ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 05-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2011 |
05-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
131-00 |
134-02 |
3-02 |
2.3% |
127-18 |
| High |
134-08 |
135-05 |
0-29 |
0.7% |
135-05 |
| Low |
130-18 |
131-26 |
1-08 |
1.0% |
127-09 |
| Close |
133-16 |
132-06 |
-1-10 |
-1.0% |
132-06 |
| Range |
3-22 |
3-11 |
-0-11 |
-9.3% |
7-28 |
| ATR |
1-20 |
1-24 |
0-04 |
7.6% |
0-00 |
| Volume |
600,243 |
600,197 |
-46 |
0.0% |
2,533,731 |
|
| Daily Pivots for day following 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143-03 |
140-31 |
134-01 |
|
| R3 |
139-24 |
137-20 |
133-03 |
|
| R2 |
136-13 |
136-13 |
132-26 |
|
| R1 |
134-09 |
134-09 |
132-16 |
133-22 |
| PP |
133-02 |
133-02 |
133-02 |
132-24 |
| S1 |
130-30 |
130-30 |
131-28 |
130-10 |
| S2 |
129-23 |
129-23 |
131-18 |
|
| S3 |
126-12 |
127-19 |
131-09 |
|
| S4 |
123-01 |
124-08 |
130-11 |
|
|
| Weekly Pivots for week ending 05-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
155-05 |
151-18 |
136-17 |
|
| R3 |
147-09 |
143-22 |
134-11 |
|
| R2 |
139-13 |
139-13 |
133-20 |
|
| R1 |
135-26 |
135-26 |
132-29 |
137-20 |
| PP |
131-17 |
131-17 |
131-17 |
132-14 |
| S1 |
127-30 |
127-30 |
131-15 |
129-24 |
| S2 |
123-21 |
123-21 |
130-24 |
|
| S3 |
115-25 |
120-02 |
130-01 |
|
| S4 |
107-29 |
112-06 |
127-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
135-05 |
127-09 |
7-28 |
6.0% |
2-21 |
2.0% |
62% |
True |
False |
506,746 |
| 10 |
135-05 |
124-22 |
10-15 |
7.9% |
2-01 |
1.5% |
72% |
True |
False |
405,005 |
| 20 |
135-05 |
124-19 |
10-18 |
8.0% |
1-22 |
1.3% |
72% |
True |
False |
368,256 |
| 40 |
135-05 |
122-05 |
13-00 |
9.8% |
1-15 |
1.1% |
77% |
True |
False |
351,114 |
| 60 |
135-05 |
122-05 |
13-00 |
9.8% |
1-11 |
1.0% |
77% |
True |
False |
298,816 |
| 80 |
135-05 |
117-15 |
17-22 |
13.4% |
1-06 |
0.9% |
83% |
True |
False |
224,449 |
| 100 |
135-05 |
116-11 |
18-26 |
14.2% |
1-02 |
0.8% |
84% |
True |
False |
179,583 |
| 120 |
135-05 |
115-07 |
19-30 |
15.1% |
0-28 |
0.7% |
85% |
True |
False |
149,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
149-12 |
|
2.618 |
143-29 |
|
1.618 |
140-18 |
|
1.000 |
138-16 |
|
0.618 |
137-07 |
|
HIGH |
135-05 |
|
0.618 |
133-28 |
|
0.500 |
133-16 |
|
0.382 |
133-03 |
|
LOW |
131-26 |
|
0.618 |
129-24 |
|
1.000 |
128-15 |
|
1.618 |
126-13 |
|
2.618 |
123-02 |
|
4.250 |
117-19 |
|
|
| Fisher Pivots for day following 05-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
133-16 |
132-26 |
| PP |
133-02 |
132-19 |
| S1 |
132-20 |
132-13 |
|