ECBOT 30 Year Treasury Bond Future September 2011
| Trading Metrics calculated at close of trading on 10-Aug-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2011 |
10-Aug-2011 |
Change |
Change % |
Previous Week |
| Open |
135-14 |
136-13 |
0-31 |
0.7% |
127-18 |
| High |
139-27 |
139-04 |
-0-23 |
-0.5% |
135-05 |
| Low |
134-02 |
135-12 |
1-10 |
1.0% |
127-09 |
| Close |
137-06 |
138-07 |
1-01 |
0.8% |
132-06 |
| Range |
5-25 |
3-24 |
-2-01 |
-35.1% |
7-28 |
| ATR |
2-06 |
2-10 |
0-04 |
5.1% |
0-00 |
| Volume |
583,078 |
579,742 |
-3,336 |
-0.6% |
2,533,731 |
|
| Daily Pivots for day following 10-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
148-26 |
147-09 |
140-09 |
|
| R3 |
145-02 |
143-17 |
139-08 |
|
| R2 |
141-10 |
141-10 |
138-29 |
|
| R1 |
139-25 |
139-25 |
138-18 |
140-18 |
| PP |
137-18 |
137-18 |
137-18 |
137-31 |
| S1 |
136-01 |
136-01 |
137-28 |
136-26 |
| S2 |
133-26 |
133-26 |
137-17 |
|
| S3 |
130-02 |
132-09 |
137-06 |
|
| S4 |
126-10 |
128-17 |
136-05 |
|
|
| 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 |
139-27 |
130-18 |
9-09 |
6.7% |
4-05 |
3.0% |
82% |
False |
False |
572,058 |
| 10 |
139-27 |
125-17 |
14-10 |
10.4% |
3-01 |
2.2% |
89% |
False |
False |
485,390 |
| 20 |
139-27 |
124-22 |
15-05 |
11.0% |
2-05 |
1.6% |
89% |
False |
False |
393,819 |
| 40 |
139-27 |
122-05 |
17-22 |
12.8% |
1-23 |
1.2% |
91% |
False |
False |
368,333 |
| 60 |
139-27 |
122-05 |
17-22 |
12.8% |
1-16 |
1.1% |
91% |
False |
False |
326,166 |
| 80 |
139-27 |
118-15 |
21-12 |
15.5% |
1-10 |
1.0% |
92% |
False |
False |
245,192 |
| 100 |
139-27 |
116-11 |
23-16 |
17.0% |
1-06 |
0.9% |
93% |
False |
False |
196,182 |
| 120 |
139-27 |
116-00 |
23-27 |
17.3% |
1-00 |
0.7% |
93% |
False |
False |
163,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
155-02 |
|
2.618 |
148-30 |
|
1.618 |
145-06 |
|
1.000 |
142-28 |
|
0.618 |
141-14 |
|
HIGH |
139-04 |
|
0.618 |
137-22 |
|
0.500 |
137-08 |
|
0.382 |
136-26 |
|
LOW |
135-12 |
|
0.618 |
133-02 |
|
1.000 |
131-20 |
|
1.618 |
129-10 |
|
2.618 |
125-18 |
|
4.250 |
119-14 |
|
|
| Fisher Pivots for day following 10-Aug-2011 |
| Pivot |
1 day |
3 day |
| R1 |
137-29 |
137-11 |
| PP |
137-18 |
136-15 |
| S1 |
137-08 |
135-19 |
|