ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 03-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2011 |
03-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
128-28 |
130-28 |
2-00 |
1.6% |
125-06 |
| High |
131-04 |
132-08 |
1-04 |
0.9% |
128-18 |
| Low |
128-23 |
130-15 |
1-24 |
1.4% |
124-22 |
| Close |
130-26 |
131-09 |
0-15 |
0.4% |
128-04 |
| Range |
2-13 |
1-25 |
-0-20 |
-26.0% |
3-28 |
| ATR |
1-14 |
1-15 |
0-01 |
1.7% |
0-00 |
| Volume |
427,992 |
520,302 |
92,310 |
21.6% |
1,516,320 |
|
| Daily Pivots for day following 03-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-22 |
135-24 |
132-08 |
|
| R3 |
134-29 |
133-31 |
131-25 |
|
| R2 |
133-04 |
133-04 |
131-19 |
|
| R1 |
132-06 |
132-06 |
131-14 |
132-21 |
| PP |
131-11 |
131-11 |
131-11 |
131-18 |
| S1 |
130-13 |
130-13 |
131-04 |
130-28 |
| S2 |
129-18 |
129-18 |
130-31 |
|
| S3 |
127-25 |
128-20 |
130-25 |
|
| S4 |
126-00 |
126-27 |
130-10 |
|
|
| 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 |
132-08 |
125-17 |
6-23 |
5.1% |
1-30 |
1.5% |
86% |
True |
False |
398,722 |
| 10 |
132-08 |
124-22 |
7-18 |
5.8% |
1-18 |
1.2% |
87% |
True |
False |
341,657 |
| 20 |
132-08 |
122-25 |
9-15 |
7.2% |
1-15 |
1.1% |
90% |
True |
False |
340,185 |
| 40 |
132-08 |
122-05 |
10-03 |
7.7% |
1-11 |
1.0% |
90% |
True |
False |
342,308 |
| 60 |
132-08 |
122-04 |
10-04 |
7.7% |
1-08 |
1.0% |
90% |
True |
False |
278,995 |
| 80 |
132-08 |
116-11 |
15-29 |
12.1% |
1-04 |
0.8% |
94% |
True |
False |
209,448 |
| 100 |
132-08 |
116-11 |
15-29 |
12.1% |
0-31 |
0.7% |
94% |
True |
False |
167,579 |
| 120 |
132-08 |
115-05 |
17-03 |
13.0% |
0-26 |
0.6% |
94% |
True |
False |
139,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
139-26 |
|
2.618 |
136-29 |
|
1.618 |
135-04 |
|
1.000 |
134-01 |
|
0.618 |
133-11 |
|
HIGH |
132-08 |
|
0.618 |
131-18 |
|
0.500 |
131-12 |
|
0.382 |
131-05 |
|
LOW |
130-15 |
|
0.618 |
129-12 |
|
1.000 |
128-22 |
|
1.618 |
127-19 |
|
2.618 |
125-26 |
|
4.250 |
122-29 |
|
|
| Fisher Pivots for day following 03-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
131-12 |
130-25 |
| PP |
131-11 |
130-09 |
| S1 |
131-10 |
129-24 |
|