ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 29-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2011 |
29-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
125-13 |
124-09 |
-1-04 |
-0.9% |
125-28 |
| High |
125-27 |
124-18 |
-1-09 |
-1.0% |
127-01 |
| Low |
124-02 |
123-09 |
-0-25 |
-0.6% |
125-04 |
| Close |
124-07 |
123-18 |
-0-21 |
-0.5% |
126-19 |
| Range |
1-25 |
1-09 |
-0-16 |
-28.1% |
1-29 |
| ATR |
1-06 |
1-06 |
0-00 |
0.6% |
0-00 |
| Volume |
381,997 |
404,377 |
22,380 |
5.9% |
1,472,116 |
|
| Daily Pivots for day following 29-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-21 |
126-28 |
124-09 |
|
| R3 |
126-12 |
125-19 |
123-29 |
|
| R2 |
125-03 |
125-03 |
123-26 |
|
| R1 |
124-10 |
124-10 |
123-22 |
124-02 |
| PP |
123-26 |
123-26 |
123-26 |
123-22 |
| S1 |
123-01 |
123-01 |
123-14 |
122-25 |
| S2 |
122-17 |
122-17 |
123-10 |
|
| S3 |
121-08 |
121-24 |
123-07 |
|
| S4 |
119-31 |
120-15 |
122-27 |
|
|
| 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 |
123-09 |
3-24 |
3.0% |
1-11 |
1.1% |
8% |
False |
True |
350,250 |
| 10 |
127-01 |
123-09 |
3-24 |
3.0% |
1-06 |
1.0% |
8% |
False |
True |
330,332 |
| 20 |
127-01 |
123-09 |
3-24 |
3.0% |
1-08 |
1.0% |
8% |
False |
True |
350,257 |
| 40 |
127-01 |
121-22 |
5-11 |
4.3% |
1-04 |
0.9% |
35% |
False |
False |
216,988 |
| 60 |
127-01 |
116-11 |
10-22 |
8.6% |
0-31 |
0.8% |
68% |
False |
False |
144,780 |
| 80 |
127-01 |
116-11 |
10-22 |
8.6% |
0-26 |
0.7% |
68% |
False |
False |
108,594 |
| 100 |
127-01 |
114-00 |
13-01 |
10.5% |
0-21 |
0.5% |
73% |
False |
False |
86,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-00 |
|
2.618 |
127-29 |
|
1.618 |
126-20 |
|
1.000 |
125-27 |
|
0.618 |
125-11 |
|
HIGH |
124-18 |
|
0.618 |
124-02 |
|
0.500 |
123-30 |
|
0.382 |
123-25 |
|
LOW |
123-09 |
|
0.618 |
122-16 |
|
1.000 |
122-00 |
|
1.618 |
121-07 |
|
2.618 |
119-30 |
|
4.250 |
117-27 |
|
|
| Fisher Pivots for day following 29-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
125-02 |
| PP |
123-26 |
124-18 |
| S1 |
123-22 |
124-02 |
|