ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 07-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2011 |
07-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-09 |
123-16 |
0-07 |
0.2% |
126-17 |
| High |
123-29 |
123-19 |
-0-10 |
-0.3% |
126-27 |
| Low |
122-31 |
122-25 |
-0-06 |
-0.2% |
122-05 |
| Close |
123-21 |
123-09 |
-0-12 |
-0.3% |
122-22 |
| Range |
0-30 |
0-26 |
-0-04 |
-13.3% |
4-22 |
| ATR |
1-05 |
1-05 |
-0-01 |
-1.8% |
0-00 |
| Volume |
295,536 |
264,718 |
-30,818 |
-10.4% |
1,832,593 |
|
| Daily Pivots for day following 07-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-21 |
125-09 |
123-23 |
|
| R3 |
124-27 |
124-15 |
123-16 |
|
| R2 |
124-01 |
124-01 |
123-14 |
|
| R1 |
123-21 |
123-21 |
123-11 |
123-14 |
| PP |
123-07 |
123-07 |
123-07 |
123-04 |
| S1 |
122-27 |
122-27 |
123-07 |
122-20 |
| S2 |
122-13 |
122-13 |
123-04 |
|
| S3 |
121-19 |
122-01 |
123-02 |
|
| S4 |
120-25 |
121-07 |
122-27 |
|
|
| 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 |
123-29 |
122-05 |
1-24 |
1.4% |
1-02 |
0.9% |
64% |
False |
False |
306,285 |
| 10 |
127-01 |
122-05 |
4-28 |
4.0% |
1-06 |
1.0% |
23% |
False |
False |
328,268 |
| 20 |
127-01 |
122-05 |
4-28 |
4.0% |
1-07 |
1.0% |
23% |
False |
False |
338,701 |
| 40 |
127-01 |
122-04 |
4-29 |
4.0% |
1-04 |
0.9% |
24% |
False |
False |
254,918 |
| 60 |
127-01 |
117-15 |
9-18 |
7.8% |
1-00 |
0.8% |
61% |
False |
False |
170,279 |
| 80 |
127-01 |
116-11 |
10-22 |
8.7% |
0-28 |
0.7% |
65% |
False |
False |
127,737 |
| 100 |
127-01 |
115-07 |
11-26 |
9.6% |
0-23 |
0.6% |
68% |
False |
False |
102,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-02 |
|
2.618 |
125-23 |
|
1.618 |
124-29 |
|
1.000 |
124-13 |
|
0.618 |
124-03 |
|
HIGH |
123-19 |
|
0.618 |
123-09 |
|
0.500 |
123-06 |
|
0.382 |
123-03 |
|
LOW |
122-25 |
|
0.618 |
122-09 |
|
1.000 |
121-31 |
|
1.618 |
121-15 |
|
2.618 |
120-21 |
|
4.250 |
119-10 |
|
|
| Fisher Pivots for day following 07-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
123-08 |
123-09 |
| PP |
123-07 |
123-09 |
| S1 |
123-06 |
123-09 |
|