ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 21-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
126-28 |
126-00 |
-0-28 |
-0.7% |
124-30 |
| High |
126-28 |
126-01 |
-0-27 |
-0.7% |
127-15 |
| Low |
125-26 |
124-23 |
-1-03 |
-0.9% |
124-19 |
| Close |
125-28 |
125-03 |
-0-25 |
-0.6% |
126-01 |
| Range |
1-02 |
1-10 |
0-08 |
23.5% |
2-28 |
| ATR |
1-09 |
1-09 |
0-00 |
0.2% |
0-00 |
| Volume |
267,379 |
353,354 |
85,975 |
32.2% |
1,863,191 |
|
| Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-07 |
128-15 |
125-26 |
|
| R3 |
127-29 |
127-05 |
125-15 |
|
| R2 |
126-19 |
126-19 |
125-11 |
|
| R1 |
125-27 |
125-27 |
125-07 |
125-18 |
| PP |
125-09 |
125-09 |
125-09 |
125-04 |
| S1 |
124-17 |
124-17 |
124-31 |
124-08 |
| S2 |
123-31 |
123-31 |
124-27 |
|
| S3 |
122-21 |
123-07 |
124-23 |
|
| S4 |
121-11 |
121-29 |
124-12 |
|
|
| 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 |
124-23 |
2-11 |
1.9% |
1-11 |
1.1% |
16% |
False |
True |
309,942 |
| 10 |
127-15 |
122-31 |
4-16 |
3.6% |
1-14 |
1.2% |
47% |
False |
False |
347,576 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-10 |
1.1% |
55% |
False |
False |
337,922 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-08 |
1.0% |
55% |
False |
False |
336,024 |
| 60 |
127-15 |
119-28 |
7-19 |
6.1% |
1-04 |
0.9% |
69% |
False |
False |
228,170 |
| 80 |
127-15 |
116-11 |
11-04 |
8.9% |
1-00 |
0.8% |
79% |
False |
False |
171,183 |
| 100 |
127-15 |
116-11 |
11-04 |
8.9% |
0-27 |
0.7% |
79% |
False |
False |
136,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-20 |
|
2.618 |
129-15 |
|
1.618 |
128-05 |
|
1.000 |
127-11 |
|
0.618 |
126-27 |
|
HIGH |
126-01 |
|
0.618 |
125-17 |
|
0.500 |
125-12 |
|
0.382 |
125-07 |
|
LOW |
124-23 |
|
0.618 |
123-29 |
|
1.000 |
123-13 |
|
1.618 |
122-19 |
|
2.618 |
121-09 |
|
4.250 |
119-04 |
|
|
| Fisher Pivots for day following 21-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
125-12 |
125-28 |
| PP |
125-09 |
125-20 |
| S1 |
125-06 |
125-12 |
|