20 |
125-27 |
|
| R3 |
127-08 |
126-24 |
125-20 |
|
| R2 |
126-12 |
126-12 |
125-17 |
|
| R1 |
125-28 |
125-28 |
125-15 |
125-22 |
| PP |
125-16 |
125-16 |
125-16 |
125-13 |
| S1 |
125-00 |
125-00 |
125-09 |
124-26 |
| S2 |
124-20 |
124-20 |
125-07 |
|
| S3 |
123-24 |
124-04 |
125-04 |
|
| S4 |
122-28 |
123-08 |
124-29 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-29 |
132-24 |
127-14 |
|
| R3 |
131-02 |
129-29 |
126-21 |
|
| R2 |
128-07 |
128-07 |
126-13 |
|
| R1 |
127-02 |
127-02 |
126-04 |
127-20 |
| PP |
125-12 |
125-12 |
125-12 |
125-22 |
| S1 |
124-07 |
124-07 |
125-20 |
124-26 |
| S2 |
122-17 |
122-17 |
125-11 |
|
| S3 |
119-22 |
121-12 |
125-03 |
|
| S4 |
116-27 |
118-17 |
124-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-21 |
125-04 |
1-17 |
1.2% |
1-01 |
0.8% |
16% |
False |
True |
310,413 |
| 10 |
126-21 |
123-23 |
2-30 |
2.3% |
1-07 |
1.0% |
56% |
False |
False |
349,134 |
| 20 |
126-21 |
123-11 |
3-10 |
2.6% |
1-06 |
0.9% |
61% |
False |
False |
334,127 |
| 40 |
126-21 |
119-28 |
6-25 |
5.4% |
1-00 |
0.8% |
81% |
False |
False |
173,294 |
| 60 |
126-21 |
116-11 |
10-10 |
8.2% |
0-29 |
0.7% |
88% |
False |
False |
115,603 |
| 80 |
126-21 |
116-11 |
10-10 |
8.2% |
0-23 |
0.6% |
88% |
False |
False |
86,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-23 |
|
2.618 |
128-09 |
|
1.618 |
127-13 |
|
1.000 |
126-28 |
|
0.618 |
126-17 |
|
HIGH |
126-00 |
|
0.618 |
125-21 |
|
0.500 |
125-18 |
|
0.382 |
125-15 |
|
LOW |
125-04 |
|
0.618 |
124-19 |
|
1.000 |
124-08 |
|
1.618 |
123-23 |
|
2.618 |
122-27 |
|
4.250 |
121-13 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-28 |
| PP |
125-16 |
125-23 |
| S1 |
125-14 |
125-18 |
|