ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 04-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2011 |
04-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
130-28 |
131-00 |
0-04 |
0.1% |
125-06 |
| High |
132-08 |
134-08 |
2-00 |
1.5% |
128-18 |
| Low |
130-15 |
130-18 |
0-03 |
0.1% |
124-22 |
| Close |
131-09 |
133-16 |
2-07 |
1.7% |
128-04 |
| Range |
1-25 |
3-22 |
1-29 |
107.0% |
3-28 |
| ATR |
1-15 |
1-20 |
0-05 |
10.8% |
0-00 |
| Volume |
520,302 |
600,243 |
79,941 |
15.4% |
1,516,320 |
|
| Daily Pivots for day following 04-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-27 |
142-11 |
135-17 |
|
| R3 |
140-05 |
138-21 |
134-16 |
|
| R2 |
136-15 |
136-15 |
134-06 |
|
| R1 |
134-31 |
134-31 |
133-27 |
135-23 |
| PP |
132-25 |
132-25 |
132-25 |
133-04 |
| S1 |
131-09 |
131-09 |
133-05 |
132-01 |
| S2 |
129-03 |
129-03 |
132-26 |
|
| S3 |
125-13 |
127-19 |
132-16 |
|
| S4 |
121-23 |
123-29 |
131-15 |
|
|
| 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 |
134-08 |
125-30 |
8-10 |
6.2% |
2-16 |
1.9% |
91% |
True |
False |
465,387 |
| 10 |
134-08 |
124-22 |
9-18 |
7.2% |
1-25 |
1.3% |
92% |
True |
False |
366,346 |
| 20 |
134-08 |
122-31 |
11-09 |
8.5% |
1-20 |
1.2% |
93% |
True |
False |
356,961 |
| 40 |
134-08 |
122-05 |
12-03 |
9.1% |
1-13 |
1.1% |
94% |
True |
False |
347,831 |
| 60 |
134-08 |
122-04 |
12-04 |
9.1% |
1-10 |
1.0% |
94% |
True |
False |
288,932 |
| 80 |
134-08 |
117-15 |
16-25 |
12.6% |
1-05 |
0.9% |
96% |
True |
False |
216,949 |
| 100 |
134-08 |
116-11 |
17-29 |
13.4% |
1-01 |
0.8% |
96% |
True |
False |
173,581 |
| 120 |
134-08 |
115-07 |
19-01 |
14.3% |
0-27 |
0.6% |
96% |
True |
False |
144,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-30 |
|
2.618 |
143-29 |
|
1.618 |
140-07 |
|
1.000 |
137-30 |
|
0.618 |
136-17 |
|
HIGH |
134-08 |
|
0.618 |
132-27 |
|
0.500 |
132-13 |
|
0.382 |
131-31 |
|
LOW |
130-18 |
|
0.618 |
128-09 |
|
1.000 |
126-28 |
|
1.618 |
124-19 |
|
2.618 |
120-29 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 04-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133-04 |
132-26 |
| PP |
132-25 |
132-05 |
| S1 |
132-13 |
131-16 |
|