ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
126-04 |
1-06 |
1.0% |
122-24 |
| High |
126-10 |
127-15 |
1-05 |
0.9% |
125-00 |
| Low |
124-19 |
126-00 |
1-13 |
1.1% |
122-21 |
| Close |
126-06 |
126-15 |
0-09 |
0.2% |
124-31 |
| Range |
1-23 |
1-15 |
-0-08 |
-14.5% |
2-11 |
| ATR |
1-08 |
1-08 |
0-01 |
1.3% |
0-00 |
| Volume |
311,615 |
439,883 |
128,268 |
41.2% |
1,188,533 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-02 |
130-07 |
127-09 |
|
| R3 |
129-19 |
128-24 |
126-28 |
|
| R2 |
128-04 |
128-04 |
126-24 |
|
| R1 |
127-09 |
127-09 |
126-19 |
127-22 |
| PP |
126-21 |
126-21 |
126-21 |
126-27 |
| S1 |
125-26 |
125-26 |
126-11 |
126-08 |
| S2 |
125-06 |
125-06 |
126-06 |
|
| S3 |
123-23 |
124-11 |
126-02 |
|
| S4 |
122-08 |
122-28 |
125-21 |
|
|
| 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 |
127-15 |
122-25 |
4-22 |
3.7% |
1-13 |
1.1% |
79% |
True |
False |
337,208 |
| 10 |
127-15 |
122-05 |
5-10 |
4.2% |
1-11 |
1.1% |
81% |
True |
False |
344,359 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-10 |
1.0% |
81% |
True |
False |
344,125 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-06 |
0.9% |
81% |
True |
False |
282,621 |
| 60 |
127-15 |
118-12 |
9-03 |
7.2% |
1-02 |
0.8% |
89% |
True |
False |
189,032 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
0-30 |
0.7% |
91% |
True |
False |
141,809 |
| 100 |
127-15 |
115-07 |
12-08 |
9.7% |
0-24 |
0.6% |
92% |
True |
False |
113,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-23 |
|
2.618 |
131-10 |
|
1.618 |
129-27 |
|
1.000 |
128-30 |
|
0.618 |
128-12 |
|
HIGH |
127-15 |
|
0.618 |
126-29 |
|
0.500 |
126-24 |
|
0.382 |
126-18 |
|
LOW |
126-00 |
|
0.618 |
125-03 |
|
1.000 |
124-17 |
|
1.618 |
123-20 |
|
2.618 |
122-05 |
|
4.250 |
119-24 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
126-02 |
| PP |
126-21 |
125-20 |
| S1 |
126-18 |
125-07 |
|