ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-13 |
125-17 |
0-04 |
0.1% |
125-24 |
| High |
126-00 |
126-22 |
0-22 |
0.5% |
126-18 |
| Low |
125-04 |
125-17 |
0-13 |
0.3% |
123-23 |
| Close |
125-12 |
126-14 |
1-02 |
0.8% |
125-28 |
| Range |
0-28 |
1-05 |
0-09 |
32.1% |
2-27 |
| ATR |
1-03 |
1-04 |
0-00 |
1.4% |
0-00 |
| Volume |
280,187 |
400,568 |
120,381 |
43.0% |
1,897,539 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-22 |
129-07 |
127-02 |
|
| R3 |
128-17 |
128-02 |
126-24 |
|
| R2 |
127-12 |
127-12 |
126-21 |
|
| R1 |
126-29 |
126-29 |
126-17 |
127-04 |
| PP |
126-07 |
126-07 |
126-07 |
126-11 |
| S1 |
125-24 |
125-24 |
126-11 |
126-00 |
| S2 |
125-02 |
125-02 |
126-07 |
|
| S3 |
123-29 |
124-19 |
126-04 |
|
| S4 |
122-24 |
123-14 |
125-26 |
|
|
| 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 |
126-22 |
125-04 |
1-18 |
1.2% |
1-00 |
0.8% |
84% |
True |
False |
304,536 |
| 10 |
126-22 |
123-23 |
2-31 |
2.3% |
1-06 |
0.9% |
92% |
True |
False |
342,305 |
| 20 |
126-22 |
123-11 |
3-11 |
2.6% |
1-06 |
0.9% |
93% |
True |
False |
346,297 |
| 40 |
126-22 |
120-05 |
6-17 |
5.2% |
1-01 |
0.8% |
96% |
True |
False |
183,293 |
| 60 |
126-22 |
116-11 |
10-11 |
8.2% |
0-29 |
0.7% |
98% |
True |
False |
122,277 |
| 80 |
126-22 |
116-11 |
10-11 |
8.2% |
0-23 |
0.6% |
98% |
True |
False |
91,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-19 |
|
2.618 |
129-23 |
|
1.618 |
128-18 |
|
1.000 |
127-27 |
|
0.618 |
127-13 |
|
HIGH |
126-22 |
|
0.618 |
126-08 |
|
0.500 |
126-04 |
|
0.382 |
125-31 |
|
LOW |
125-17 |
|
0.618 |
124-26 |
|
1.000 |
124-12 |
|
1.618 |
123-21 |
|
2.618 |
122-16 |
|
4.250 |
120-20 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-10 |
126-08 |
| PP |
126-07 |
126-03 |
| S1 |
126-04 |
125-29 |
|