ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 29-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2011 |
29-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
125-21 |
126-01 |
0-12 |
0.3% |
125-06 |
| High |
126-13 |
128-18 |
2-05 |
1.7% |
128-18 |
| Low |
125-17 |
125-30 |
0-13 |
0.3% |
124-22 |
| Close |
126-02 |
128-04 |
2-02 |
1.6% |
128-04 |
| Range |
0-28 |
2-20 |
1-24 |
200.0% |
3-28 |
| ATR |
1-07 |
1-10 |
0-03 |
8.2% |
0-00 |
| Volume |
266,916 |
393,405 |
126,489 |
47.4% |
1,516,320 |
|
| Daily Pivots for day following 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-13 |
134-13 |
129-18 |
|
| R3 |
132-25 |
131-25 |
128-27 |
|
| R2 |
130-05 |
130-05 |
128-19 |
|
| R1 |
129-05 |
129-05 |
128-12 |
129-21 |
| PP |
127-17 |
127-17 |
127-17 |
127-26 |
| S1 |
126-17 |
126-17 |
127-28 |
127-01 |
| S2 |
124-29 |
124-29 |
127-21 |
|
| S3 |
122-09 |
123-29 |
127-13 |
|
| S4 |
119-21 |
121-09 |
126-22 |
|
|
| Weekly Pivots for week ending 29-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-24 |
137-10 |
130-08 |
|
| R3 |
134-28 |
133-14 |
129-06 |
|
| R2 |
131-00 |
131-00 |
128-27 |
|
| R1 |
129-18 |
129-18 |
128-15 |
130-09 |
| PP |
127-04 |
127-04 |
127-04 |
127-16 |
| S1 |
125-22 |
125-22 |
127-25 |
126-13 |
| S2 |
123-08 |
123-08 |
127-13 |
|
| S3 |
119-12 |
121-26 |
127-02 |
|
| S4 |
115-16 |
117-30 |
126-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-18 |
124-22 |
3-28 |
3.0% |
1-13 |
1.1% |
89% |
True |
False |
303,264 |
| 10 |
128-18 |
124-22 |
3-28 |
3.0% |
1-12 |
1.1% |
89% |
True |
False |
296,821 |
| 20 |
128-18 |
122-13 |
6-05 |
4.8% |
1-10 |
1.0% |
93% |
True |
False |
313,510 |
| 40 |
128-18 |
122-05 |
6-13 |
5.0% |
1-09 |
1.0% |
93% |
True |
False |
333,933 |
| 60 |
128-18 |
122-02 |
6-16 |
5.1% |
1-06 |
0.9% |
93% |
True |
False |
256,937 |
| 80 |
128-18 |
116-11 |
12-07 |
9.5% |
1-02 |
0.8% |
96% |
True |
False |
192,796 |
| 100 |
128-18 |
116-11 |
12-07 |
9.5% |
0-29 |
0.7% |
96% |
True |
False |
154,246 |
| 120 |
128-18 |
114-00 |
14-18 |
11.4% |
0-25 |
0.6% |
97% |
True |
False |
128,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-23 |
|
2.618 |
135-14 |
|
1.618 |
132-26 |
|
1.000 |
131-06 |
|
0.618 |
130-06 |
|
HIGH |
128-18 |
|
0.618 |
127-18 |
|
0.500 |
127-08 |
|
0.382 |
126-30 |
|
LOW |
125-30 |
|
0.618 |
124-10 |
|
1.000 |
123-10 |
|
1.618 |
121-22 |
|
2.618 |
119-02 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 29-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
127-27 |
127-22 |
| PP |
127-17 |
127-08 |
| S1 |
127-08 |
126-26 |
|