ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 08-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2011 |
08-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
134-02 |
131-22 |
-2-12 |
-1.8% |
127-18 |
| High |
135-05 |
135-16 |
0-11 |
0.3% |
135-05 |
| Low |
131-26 |
131-11 |
-0-15 |
-0.4% |
127-09 |
| Close |
132-06 |
135-09 |
3-03 |
2.3% |
132-06 |
| Range |
3-11 |
4-05 |
0-26 |
24.3% |
7-28 |
| ATR |
1-24 |
1-29 |
0-06 |
9.8% |
0-00 |
| Volume |
600,197 |
497,034 |
-103,163 |
-17.2% |
2,533,731 |
|
| Daily Pivots for day following 08-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
146-16 |
145-02 |
137-18 |
|
| R3 |
142-11 |
140-29 |
136-14 |
|
| R2 |
138-06 |
138-06 |
136-01 |
|
| R1 |
136-24 |
136-24 |
135-21 |
137-15 |
| PP |
134-01 |
134-01 |
134-01 |
134-13 |
| S1 |
132-19 |
132-19 |
134-29 |
133-10 |
| S2 |
129-28 |
129-28 |
134-17 |
|
| S3 |
125-23 |
128-14 |
134-04 |
|
| S4 |
121-18 |
124-09 |
133-00 |
|
|
| 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 |
135-16 |
128-23 |
6-25 |
5.0% |
3-02 |
2.3% |
97% |
True |
False |
529,153 |
| 10 |
135-16 |
124-22 |
10-26 |
8.0% |
2-10 |
1.7% |
98% |
True |
False |
425,818 |
| 20 |
135-16 |
124-22 |
10-26 |
8.0% |
1-26 |
1.3% |
98% |
True |
False |
377,527 |
| 40 |
135-16 |
122-05 |
13-11 |
9.9% |
1-17 |
1.1% |
98% |
True |
False |
356,323 |
| 60 |
135-16 |
122-05 |
13-11 |
9.9% |
1-12 |
1.0% |
98% |
True |
False |
306,994 |
| 80 |
135-16 |
118-00 |
17-16 |
12.9% |
1-07 |
0.9% |
99% |
True |
False |
230,660 |
| 100 |
135-16 |
116-11 |
19-05 |
14.2% |
1-03 |
0.8% |
99% |
True |
False |
184,554 |
| 120 |
135-16 |
115-07 |
20-09 |
15.0% |
0-29 |
0.7% |
99% |
True |
False |
153,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153-05 |
|
2.618 |
146-12 |
|
1.618 |
142-07 |
|
1.000 |
139-21 |
|
0.618 |
138-02 |
|
HIGH |
135-16 |
|
0.618 |
133-29 |
|
0.500 |
133-14 |
|
0.382 |
132-30 |
|
LOW |
131-11 |
|
0.618 |
128-25 |
|
1.000 |
127-06 |
|
1.618 |
124-20 |
|
2.618 |
120-15 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 08-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
134-21 |
134-17 |
| PP |
134-01 |
133-25 |
| S1 |
133-14 |
133-01 |
|