ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-31 |
125-15 |
-0-16 |
-0.4% |
124-30 |
| High |
126-16 |
127-02 |
0-18 |
0.4% |
127-15 |
| Low |
125-08 |
125-00 |
-0-08 |
-0.2% |
124-19 |
| Close |
125-22 |
126-20 |
0-30 |
0.7% |
126-01 |
| Range |
1-08 |
2-02 |
0-26 |
65.0% |
2-28 |
| ATR |
1-08 |
1-10 |
0-02 |
4.7% |
0-00 |
| Volume |
255,800 |
361,753 |
105,953 |
41.4% |
1,863,191 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-13 |
131-19 |
127-24 |
|
| R3 |
130-11 |
129-17 |
127-06 |
|
| R2 |
128-09 |
128-09 |
127-00 |
|
| R1 |
127-15 |
127-15 |
126-26 |
127-28 |
| PP |
126-07 |
126-07 |
126-07 |
126-14 |
| S1 |
125-13 |
125-13 |
126-14 |
125-26 |
| S2 |
124-05 |
124-05 |
126-08 |
|
| S3 |
122-03 |
123-11 |
126-02 |
|
| S4 |
120-01 |
121-09 |
125-16 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-21 |
133-07 |
127-20 |
|
| R3 |
131-25 |
130-11 |
126-26 |
|
| R2 |
128-29 |
128-29 |
126-18 |
|
| R1 |
127-15 |
127-15 |
126-09 |
128-06 |
| PP |
126-01 |
126-01 |
126-01 |
126-12 |
| S1 |
124-19 |
124-19 |
125-25 |
125-10 |
| S2 |
123-05 |
123-05 |
125-16 |
|
| S3 |
120-09 |
121-23 |
125-08 |
|
| S4 |
117-13 |
118-27 |
124-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-02 |
125-00 |
2-02 |
1.6% |
1-12 |
1.1% |
79% |
True |
True |
345,849 |
| 10 |
127-15 |
122-25 |
4-22 |
3.7% |
1-12 |
1.1% |
82% |
False |
False |
341,528 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-09 |
1.0% |
84% |
False |
False |
335,517 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-07 |
1.0% |
84% |
False |
False |
324,349 |
| 60 |
127-15 |
119-19 |
7-28 |
6.2% |
1-03 |
0.9% |
89% |
False |
False |
217,835 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
1-00 |
0.8% |
92% |
False |
False |
163,424 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-26 |
0.6% |
92% |
False |
False |
130,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
135-26 |
|
2.618 |
132-15 |
|
1.618 |
130-13 |
|
1.000 |
129-04 |
|
0.618 |
128-11 |
|
HIGH |
127-02 |
|
0.618 |
126-09 |
|
0.500 |
126-01 |
|
0.382 |
125-25 |
|
LOW |
125-00 |
|
0.618 |
123-23 |
|
1.000 |
122-30 |
|
1.618 |
121-21 |
|
2.618 |
119-19 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-14 |
126-14 |
| PP |
126-07 |
126-07 |
| S1 |
126-01 |
126-01 |
|