ECBOT 30 Year Treasury Bond Future December 2011
Trading Metrics calculated at close of trading on 28-Sep-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2011 |
28-Sep-2011 |
Change |
Change % |
Previous Week |
Open |
142-30 |
141-16 |
-1-14 |
-1.0% |
140-01 |
High |
143-11 |
142-04 |
-1-07 |
-0.9% |
147-00 |
Low |
140-24 |
139-26 |
-0-30 |
-0.7% |
140-01 |
Close |
140-25 |
140-30 |
0-05 |
0.1% |
144-23 |
Range |
2-19 |
2-10 |
-0-09 |
-10.8% |
6-31 |
ATR |
2-05 |
2-05 |
0-00 |
0.6% |
0-00 |
Volume |
320,291 |
347,866 |
27,575 |
8.6% |
1,802,658 |
|
Daily Pivots for day following 28-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
147-29 |
146-23 |
142-07 |
|
R3 |
145-19 |
144-13 |
141-18 |
|
R2 |
143-09 |
143-09 |
141-12 |
|
R1 |
142-03 |
142-03 |
141-05 |
141-17 |
PP |
140-31 |
140-31 |
140-31 |
140-22 |
S1 |
139-25 |
139-25 |
140-23 |
139-07 |
S2 |
138-21 |
138-21 |
140-16 |
|
S3 |
136-11 |
137-15 |
140-10 |
|
S4 |
134-01 |
135-05 |
139-21 |
|
|
Weekly Pivots for week ending 23-Sep-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
164-26 |
161-24 |
148-18 |
|
R3 |
157-27 |
154-25 |
146-20 |
|
R2 |
150-28 |
150-28 |
146-00 |
|
R1 |
147-26 |
147-26 |
145-11 |
149-11 |
PP |
143-29 |
143-29 |
143-29 |
144-22 |
S1 |
140-27 |
140-27 |
144-03 |
142-12 |
S2 |
136-30 |
136-30 |
143-14 |
|
S3 |
129-31 |
133-28 |
142-26 |
|
S4 |
123-00 |
126-29 |
140-28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147-00 |
139-26 |
7-06 |
5.1% |
2-23 |
1.9% |
16% |
False |
True |
378,238 |
10 |
147-00 |
138-22 |
8-10 |
5.9% |
2-08 |
1.6% |
27% |
False |
False |
336,446 |
20 |
147-00 |
135-01 |
11-31 |
8.5% |
2-02 |
1.5% |
49% |
False |
False |
339,839 |
40 |
147-00 |
129-11 |
17-21 |
12.5% |
2-09 |
1.6% |
66% |
False |
False |
193,122 |
60 |
147-00 |
121-11 |
25-21 |
18.2% |
1-29 |
1.3% |
76% |
False |
False |
128,869 |
80 |
147-00 |
120-28 |
26-04 |
18.5% |
1-17 |
1.1% |
77% |
False |
False |
96,656 |
100 |
147-00 |
120-28 |
26-04 |
18.5% |
1-09 |
0.9% |
77% |
False |
False |
77,332 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151-30 |
2.618 |
148-06 |
1.618 |
145-28 |
1.000 |
144-14 |
0.618 |
143-18 |
HIGH |
142-04 |
0.618 |
141-08 |
0.500 |
140-31 |
0.382 |
140-22 |
LOW |
139-26 |
0.618 |
138-12 |
1.000 |
137-16 |
1.618 |
136-02 |
2.618 |
133-24 |
4.250 |
130-00 |
|
|
Fisher Pivots for day following 28-Sep-2011 |
Pivot |
1 day |
3 day |
R1 |
140-31 |
142-18 |
PP |
140-31 |
142-01 |
S1 |
140-30 |
141-15 |
|