ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
123-16 |
123-12 |
-0-04 |
-0.1% |
122-24 |
| High |
123-19 |
125-00 |
1-13 |
1.1% |
125-00 |
| Low |
122-25 |
122-31 |
0-06 |
0.2% |
122-21 |
| Close |
123-09 |
124-31 |
1-22 |
1.4% |
124-31 |
| Range |
0-26 |
2-01 |
1-07 |
150.0% |
2-11 |
| ATR |
1-05 |
1-07 |
0-02 |
5.5% |
0-00 |
| Volume |
264,718 |
374,291 |
109,573 |
41.4% |
1,188,533 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-13 |
129-23 |
126-03 |
|
| R3 |
128-12 |
127-22 |
125-17 |
|
| R2 |
126-11 |
126-11 |
125-11 |
|
| R1 |
125-21 |
125-21 |
125-05 |
126-00 |
| PP |
124-10 |
124-10 |
124-10 |
124-16 |
| S1 |
123-20 |
123-20 |
124-25 |
123-31 |
| S2 |
122-09 |
122-09 |
124-19 |
|
| S3 |
120-08 |
121-19 |
124-13 |
|
| S4 |
118-07 |
119-18 |
123-27 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-08 |
130-14 |
126-08 |
|
| R3 |
128-29 |
128-03 |
125-20 |
|
| R2 |
126-18 |
126-18 |
125-13 |
|
| R1 |
125-24 |
125-24 |
125-06 |
126-05 |
| PP |
124-07 |
124-07 |
124-07 |
124-13 |
| S1 |
123-13 |
123-13 |
124-24 |
123-26 |
| S2 |
121-28 |
121-28 |
124-17 |
|
| S3 |
119-17 |
121-02 |
124-10 |
|
| S4 |
117-06 |
118-23 |
123-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-00 |
122-13 |
2-19 |
2.1% |
1-04 |
0.9% |
99% |
True |
False |
287,760 |
| 10 |
127-01 |
122-05 |
4-28 |
3.9% |
1-09 |
1.0% |
58% |
False |
False |
325,640 |
| 20 |
127-01 |
122-05 |
4-28 |
3.9% |
1-08 |
1.0% |
58% |
False |
False |
333,972 |
| 40 |
127-01 |
122-05 |
4-28 |
3.9% |
1-05 |
0.9% |
58% |
False |
False |
264,095 |
| 60 |
127-01 |
117-15 |
9-18 |
7.7% |
1-01 |
0.8% |
78% |
False |
False |
176,514 |
| 80 |
127-01 |
116-11 |
10-22 |
8.6% |
0-29 |
0.7% |
81% |
False |
False |
132,415 |
| 100 |
127-01 |
115-07 |
11-26 |
9.5% |
0-23 |
0.6% |
83% |
False |
False |
105,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-20 |
|
2.618 |
130-10 |
|
1.618 |
128-09 |
|
1.000 |
127-01 |
|
0.618 |
126-08 |
|
HIGH |
125-00 |
|
0.618 |
124-07 |
|
0.500 |
124-00 |
|
0.382 |
123-24 |
|
LOW |
122-31 |
|
0.618 |
121-23 |
|
1.000 |
120-30 |
|
1.618 |
119-22 |
|
2.618 |
117-21 |
|
4.250 |
114-11 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-20 |
| PP |
124-10 |
124-08 |
| S1 |
124-00 |
123-28 |
|