ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 28-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2011 |
28-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-24 |
125-21 |
-0-03 |
-0.1% |
125-31 |
| High |
126-00 |
126-13 |
0-13 |
0.3% |
127-02 |
| Low |
125-02 |
125-17 |
0-15 |
0.4% |
124-23 |
| Close |
125-21 |
126-02 |
0-13 |
0.3% |
125-27 |
| Range |
0-30 |
0-28 |
-0-02 |
-6.7% |
2-11 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.1% |
0-00 |
| Volume |
303,189 |
266,916 |
-36,273 |
-12.0% |
1,451,896 |
|
| Daily Pivots for day following 28-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-20 |
128-07 |
126-17 |
|
| R3 |
127-24 |
127-11 |
126-10 |
|
| R2 |
126-28 |
126-28 |
126-07 |
|
| R1 |
126-15 |
126-15 |
126-05 |
126-22 |
| PP |
126-00 |
126-00 |
126-00 |
126-03 |
| S1 |
125-19 |
125-19 |
125-31 |
125-26 |
| S2 |
125-04 |
125-04 |
125-29 |
|
| S3 |
124-08 |
124-23 |
125-26 |
|
| S4 |
123-12 |
123-27 |
125-19 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-29 |
131-23 |
127-04 |
|
| R3 |
130-18 |
129-12 |
126-16 |
|
| R2 |
128-07 |
128-07 |
126-09 |
|
| R1 |
127-01 |
127-01 |
126-02 |
126-14 |
| PP |
125-28 |
125-28 |
125-28 |
125-19 |
| S1 |
124-22 |
124-22 |
125-20 |
124-04 |
| S2 |
123-17 |
123-17 |
125-13 |
|
| S3 |
121-06 |
122-11 |
125-06 |
|
| S4 |
118-27 |
120-00 |
124-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-13 |
124-22 |
1-23 |
1.4% |
1-02 |
0.9% |
80% |
True |
False |
267,305 |
| 10 |
127-02 |
124-22 |
2-12 |
1.9% |
1-07 |
1.0% |
58% |
False |
False |
288,623 |
| 20 |
127-15 |
122-05 |
5-10 |
4.2% |
1-08 |
1.0% |
74% |
False |
False |
317,186 |
| 40 |
127-15 |
122-05 |
5-10 |
4.2% |
1-08 |
1.0% |
74% |
False |
False |
333,721 |
| 60 |
127-15 |
121-22 |
5-25 |
4.6% |
1-05 |
0.9% |
76% |
False |
False |
250,387 |
| 80 |
127-15 |
116-11 |
11-04 |
8.8% |
1-01 |
0.8% |
87% |
False |
False |
187,882 |
| 100 |
127-15 |
116-11 |
11-04 |
8.8% |
0-29 |
0.7% |
87% |
False |
False |
150,312 |
| 120 |
127-15 |
114-00 |
13-15 |
10.7% |
0-24 |
0.6% |
90% |
False |
False |
125,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-04 |
|
2.618 |
128-22 |
|
1.618 |
127-26 |
|
1.000 |
127-09 |
|
0.618 |
126-30 |
|
HIGH |
126-13 |
|
0.618 |
126-02 |
|
0.500 |
125-31 |
|
0.382 |
125-28 |
|
LOW |
125-17 |
|
0.618 |
125-00 |
|
1.000 |
124-21 |
|
1.618 |
124-04 |
|
2.618 |
123-08 |
|
4.250 |
121-26 |
|
|
| Fisher Pivots for day following 28-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
126-01 |
125-28 |
| PP |
126-00 |
125-23 |
| S1 |
125-31 |
125-18 |
|