ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
126-09 |
126-17 |
0-08 |
0.2% |
125-28 |
| High |
127-01 |
126-27 |
-0-06 |
-0.1% |
127-01 |
| Low |
125-31 |
125-11 |
-0-20 |
-0.5% |
125-04 |
| Close |
126-19 |
125-16 |
-1-03 |
-0.9% |
126-19 |
| Range |
1-02 |
1-16 |
0-14 |
41.2% |
1-29 |
| ATR |
1-04 |
1-04 |
0-01 |
2.5% |
0-00 |
| Volume |
235,279 |
329,032 |
93,753 |
39.8% |
1,472,116 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-13 |
129-14 |
126-10 |
|
| R3 |
128-29 |
127-30 |
125-29 |
|
| R2 |
127-13 |
127-13 |
125-25 |
|
| R1 |
126-14 |
126-14 |
125-20 |
126-06 |
| PP |
125-29 |
125-29 |
125-29 |
125-24 |
| S1 |
124-30 |
124-30 |
125-12 |
124-22 |
| S2 |
124-13 |
124-13 |
125-07 |
|
| S3 |
122-29 |
123-14 |
125-03 |
|
| S4 |
121-13 |
121-30 |
124-22 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-31 |
131-06 |
127-21 |
|
| R3 |
130-02 |
129-09 |
127-04 |
|
| R2 |
128-05 |
128-05 |
126-30 |
|
| R1 |
127-12 |
127-12 |
126-25 |
127-24 |
| PP |
126-08 |
126-08 |
126-08 |
126-14 |
| S1 |
125-15 |
125-15 |
126-13 |
125-28 |
| S2 |
124-11 |
124-11 |
126-08 |
|
| S3 |
122-14 |
123-18 |
126-02 |
|
| S4 |
120-17 |
121-21 |
125-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-01 |
125-04 |
1-29 |
1.5% |
1-03 |
0.9% |
20% |
False |
False |
307,501 |
| 10 |
127-01 |
123-23 |
3-10 |
2.6% |
1-08 |
1.0% |
54% |
False |
False |
343,892 |
| 20 |
127-01 |
123-23 |
3-10 |
2.6% |
1-07 |
1.0% |
54% |
False |
False |
342,590 |
| 40 |
127-01 |
120-22 |
6-11 |
5.1% |
1-02 |
0.8% |
76% |
False |
False |
197,346 |
| 60 |
127-01 |
116-11 |
10-22 |
8.5% |
0-30 |
0.7% |
86% |
False |
False |
131,678 |
| 80 |
127-01 |
116-11 |
10-22 |
8.5% |
0-24 |
0.6% |
86% |
False |
False |
98,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-07 |
|
2.618 |
130-25 |
|
1.618 |
129-09 |
|
1.000 |
128-11 |
|
0.618 |
127-25 |
|
HIGH |
126-27 |
|
0.618 |
126-09 |
|
0.500 |
126-03 |
|
0.382 |
125-29 |
|
LOW |
125-11 |
|
0.618 |
124-13 |
|
1.000 |
123-27 |
|
1.618 |
122-29 |
|
2.618 |
121-13 |
|
4.250 |
118-31 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-03 |
126-06 |
| PP |
125-29 |
125-31 |
| S1 |
125-22 |
125-23 |
|