ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 01-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2011 |
01-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
123-01 |
-0-14 |
-0.4% |
126-17 |
| High |
123-26 |
123-14 |
-0-12 |
-0.3% |
126-27 |
| Low |
122-05 |
122-13 |
0-08 |
0.2% |
122-05 |
| Close |
123-01 |
122-22 |
-0-11 |
-0.3% |
122-22 |
| Range |
1-21 |
1-01 |
-0-20 |
-37.7% |
4-22 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
466,917 |
250,270 |
-216,647 |
-46.4% |
1,832,593 |
|
| Daily Pivots for day following 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-30 |
125-11 |
123-08 |
|
| R3 |
124-29 |
124-10 |
122-31 |
|
| R2 |
123-28 |
123-28 |
122-28 |
|
| R1 |
123-09 |
123-09 |
122-25 |
123-02 |
| PP |
122-27 |
122-27 |
122-27 |
122-24 |
| S1 |
122-08 |
122-08 |
122-19 |
122-01 |
| S2 |
121-26 |
121-26 |
122-16 |
|
| S3 |
120-25 |
121-07 |
122-13 |
|
| S4 |
119-24 |
120-06 |
122-04 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-31 |
135-00 |
125-08 |
|
| R3 |
133-09 |
130-10 |
123-31 |
|
| R2 |
128-19 |
128-19 |
123-18 |
|
| R1 |
125-20 |
125-20 |
123-04 |
124-24 |
| PP |
123-29 |
123-29 |
123-29 |
123-15 |
| S1 |
120-30 |
120-30 |
122-08 |
120-02 |
| S2 |
119-07 |
119-07 |
121-26 |
|
| S3 |
114-17 |
116-08 |
121-13 |
|
| S4 |
109-27 |
111-18 |
120-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-27 |
122-05 |
4-22 |
3.8% |
1-14 |
1.2% |
11% |
False |
False |
366,518 |
| 10 |
127-01 |
122-05 |
4-28 |
4.0% |
1-07 |
1.0% |
11% |
False |
False |
330,470 |
| 20 |
127-01 |
122-05 |
4-28 |
4.0% |
1-08 |
1.0% |
11% |
False |
False |
347,007 |
| 40 |
127-01 |
122-02 |
4-31 |
4.0% |
1-04 |
0.9% |
13% |
False |
False |
234,881 |
| 60 |
127-01 |
116-11 |
10-22 |
8.7% |
0-31 |
0.8% |
59% |
False |
False |
156,729 |
| 80 |
127-01 |
116-11 |
10-22 |
8.7% |
0-27 |
0.7% |
59% |
False |
False |
117,559 |
| 100 |
127-01 |
114-00 |
13-01 |
10.6% |
0-22 |
0.6% |
67% |
False |
False |
94,047 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-26 |
|
2.618 |
126-04 |
|
1.618 |
125-03 |
|
1.000 |
124-15 |
|
0.618 |
124-02 |
|
HIGH |
123-14 |
|
0.618 |
123-01 |
|
0.500 |
122-30 |
|
0.382 |
122-26 |
|
LOW |
122-13 |
|
0.618 |
121-25 |
|
1.000 |
121-12 |
|
1.618 |
120-24 |
|
2.618 |
119-23 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 01-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
123-12 |
| PP |
122-27 |
123-04 |
| S1 |
122-24 |
122-29 |
|